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  • Search: subject_exact:"Estimation theory"
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Year of publication
Subject
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Schätztheorie 39,908 Estimation theory 39,863 Theorie 9,139 Theory 9,136 Schätzung 7,347 Estimation 7,340 Zeitreihenanalyse 6,756 Time series analysis 6,741 Regressionsanalyse 5,113 Regression analysis 5,099 Nichtparametrisches Verfahren 3,774 Nonparametric statistics 3,773 Prognoseverfahren 2,330 Forecasting model 2,327 Panel 2,169 Panel study 2,167 Volatilität 2,006 Volatility 2,003 Statistischer Test 1,967 Statistical test 1,955 Statistical distribution 1,851 Statistische Verteilung 1,851 Statistical theory 1,667 Statistische Methodenlehre 1,667 Stochastischer Prozess 1,664 Stochastic process 1,662 USA 1,525 ARCH model 1,518 ARCH-Modell 1,518 United States 1,515 Monte-Carlo-Simulation 1,474 Monte Carlo simulation 1,462 Bayesian inference 1,451 Bayes-Statistik 1,450 Korrelation 1,370 Correlation 1,368 Induktive Statistik 1,362 Statistical inference 1,360 Sampling 1,359 Stichprobenerhebung 1,359
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Online availability
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Free 13,928 Undetermined 6,979 CC license 581
Type of publication
All
Book / Working Paper 20,293 Article 19,647 Journal 8 Other 1
Type of publication (narrower categories)
All
Article in journal 17,900 Aufsatz in Zeitschrift 17,900 Working Paper 9,660 Arbeitspapier 9,655 Graue Literatur 9,527 Non-commercial literature 9,527 Aufsatz im Buch 1,248 Book section 1,248 Hochschulschrift 864 Thesis 695 Collection of articles of several authors 232 Sammelwerk 232 Amtsdruckschrift 184 Government document 184 Bibliografie enthalten 161 Bibliography included 161 Collection of articles written by one author 150 Sammlung 150 Conference paper 125 Konferenzbeitrag 125 Aufsatzsammlung 118 Konferenzschrift 108 Forschungsbericht 97 Systematic review 91 Übersichtsarbeit 91 Lehrbuch 77 Textbook 70 Conference proceedings 56 Rezension 50 Festschrift 30 Mikroform 23 Mehrbändiges Werk 22 Multi-volume publication 22 Bibliografie 13 Einführung 12 Handbook 9 Handbuch 9 Statistik 9 Dissertation u.a. Prüfungsschriften 8 Reprint 7
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Language
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English 38,693 German 773 French 244 Spanish 89 Italian 39 Polish 36 Undetermined 34 Portuguese 18 Hungarian 10 Chinese 8 Russian 7 Danish 5 Finnish 5 Japanese 3 Dutch 3 Norwegian 3 Swedish 2 Turkish 2 Czech 1 Romanian 1
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Author
All
Phillips, Peter C. B. 324 Linton, Oliver 213 Gao, Jiti 199 Pesaran, M. Hashem 194 Härdle, Wolfgang 184 Newey, Whitney K. 138 Imbens, Guido 135 Andrews, Donald W. K. 130 Chen, Xiaohong 119 Chernozhukov, Victor 119 McAleer, Michael 116 Baltagi, Badi H. 112 Lütkepohl, Helmut 111 Kapetanios, George 103 Heckman, James J. 101 Otsu, Taisuke 98 Gouriéroux, Christian 96 Koopman, Siem Jan 95 Swanson, Norman R. 95 Ullah, Aman 91 Robinson, Peter M. 87 Su, Liangjun 87 White, Halbert 87 Franses, Philip Hans 86 Wooldridge, Jeffrey M. 86 Lee, Lung-fei 84 Bera, Anil K. 80 Dette, Holger 80 Li, Qi 78 Marcellino, Massimiliano 77 Croux, Christophe 76 Lechner, Michael 76 Simar, Léopold 76 Sentana, Enrique 75 Lucas, André 74 Nielsen, Morten Ørregaard 74 Sun, Yixiao 74 Horowitz, Joel 73 Hsiao, Cheng 73 Johansen, Søren 73
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Institution
All
National Bureau of Economic Research 451 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 135 OECD 45 Ekonomiska forskningsinstitutet <Stockholm> 37 Umeå universitet 27 European University Institute / Department of Economics 26 University of New England / Department of Econometrics 22 Center for Economic Research <Tilburg> 18 Centre for Microdata Methods and Practice <London> 17 Centre for Quantitative Economics & Computing 17 Organisation for Economic Co-operation and Development 17 Centre for Analytical Finance <Århus> 13 Deutsche Forschungsgemeinschaft 13 London School of Economics and Political Science 13 University of Exeter / Department of Economics 13 European Commission / Joint Research Centre 12 Technische Universität Dresden / Fakultät Wirtschaftswissenschaften 12 Universität Basel / Institut für Statistik und Ökonometrie 12 Econometrisch