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person:"Chen, Xiaohong"
type_genre:"Working Paper"
~person:"Gouriéroux, Christian"
~person:"Newey, Whitney K."
~type_genre:"Amtsdruckschrift"
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Search: subject_exact:"Estimation theory"
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Estimation theory
128
Schätztheorie
128
Nichtparametrisches Verfahren
54
Nonparametric statistics
54
Theorie
38
Theory
38
Time series analysis
23
Zeitreihenanalyse
23
IV-Schätzung
15
Instrumental variables
15
Regression analysis
15
Regressionsanalyse
15
Method of moments
12
Momentenmethode
12
Bootstrap approach
9
Bootstrap-Verfahren
9
Estimation
9
Schätzung
9
Identification
8
Maximum likelihood estimation
7
Maximum-Likelihood-Schätzung
7
semiparametric estimation
7
Heteroscedasticity
6
Heteroskedastizität
6
Modellierung
6
Scientific modelling
6
Statistical test
6
Statistischer Test
6
VAR model
6
VAR-Modell
6
Core
5
Multivariate Verteilung
5
Multivariate distribution
5
Volatility
5
Volatilität
5
Bias
4
Multivariate Analyse
4
Multivariate analysis
4
Random matrices
4
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4
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84
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1
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Book / Working Paper
128
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Working Paper
Amtsdruckschrift
Arbeitspapier
128
Graue Literatur
122
Non-commercial literature
122
Article in journal
108
Aufsatz in Zeitschrift
108
Government document
15
Aufsatz im Buch
13
Book section
13
Collection of articles of several authors
3
Conference paper
3
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3
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3
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2
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2
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1
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1
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Language
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English
126
French
2
Author
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Chen, Xiaohong
Gouriéroux, Christian
Newey, Whitney K.
Härdle, Wolfgang
114
Phillips, Peter C. B.
98
Pesaran, M. Hashem
77
Gao, Jiti
76
Chernozhukov, Victor
65
Dette, Holger
63
Imbens, Guido
59
Linton, Oliver
58
McAleer, Michael
53
Kapetanios, George
44
Lütkepohl, Helmut
44
Nielsen, Morten Ørregaard
42
Sentana, Enrique
42
Franses, Philip Hans
41
Lechner, Michael
40
Koopman, Siem Jan
37
Swanson, Norman R.
36
Weidner, Martin
35
Johansen, Søren
34
Marcellino, Massimiliano
34
Scaillet, Olivier
34
Wolf, Michael
33
Kleibergen, Frank
32
Magnus, Jan R.
32
Kilian, Lutz
31
Simar, Léopold
31
Cai, Zongwu
30
Andrews, Donald W. K.
29
Fernández-Val, Iván
29
Fiorentini, Gabriele
29
Heckman, James J.
29
Horowitz, Joel
29
Kitagawa, Toru
29
Smith, Richard J.
29
Kiviet, J. F.
28
Lucas, André
28
Croux, Christophe
27
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Centre for Microdata Methods and Practice <London>
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
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CEMMAP working papers / Centre for Microdata Methods and Practice
38
Série des documents de travail / Centre de Recherche en Économie et Statistique
26
Cowles Foundation discussion paper
18
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
13
Série des documents de travail
11
Working paper / Massachusetts Institute of Technology, Department of Economics
7
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
4
Working papers / Rutgers University, Department of Economics
4
Working papers / Department of Economics, Eller College
3
Yale Economics Department working papers
3
Discussion paper / Department of Economics, University of California San Diego
2
Discussion paper / University of Bristol, Department of Economics
2
Discussion papers of interdisciplinary research project 373
2
Technical working paper / National Bureau of Economic Research
2
CORE discussion paper : DP
1
CREATES research paper
1
Discussion paper
1
Discussion papers / CEPR
1
Econometrics papers
1
Working paper / Federal Reserve Bank of Dallas, Research Department
1
Working paper series
1
Working papers / Department of Economics, The Johns Hopkins University
1
Working papers / Department of Economics, Uppsala University
1
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ECONIS (ZBW)
128
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71
Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
Chen, Xiaohong
(
contributor
);
Pouzo, Demian
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003723299
Saved in:
72
Semiparametric efficiency in GMM models of nonclassical measurement errors, missing data and treatment effects
Chen, Xiaohong
(
contributor
);
Hong, Han
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003724249
Saved in:
73
Estimation of nonparametric conditional moment models with possibly nonsmooth moments
Chen, Xiaohong
(
contributor
);
Pouzo, Demian
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003724260
Saved in:
74
Revisiting identification and estimation in structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
-
2014
-
rev. October 2014
Persistent link: https://www.econbiz.de/10010465167
Saved in:
75
Filtering and prediction in noncausal processes
Gouriéroux, Christian
;
Jasiak, Joann
-
2014
Persistent link: https://www.econbiz.de/10010390217
Saved in:
76
Misspecification of causal and noncausal orders in autoregressive processes
Gouriéroux, Christian
;
Jasiak, Joann
-
2014
Persistent link: https://www.econbiz.de/10010443065
Saved in:
77
Instrumental variables estimation with flexible distributions
Hansen, Christian Bailey
;
Newey, Whitney K.
;
McDonald, …
-
2007
Persistent link: https://www.econbiz.de/10003540212
Saved in:
78
On rate optimality for ill-posed inverse problems in econometrics
Chen, Xiaohong
(
contributor
);
Reiß, Markus
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003540221
Saved in:
79
A reduced bias GMM-like estimator with reduced estimator dispersion
Hausman, Jerry A.
;
Menzel, Konrad
;
Lewis, Randall
; …
-
2007
Persistent link: https://www.econbiz.de/10003563522
Saved in:
80
On rate optimality for ill-posed inverse problems in econometrics
Chen, Xiaohong
(
contributor
);
Reiß, Markus
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003723184
Saved in:
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