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person:"Hall, Alastair R."
subject:"Zeitreihenanalyse"
~subject:"Theory"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Theory
Schätztheorie
50
Estimation theory
49
Method of moments
17
Momentenmethode
17
Theorie
13
Time series analysis
13
Simulation
10
Dynamic equilibrium
8
Dynamisches Gleichgewicht
8
Impact assessment
8
Wirkungsanalyse
8
Structural break
6
Strukturbruch
6
IV-Schätzung
5
Instrumental variables
5
Statistical theory
5
Statistische Methodenlehre
5
First-order identification failure
4
Induktive Statistik
4
Statistical inference
4
Generalized Method of Moments estimation
3
Heteroscedasticity
3
Heteroskedastizität
3
Kleinste-Quadrate-Methode
3
Least squares method
3
Minimum-chi squared estimation
3
Moment condition models
3
Moment-based estimation
3
Nichtlineare Regression
3
Nonlinear regression
3
Simulation-based estimation
3
Statistical test
3
Statistischer Test
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Correlation
2
Estimation
2
First-order identification failure
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23
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Hall, Alastair R.
Phillips, Peter C. B.
132
Pesaran, M. Hashem
75
Härdle, Wolfgang
74
Gao, Jiti
73
Gouriéroux, Christian
65
Franses, Philip Hans
61
Koopman, Siem Jan
55
Lütkepohl, Helmut
54
Johansen, Søren
50
McAleer, Michael
49
Andrews, Donald W. K.
48
Linton, Oliver
48
Swanson, Norman R.
47
Newey, Whitney K.
46
Robinson, Peter M.
44
Teräsvirta, Timo
44
Giles, David E. A.
41
Nielsen, Morten Ørregaard
39
Diebold, Francis X.
38
Kapetanios, George
38
Lucas, André
38
Baltagi, Badi H.
37
Koop, Gary
37
Granger, C. W. J.
35
Imbens, Guido
35
Engle, Robert F.
34
Perron, Pierre
34
Stock, James H.
34
Bera, Anil K.
32
Brännäs, Kurt
32
Haldrup, Niels
32
Krämer, Walter
32
Li, Qi
32
Zakoïan, Jean-Michel
32
Harvey, Andrew C.
31
Heckman, James J.
30
Ullah, Aman
30
Horowitz, Joel
29
Monfort, Alain
29
Sibbertsen, Philipp
29
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Economics letters
3
International economic review
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Discussion paper series
2
Journal of econometrics
2
Working papers / Duke University, Department of Economics
2
Advanced texts in econometrics
1
Cahier / Département de Sciences Économiques, Université de Montréal
1
ERID working paper
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
FRB of Atlanta Working Paper
1
The economic journal : the journal of the Royal Economic Society
1
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ECONIS (ZBW)
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Estimating the speed of adjustment in partial adjustment models
Hall, Alastair R.
- In:
Journal of business & economic statistics : JBES ; a …
9
(
1991
)
4
,
pp. 441-453
Persistent link: https://www.econbiz.de/10001113383
Saved in:
22
A test for structural stability of Euler conditions parameters estimated via the generalized method of moments estimator
Ghysels, Eric
- In:
International economic review
31
(
1990
)
2
,
pp. 355-364
Persistent link: https://www.econbiz.de/10001087269
Saved in:
23
On the calculation of the information matrix test in the normal linear regression model
Hall, Alastair R.
- In:
Economics letters
1
(
1989
),
pp. 31-35
Persistent link: https://www.econbiz.de/10001059898
Saved in:
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