Instituut <Rotterdam> 11 Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät 11 Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft 10 Federal Reserve System / Division of Research and Statistics 10 International Energy Agency 10 Birkbeck College / Department of Economics 9 European Commission / Statistical Office of the European Communities 9 Forschungsinstitut zur Zukunft der Arbeit 9 University of Western Australia / Department of Economics 9 Escola de Pós-Graduação em Economia <Rio de Janeiro> 8 Umeå Universitet / Institutionen för Nationalekonomi 8 Universitetet i Oslo / Økonomisk institutt 8 University of Chicago / Graduate School of Business 8 Europäische Kommission / Statistisches Amt 7 Rutgers University / Department of Economics 7 Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn 7 Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn 7 Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn 7 State University of New York at Albany / Department of Economics 7 European University Institute / Department of Law 6 Federal Reserve System / Board of Governors 6 HAL 6
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Published in...
All
Journal of econometrics 1,900 Economics letters 1,042 Econometric theory 760 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 691 Econometric reviews 496 CEMMAP working papers / Centre for Microdata Methods and Practice 405 NBER Working Paper 367 Discussion paper / Tinbergen Institute 349 Journal of the American Statistical Association : JASA 347 NBER working paper series 333 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 327 The econometrics journal 289 Journal of applied econometrics 242 Série des documents de travail / Centre de Recherche en Économie et Statistique 237 Applied economics letters 232 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 232 Cowles Foundation discussion paper 224 Working paper / National Bureau of Economic Research, Inc. 223 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 218 Discussion paper series / IZA 209 European journal of operational research : EJOR 209 Oxford bulletin of economics and statistics 201 Discussion paper / Center for Economic Research, Tilburg University 200 Working paper / Department of Econometrics and Business Statistics, Monash University 196 Applied economics 194 Econometrics : open access journal 184 Working paper 180 Discussion paper 176 International journal of forecasting 176 Journal of quantitative economics : official journal of the Indian Econometric Society 172 Economic modelling 155 The review of economics and statistics 155 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 152 Insurance / Mathematics & economics 150 Quantitative economics : QE ; journal of the Econometric Society 150 Journal of forecasting 148 Computational economics 147 CREATES research paper 146 IZA Discussion Paper 143 Working paper series 142
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Source
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ECONIS (ZBW) 39,858 USB Cologne (EcoSocSci) 43 RePEc 28 BASE 11 EconStor 5 ArchiDok 4
Showing 1 - 50 of 39,949
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Estimation and inference for a class of generalized hierarchical models
Dong, Chaohua; Gao, Jiti; Peng, Bin; Yan, Yayi - 2024
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Econometrics of insurance with multidimensional types
Aryal, Gaurab; Perrigne, Isabelle; Vuong, Quang H.; … - In: Quantitative economics : QE ; journal of the … 16 (2025) 1, pp. 267-294
In this paper, we address the identification and estimation of insurance models where insurees have private information about their risk and risk aversion. The model includes random damages and allows for several claims, while insurees choose from a finite number of coverages. We show that the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015190336
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Double robust inference for continuous updating GMM
Kleibergen, Frank; Zhan, Zhaoguo - In: Quantitative economics : QE ; journal of the … 16 (2025) 1, pp. 295-327
We propose the double robust Lagrange multiplier (DRLM) statistic for testing hypotheses specified on the minimizer of the population continuous updating objective function. The (bounding) χ2 limiting distribution of the DRLM statistic is robust to both misspecification and weak identification,...
