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isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
subject:"Estimation theory"
~isPartOf:"Economics letters"
~person:"Guerre, Emmanuel"
~person:"Hassler, Uwe"
~person:"Ullah, Aman"
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Estimation theory
Schätztheorie
21
Theorie
10
Theory
10
Time series analysis
7
Zeitreihenanalyse
7
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Regression analysis
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3
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2
Long memory
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Mean squared error
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Model averaging
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Duration
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Innovation diffusion
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Innovationsdiffusion
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English
21
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Guerre, Emmanuel
Hassler, Uwe
Ullah, Aman
Gouriéroux, Christian
13
Krämer, Walter
12
Robert, Christian P.
12
Hahn, Jinyong
10
Tran-van-Hoa
10
Baltagi, Badi H.
9
Giles, David E. A.
9
Wooldridge, Jeffrey M.
9
Zakoïan, Jean-Michel
8
Guégan, Dominique
7
Kumbhakar, Subal
7
Li, Qi
7
Monfort, Alain
7
Parmeter, Christopher F.
7
Stengos, Thanasēs
7
Francq, Christian
6
Han, Chirok
6
Ohtani, Kazuhiro
6
Pesaran, M. Hashem
6
Shin, Dong-wan
6
Westerlund, Joakim
6
Zhang, Xinyu
6
Lee, Lung-fei
5
Philippe, Anne
5
Phillips, Garry D. A.
5
Silva, João Santos
5
Su, Liangjun
5
Tu, Yundong
5
Abeysinghe, Tilak
4
Anatolyev, Stanislav
4
Berred, Alexandre M.
4
Broze, Laurence
4
Comte, Fabienne
4
Godfrey, L. G.
4
Hall, Alastair R.
4
Henderson, Daniel J.
4
Hwang, Eunju
4
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Economics letters
Econometric reviews
7
Journal of econometrics
7
Journal of quantitative economics : official journal of the Indian Econometric Society
6
Série des documents de travail / Centre de Recherche en Économie et Statistique
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Diskussionsbeiträge des Fachbereichs Wirtschaftswissenschaft der Freien Universität Berlin
4
Econometric theory
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Diskussionsbeiträge des Fachbereichs Wirtschaftswissenschaft der Freien Universität Berlin / Freie Universität Berlin, Fachbereich Wirtschaftswissenschaft
2
Econometrics : open access journal
2
Handbook of applied econometrics and statistical inference
2
Indian economic review : official journal of Delhi School of Economics
2
Jahrbücher für Nationalökonomie und Statistik
2
Oxford bulletin of economics and statistics
2
The econometrics journal
2
Working papers series in theoretical and applied economics
2
Advances in econometrics
1
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Anvesak : journal of the Sardar Patel Institute of Economic and Social Research
1
Department of Economics discussion paper / Department of Economics, The University of Birmingham
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Centre for Economic Policy Research
1
Diskussionsarbeit / Freie Universität Berlin, Fachbereich Wirtschaftswissenschaft
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics discussion paper
1
Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Essays in honor of Aman Ullah
1
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
1
Essays in honor of Peter C. B. Phillips
1
Handbook of empirical economics and finance
1
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of econometric methods
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of risk and financial management : JRFM
1
Journal of time series econometrics
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ECONIS (ZBW)
21
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1
Estimating the mean under strong persistence
Hassler, Uwe
;
Hosseinkouchack, Mehdi
- In:
Economics letters
188
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012227832
Saved in:
2
The second-order bias of quantile estimators
Lee, Tae-hwy
;
Ullah, Aman
;
Wang, He
- In:
Economics letters
173
(
2018
),
pp. 143-147
Persistent link: https://www.econbiz.de/10012022969
Saved in:
3
A class of model averaging estimators
Zhao, Shangwei
;
Ullah, Aman
;
Zhang, Xinyu
- In:
Economics letters
162
(
2018
),
pp. 101-106
Persistent link: https://www.econbiz.de/10011939785
Saved in:
4
Ergodic for the mean
Hassler, Uwe
- In:
Economics letters
151
(
2017
),
pp. 75-78
Persistent link: https://www.econbiz.de/10011742137
Saved in:
5
On the dominance of Mallows model averaging estimator over ordinary least squares estimator
Zhang, Xinyu
;
Ullah, Aman
;
Zhao, Shangwei
- In:
Economics letters
142
(
2016
),
pp. 69-73
Persistent link: https://www.econbiz.de/10011616687
Saved in:
6
A semiparametric conditional duration model
Dungey, Mardi H.
;
Long, Xiangdong
;
Ullah, Aman
;
Wang, Yun
- In:
Economics letters
124
(
2014
)
3
,
pp. 362-366
Persistent link: https://www.econbiz.de/10010495203
Saved in:
7
Effect of the order of fractional integration on impulse responses
Hassler, Uwe
;
Hosseinkouchack, Mehdi
- In:
Economics letters
125
(
2014
)
2
,
pp. 311-314
Persistent link: https://www.econbiz.de/10010505295
Saved in:
8
On existence of moment of mean reversion estimator in linear diffusion models
Bao, Yong
;
Ullah, Aman
;
Zinde-Walsh, Victoria
- In:
Economics letters
120
(
2013
)
2
,
pp. 146-148
Persistent link: https://www.econbiz.de/10010127806
Saved in:
9
Impulse responses of antipersistent processes
Hassler, Uwe
- In:
Economics letters
116
(
2012
)
3
,
pp. 454-456
Persistent link: https://www.econbiz.de/10009674284
Saved in:
10
More efficient estimation of nonparametric panel data models with random effects
Su, Liangjun
;
Ullah, Aman
- In:
Economics letters
96
(
2007
)
3
,
pp. 375-380
Persistent link: https://www.econbiz.de/10003504680
Saved in:
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