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person:"King, Maxwell L."
subject:"Schätztheorie"
~isPartOf:"Econometric theory"
~person:"Sun, Yixiao"
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Schätztheorie
Estimation theory
7
Time series analysis
3
Zeitreihenanalyse
3
Autocorrelation
1
Autokorrelation
1
Bias
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Cointegration
1
Heteroscedasticity
1
Heteroskedastizität
1
IV-Schätzung
1
Instrumental variables
1
Kointegration
1
Nichtlineare Dynamik
1
Nonlinear dynamics
1
Panel
1
Panel study
1
Regression analysis
1
Regressionsanalyse
1
Robust statistics
1
Robustes Verfahren
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Statistical test
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English
7
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King, Maxwell L.
Sun, Yixiao
Phillips, Peter C. B.
22
Linton, Oliver
20
Lee, Lung-fei
12
Li, Qi
9
Saikkonen, Pentti
9
Andrews, Donald W. K.
8
Chen, Songnian
8
Pötscher, Benedikt M.
8
White, Halbert
8
Chan, Ngai Hang
7
Horváth, Lajos
7
Jong, Robert M. de
7
Newey, Whitney K.
7
Otsu, Taisuke
7
Su, Liangjun
7
Wang, Qiying
7
Wooldridge, Jeffrey M.
7
Cavaliere, Giuseppe
6
Chambers, Marcus J.
6
Gao, Jiti
6
Hahn, Jinyong
6
Hansen, Bruce E.
6
Jansson, Michael
6
Knight, John L.
6
Leybourne, Stephen James
6
Cai, Zongwu
5
Chen, Xiaohong
5
Florens, Jean-Pierre
5
Francq, Christian
5
Georgiev, Iliyan
5
Guggenberger, Patrik
5
Hidalgo, Javier
5
Johansen, Søren
5
Leeb, Hannes
5
Ling, Shiqing
5
Lütkepohl, Helmut
5
Magnus, Jan R.
5
Park, Joon Y.
5
Perron, Pierre
5
Smith, Richard J.
5
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Econometric theory
Journal of econometrics
16
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Cowles Foundation discussion paper
7
Recent work / Department of Economics, UC San Diego
5
Econometric reviews
4
Economics letters
4
Recent work / Department of Economics, UCSD
4
Discussion paper / Department of Economics, University of California San Diego
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
3
Cowles Foundation Discussion Paper
2
Essays in honor of Peter C. B. Phillips
2
Journal of quantitative economics : official journal of the Indian Econometric Society
2
The econometrics journal
2
CEMMAP working papers / Centre for Microdata Methods and Practice
1
Computer-aided econometrics
1
Discussion paper / School of Economics, The University of New South Wales
1
Discussion papers / Department of Economics, University of California San Diego
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
Essays in honor of Joon Y. Park : econometric theory
1
International library of economics
1
Journal of empirical finance
1
Journal of forecasting
1
Routledge library editions
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
The review of economic studies
1
The review of economics and statistics
1
Working paper / The University of Adelaide, School of Economics
1
Working paper series / Department of Economics, University of Missouri-Columbia
1
Working papers in economics and econometrics
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1
Smoothed estimating equations for instrumental variables quantile regression
Kaplan, David M.
;
Sun, Yixiao
- In:
Econometric theory
33
(
2017
)
1
,
pp. 105-157
Persistent link: https://www.econbiz.de/10011665270
Saved in:
2
Bootstrap and k-step bootstrap bias corrections for the fixed effects estimator in nonlinear panel data models
Kim, Min Seong
;
Sun, Yixiao
- In:
Econometric theory
32
(
2016
)
6
,
pp. 1523-1568
Persistent link: https://www.econbiz.de/10011661994
Saved in:
3
Power maximization and size control in heteroskedasticity and autocorrelation robust tests with exponentiated kernels
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1320-1368
Persistent link: https://www.econbiz.de/10009489710
Saved in:
4
Nonparametric specification testing for nonlinear time series with nonstationarity
Gao, Jiti
;
King, Maxwell L.
;
Lu, Zu-di
;
Tjøstheim, Dag
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1869-1892
Persistent link: https://www.econbiz.de/10003904450
Saved in:
5
Bias-reduced log-periodogram and whittle estimation of the long-memory parameter without variance inflation
Guggenberger, Patrik
;
Sun, Yixiao
- In:
Econometric theory
22
(
2006
)
5
,
pp. 863-912
Persistent link: https://www.econbiz.de/10003379111
Saved in:
6
Adaptive testing in continuous-time diffusion models
Gao, Jiti
;
King, Maxwell L.
- In:
Econometric theory
20
(
2004
)
5
,
pp. 844-882
Persistent link: https://www.econbiz.de/10002265242
Saved in:
7
Estimation of the long-run average relationship in nonstationary panel time series
Sun, Yixiao
- In:
Econometric theory
20
(
2004
)
6
,
pp. 1227-1260
Persistent link: https://www.econbiz.de/10002424947
Saved in:
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