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Prediction sets and conformal inference with censored outcomes
Liu, Weiguang; Paula, Áureo de; Tamer, Elie T. - 2025
Given data on a scalar random variable 𝑌, a prediction set for 𝑌 with miscoverage level 𝛼 is a set of values for 𝑌 that contains a randomly drawn 𝑌 with probability 1 − 𝛼, where 𝛼 ∈ (0, 1). Among all prediction sets that satisfy this coverage property, the oracle...
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A Neyman-orthogonalization approach to the incidental parameter problem
Bonhomme, Stéphane; Jochmans, Koen; Weidner, Martin - 2025
A popular approach to perform inference on a target parameter in the presence of nuisance parameters is to construct estimating equations that are orthogonal to the nuisance parameters, in the sense that their expected first derivative is zero. Such first-order orthogonalization may, however,...
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Identification of treatment effects under limited exogenous variation
Newey, Whitney K.; Stouli, Sami - 2025 - Date: January 24, 2025
Multidimensional heterogeneity and endogeneity are important features of a wide class of econometric models. With control variables to correct for endogeneity, nonparametric identification of treatment effects requires strong support conditions. To alleviate this requirement, we consider varying...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015191459
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Weak exogeneity, cointegration and stability tests
Bianchi, Annamaria; Khalaf, Lynda; Urga, Giovanni - 2025
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Tail expectile-VaR estimation in the semiparametric Generalized Pareto model
Abbas, Yasser; Daouia, Abdelaati; Nemouchi, Boutheina; … - 2025
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Freidlin-Wentzell type exit-time estimates for time-inhomogeneous diffusions and their applications
Aleksian, Ashot; Villeneuve, Stéphane - 2025
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A Neyman-Orthogonalization Approach to the incidental parameter problem
Bonhomme, Stéphane; Jochmans, Koen; Weidner, Martin - 2025
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The pricing kernel under proportional ambiguity
Spengemann, Marco - 2025
The pricing kernel is an important tool for understanding asset prices, expected returns, and investor preferences. However, empirical findings often reveal deviations from theoretical predictions, leading to the so-called "pricing kernel puzzle". This article explores the pricing kernel under...
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Dealing with regression models' endogeneity by means of an adjusted estimator for the Gaussian copula approach
Liengaard, Benjamin Dybro; Becker, Jan-Michael; … - In: Journal of the Academy of Marketing Science 53 (2025) 1, pp. 279-299
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Estimation and forecast of carbon emission market volatility based on model averaging method
Wang, Nianling; Wang, Qianchao; Li, Yong - In: Economic modelling 143 (2025), pp. 1-10
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Modelling green knowledge production and environmental policies with semiparametric panel data regression models
Musolesi, Antonio; Golinelli, Davide; Mazzanti, Massimiliano - In: Empirical economics : a quarterly journal of the … 68 (2025) 1, pp. 327-352
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Improving minimum-variance portfolio through shrinkage of large covariance matrices
Shi, Fangquan; Shu, Lianjie; He, Fangyi; Huang, Wenpo - In: Economic modelling 144 (2025), pp. 1-16
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Bayesian analysis for functional coefficient conditional autoregressive range model with applications
Wang, Bin; Qian, Yixin; Yu, Enping - In: Economic modelling 144 (2025), pp. 1-12
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Sparse spanning portfolios and under-diversification with second-order stochastic dominance
Arvanitis, Stelios - 2025
We develop and implement methods for determining whether relaxing sparsity constraints on portfolios improves the investment opportunity set for risk-averse investors. We formulate a new estimation procedure for sparse second-order stochastic spanning based on a greedy algorithm and Linear...
