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subject:"Schätztheorie"
subject:"Panel"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~isPartOf:"Annales d'économie et de statistique"
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Schätztheorie
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77
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68
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8
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5
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Annales d'économie et de statistique
Journal of econometrics
452
Economics letters
443
Econometric theory
302
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
258
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174
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158
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139
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125
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118
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96
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96
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94
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90
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86
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84
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62
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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48
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48
Journal of forecasting
47
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44
Journal of the Royal Statistical Society
41
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40
SFB 649 discussion paper
40
Journal of productivity analysis
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ECONIS (ZBW)
226
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226
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1
Endogenous attrition in panels
Davezies, Laurent
;
D'Haultfœuille, Xavier
-
2013
Persistent link: https://www.econbiz.de/10010342739
Saved in:
2
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
3
Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755835
Saved in:
4
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
5
Estimating ARCH models when the coefficients are allowed to be equal to zero
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755838
Saved in:
6
Asymptotic normality of frequency polygons for random fields
Carbon, Michel
-
2008
Persistent link: https://www.econbiz.de/10003755840
Saved in:
7
Hodges-Lehmann sign-based estimators and generalized confidence distributions in linear median regressions with moment-free heterogenous errors and dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
-
2008
Persistent link: https://www.econbiz.de/10003871341
Saved in:
8
A Monte Carlo study for pure and pretest estimators of a panel data model with spatially autocorrelated disturbances
Baltagi, Badi H.
;
Egger, Peter
;
Pfaffermayr, Michael
- In:
Annales d'économie et de statistique
87/88
(
2007
),
pp. 11-38
Persistent link: https://www.econbiz.de/10003803949
Saved in:
9
Finite sample properties of estimators of spatial models with autoregressive, or moving average, disturbances and system feedback
Fingleton, Bernard
;
Le Gallo, Julie
- In:
Annales d'économie et de statistique
87/88
(
2007
),
pp. 39-62
Persistent link: https://www.econbiz.de/10003803951
Saved in:
10
[Phi]*-divergence empirique et vraisemblance empirique généralisée
Bertail, Patrice
;
Harari-Kermadec, Hugo
;
Ravaille, Denis
- In:
Annales d'économie et de statistique
85
(
2007
),
pp. 131-157
Persistent link: https://www.econbiz.de/10003690304
Saved in:
11
Nonlinear censored regression using synthetic data
Delecroix, Michel
;
Lopez, Olivier
;
Patilea, Valentin
-
2006
Persistent link: https://www.econbiz.de/10003390781
Saved in:
12
Dépendance non-monotone : une application à la relation rendement-volume
Neto, David
- In:
Annales d'économie et de statistique
82
(
2006
),
pp. 187-216
Persistent link: https://www.econbiz.de/10003511010
Saved in:
13
Closest moment estimation under general conditions
Han, Chirok
;
Jong, Robert M. de
- In:
Annales d'économie et de statistique
(
2004
),
pp. 1-13
Persistent link: https://www.econbiz.de/10002509894
Saved in:
14
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
15
Product-limit estimators of the survival function with left or right censored data
Patilea, Valentin
;
Rolin, Jean-Marie
-
2004
Persistent link: https://www.econbiz.de/10002598032
Saved in:
16
On semiparametric M-estimation in single-index regression
Delecroix, Michel
;
Hristache, Marian
;
Patilea, Valentin
-
2004
Persistent link: https://www.econbiz.de/10002553921
Saved in:
17
Design-adaptive pointwise nonparametric regression estimation for recurrent Markov time series
Guerre, Emmanuel
-
2004
Persistent link: https://www.econbiz.de/10002554161
Saved in:
18
Subsampling under weak dependence conditions
Ango Nze, Patrick
;
Dupoiron, Stéphanie
;
Rios, Ricardo
-
2003
Persistent link: https://www.econbiz.de/10001900001
Saved in:
19
Adaptive minimax testing in the discrete regression scheme
Gayraud, Ghislaine
;
Pouet, Christophe
-
2003
Persistent link: https://www.econbiz.de/10001900020
Saved in:
20
Random coefficients in unbalanced panels : an application on data from chemical plants
Biørn, Erik
;
Lindquist, Kjersti-Gro
;
Skjerpen, Terje
- In:
Annales d'économie et de statistique
(
2003
),
pp. 55-83
Persistent link: https://www.econbiz.de/10001771338
Saved in:
21
Simulation based inference in moving average models
Ghysels, Eric
;
Khalaf, Lynda
;
Vodounou, Cosmé
- In:
Annales d'économie et de statistique
(
2003
),
pp. 85-99
Persistent link: https://www.econbiz.de/10001771345
Saved in:
22
Rates of convergence for a Bayesian level set estimation
Gayraud, Ghislaine
;
Rousseau, Judith
-
2003
Persistent link: https://www.econbiz.de/10001771885
Saved in:
23
Edgeworth expansions of suitably normalized sample mean statistics for atomic Markov chains
Bertail, Patrice
;
Clémençon, Stéphan
-
2003
Persistent link: https://www.econbiz.de/10001771889
Saved in:
24
Consistent estimation of dynamic panel data models with time-varying individual effects
Nauges, Céline
;
Thomas, Alban
- In:
Annales d'économie et de statistique
(
2003
),
pp. 53-75
Persistent link: https://www.econbiz.de/10001941692
Saved in:
25
Structural inference and the Lucas critique
Collard, Fabrice
;
Fève, Patrick
;
Langot, François
- In:
Annales d'économie et de statistique
(
2002
),
pp. 183-206
Persistent link: https://www.econbiz.de/10001773552
Saved in:
26
LM tests for the unbalanced nested panel data regression model with serially correlated errors
Baltagi, Badi H.