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On the identity of two solution algorithms of the "improved normalized squared differences" matrix adjustment model
Révész, Tamás - In: Central European journal of operations research 33 (2025) 1, pp. 315-332
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Copula tensor count autoregressions for modeling multidimensional integer-valued time series
Armillotta, Mirko; Gorgi, Paolo; Lucas, André - 2025
This paper presents a novel copula-based autoregressive framework for multilayer arrays of integer-valued time series with tensor structure. It complements recent advances in tensor time series that predominantly focus on real-valued data and overlook the unique properties of integer-valued time...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015195717
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Regularized maximum likelihood estimation for the random coefficients model
Dunker, Fabian; Mendoza, Emil; Reale, Marco - In: Econometric reviews 44 (2025) 2, pp. 192-213
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Using generalized estimating equations to estimate nonlinear models with spatial data
Wang, Weining; Wooldridge, Jeffrey M.; Xu, Mengshan; … - In: Econometric reviews 44 (2025) 2, pp. 214-242
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Nonseparable panel models with index structure and correlated random effects
Čížek, Pavel; Sadikoğlu, Serhan - In: Econometric reviews 44 (2025) 3, pp. 246-274
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015196600
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Robust inference on income inequality : t-statistic based approach
Ibragimov, Rustam Ju.; Kattuman, Paul A.; Skrobotov, Anton - In: Econometric reviews 44 (2025) 4, pp. 384-415
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015196609
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Testing for nonlinear cointegration under heteroskedasticity
Hanck, Christoph; Massing, Till Philipp Georg - In: Econometric reviews 44 (2025) 4, pp. 512-543
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The shifted GARCH model with affine variance : applications in pricing
Escobar, Marcos; Hou, Yangyang; Stentoft, Lars - In: Finance research letters 71 (2025), pp. 1-8
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Estimating parameters of structural models using neural networks
Wei, Yanhao; Jiang, Zhenling - In: Marketing science 44 (2025) 1, pp. 102-128
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Uncovering the risk-return trade-off through ridge regressions
Alemany, Nuria; Aragó, Vicent; Salvador, Enrique - In: Finance research letters 71 (2025), pp. 1-13
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Point-identifying semiparametric sample selection models with no excluded variable
Kim, Dongwoo; Lee, Young Jun - 2025
Sample selection is pervasive in applied economic studies. This paper develops semiparametric selection models that achieve point identification without relying on exclusion restrictions, an assumption long believed necessary for identification in semiparametric selection models. Our...
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Score-driven time-varying parameter models with splinebased densities
Brummelen, Janneke van; Gorgi, Paolo; Koopman, Siem Jan - 2025
We develop a score-driven time-varying parameter model where no particular parametric error distribution needs to be specified. The proposed method relies on a versatile spline-based density, which produces a score function that follows a natural cubic spline. This flexible approach nests the...
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Simple estimation of semiparametric models with measurement errors
Evdokimov, Kirill S.; Zeleneev, Andrei - 2025 - This version: November 28, 2024
We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments (GMM) framework. We focus on the settings in which the variability of the EIV is a fraction of that of the mismeasured variables, which is typical for empirical applications. For...
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Marginal effects for probit and tobit with endogeneity
Evdokimov, Kirill S.; Kalina, Ilze; Zeleneev, Andrei - 2025 - This version: December 2024
When evaluating partial effects, it is important to distinguish between structural endogeneity and measurement errors. In contrast to linear models, these two sources of endogeneity affect partial effects differently in nonlinear models. We study this issue focusing on the Instrumental Variable...
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Estimating discrete choice demand models with sparse market-product shocks
Lu, Zhentong; Shimizu, Kenichi - 2025
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Nonparametric inference for a triangular system of equations for quantile regression
Kim, Yubin; Lee, Sungwon - In: Seoul journal of economics : SJE 38 (2025) 1, pp. 1-28
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Convergence rates of GMM estimators with nonsmooth moments under misspecification
Kang, Byunghoon; Lee, Seojeong; Song, Juha - In: Seoul journal of economics : SJE 38 (2025) 1, pp. 29-49
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Recent applications of generalized instrumental variable models
Kim, Dongwoo - In: Seoul journal of economics : SJE 38 (2025) 1, pp. 51-68
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Output gap measurement after Covid for Colombia: lessons from a permanent-transitory approach
Granados, Camilo; Parra-Amado, Daniel - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015326087
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Propensity score in the tails and returns to education in Italy
Furno, Marilena; Caracciolo, Francesco - In: Economies : open access journal 13 (2025) 2, pp. 1-28
The propensity score defining the probability of completing a given degree of education - to balance covariates - and the Mincer equation is here estimated at various degrees of higher education. The novelty is in implementing propensity score and regression estimators together in a...
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Inference in dynamic models for panel data using the moving block bootstrap
Higgins, Ayden; Jochmans, Koen - 2025
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Indirect inference for the identification of star variables in macroeconomic models
Minford, Patrick; Xu, Yongdeng - 2025
Star variables, such as potential output and the neutral real interest rate, are fundamental to economic policymaking but challenging to identify due to their latent nature. Buncic, Pagan, and Robinson (2023) highlight the difficulty of identifying star variables within short macroeconomic...
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Effects of capital flow management measures on wealth inequality : new evidence from counterfactual estimators
Zhou, Yang; Kitano, Shigeto - 2025
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On Bessel's correction : unbiased sample variance, the "bariance," and a novel runtime-optimized estimator
Reichel, Felix - 2025
Bessel's correction adjusts the denominator in the sample variance formula from n to n − 1 to produce an unbiased estimator for the population variance. This paper includes rigorous derivations, geometric interpretations, and visualizations. It then introduces the concept of "bariance," an...
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What can we learn from 1000 meta-analyses across 10 different disciplines?
Wu, Weilun; Duan, Jianhua; Reed, W. Robert; Tipton, … - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015394371
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Have we under-estimated inflation persistence before WW1? : US and international evidence
Gerlach, Stefan; Stuart, Rebecca - 2025
We argue that measurement error in historical price data has led researchers to erroneously believe that there was little persistence of inflation during the 19th century. Using a statistical technique that accounts for these errors, we estimate the persistence of (a) US inflation and (b)...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015373777
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Asymptotic expansions as control variates for deep solvers to fully-coupled forward-backward stochastic differential equations
Naito, Makoto; Saito, Taiga; Takahashi, Akihiko; … - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015397681
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The a priori procedure (APP) for estimating median under skew normal settings with applications in economics and finance
Hu, Liqun; Wang, Tonghui; Trafimow, David; Choy, S. T. Boris - In: Asian journal of economics and banking : AJEB 9 (2025) 1, pp. 144-158
Purpose - The authors' conclusions are based on mathematical derivations that are supported by computer simulations and three worked examples in applications of economics and finance. Finally, the authors provide a link to a computer program so that researchers can perform the analyses easily....
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Laboratory experiments in consumer research : estimating the effect of a manipulation-check variable
Abe, Makoto - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015359676
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Robust parameter design for constrained randomization lifetime improvement experiments
Lv, Shanshan; Zhao, Yichen; Li, Sen; Wang, Guodong; … - In: Journal of management science and engineering 10 (2025) 1, pp. 126-141
Several process parameters affect product reliability. Traditional reliability improvement methods primarily focus on maximizing product lifetime, often overlooking the variation in product lifetime. Manufacturers, however, aim to produce products with minimal variations in their performance....
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Two-way fixed effects and differences-in-differences in heterogeneous adoption designs without stayers
Chaisemartin, Clément de; Ciccia, Diego; … - 2025 - This version: July 26, 2024
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Identification and estimation of average causal effects in fixed effects logit models
Davezies, Laurent; D'Haultfœuille, Xavier; Laage, Louise - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015191506
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Linear regressions with combined data
D'Haultfœuille, Xavier; Gaillac, Christophe; Maurel, Arnaud - 2025
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