;
Song, Seuck-heun
;
Jung, Byoung Cheol
- In:
Annales d'économie et de statistique
(
2002
),
pp. 219-268
Persistent link: https://www.econbiz.de/10001673363
Saved in:
27
Optimal speed nonparametric density estimation for one-dimensional dynamical systems
Lardjane, Salim
-
2002
Persistent link: https://www.econbiz.de/10001680694
Saved in:
28
Panel binary variables and individual effects : generalizing conditional logit
Magnac, Thierry
-
2002
Persistent link: https://www.econbiz.de/10001680700
Saved in:
29
Nonparametric density and regression estimation for nonmixing stochastic processes
Lardjane, Salim
-
2002
Persistent link: https://www.econbiz.de/10001720893
Saved in:
30
A subsampling approach to estimating the distribution of diverging statistics with applications to assessing financial market risks
Bertail, Patrice
;
Häfke, Christian
;
Politis, Dimitris N.
; …
-
2002
Persistent link: https://www.econbiz.de/10001720937
Saved in:
31
Sharp large deviations in nonparametric estimation
Joutard, Cyrille
-
2002
Persistent link: https://www.econbiz.de/10001720949
Saved in:
32
Infrequency of Purchase : a model for clothing consumption with panel data
Sanchis Llopis, Juan Alberto
- In:
Annales d'économie et de statistique
(
2001
),
pp. 49-71
Persistent link: https://www.econbiz.de/10001582279
Saved in:
33
Endogénéité d'une variable explicative dichotomique dans le cadre d'un modèle probit bivarié : une application au lien entre fécondité et activité féminine
Lollivier, Stéfan
- In:
Annales d'économie et de statistique
(
2001
),
pp. 251-269
Persistent link: https://www.econbiz.de/10001612511
Saved in:
34
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
35
Local likelihood density estimation and value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
Saved in:
36
Estimation in discrete parameter models
Choirat, Christine
;
Seri, Raffaello
-
2001
Persistent link: https://www.econbiz.de/10001637962
Saved in:
37
A fast subsampling method for nonlienar dynamic models
Hong, Han
;
Scaillet, Olivier
;
Tamer, Elie T.
-
2001
Persistent link: https://www.econbiz.de/10001637975
Saved in:
38
Densitiy estimation in a separable metric space
Dabo-Niang, Sophie
-
2001
Persistent link: https://www.econbiz.de/10001640928
Saved in:
39
Testing the proportional odds model under random censoring
Dauxois, Jean-Yves
;
Kirmani, Syed N. U. A.
-
2001
Persistent link: https://www.econbiz.de/10001572444
Saved in:
40
Density estimation in infinite dimensional space : application to processes of diffusion type
Dabo-Niang, Sophie
-
2001
Persistent link: https://www.econbiz.de/10001577407
Saved in:
41
Nonparametric estimation of competing risks models with covariates
Fermanian, Jean-David
-
2001
Persistent link: https://www.econbiz.de/10001577411
Saved in:
42
A nonparametric simulated maximum likelihood estimation method
Fermanian, Jean-David
;
Salanié, Bernard
-
2001
Persistent link: https://www.econbiz.de/10001577508
Saved in:
43
Compound autoregressive models
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001596247
Saved in:
44
Structure adaptive approach for dimension reduction
Hristache, Marian
;
Juditsky, Anatoli
;
Polzehl, Jörg
; …
-
2001
Persistent link: https://www.econbiz.de/10001596251
Saved in:
45
Direct estimation of the index coefficient in a single-index
Hristache, Marian
;
Juditsky, Anatoli
;
Spokojnyj, Vladimir G.
-
2000
Persistent link: https://www.econbiz.de/10001549306
Saved in:
46
Estimation non-paramétrique du taux de hasard : application à des durées de chômage censurées `a droite
Nassiri, Abdelhak
;
Delecroix, Michel
;
Bonneu, Michel
- In:
Annales d'économie et de statistique
(
2000
),
pp. 215-232
Persistent link: https://www.econbiz.de/10001536242
Saved in:
47
La relation entre le taux des crédits et le coût des ressources bancaires : modélisation et estimation sur données individuelles de banques
Baumel, Laurent
;
Sevestre, Patrick
- In:
Annales d'économie et de statistique
(
2000
),
pp. 199-226
Persistent link: https://www.econbiz.de/10001536359
Saved in:
48
The logarithmic ACD model : an application to the bid-ask quote process of the NYSE stocks
Bauwens, Luc
;
Giot, Pierre
- In:
Annales d'économie et de statistique
(
2000
),
pp. 117-149
Persistent link: https://www.econbiz.de/10001543399
Saved in:
49
Value-at-risk and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
- In:
Annales d'économie et de statistique
(
2000
),
pp. 239-270
Persistent link: https://www.econbiz.de/10001543557
Saved in:
50
Lower bounds in hazard estimation
Fermanian, Jean-David
-
2000
Persistent link: https://www.econbiz.de/10001470521
Saved in:
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