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subject:"Germany"
~person:"Teräsvirta, Timo"
~person:"Wooldridge, Jeffrey M."
~subject:"Theory"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Germany
Theory
Estimation theory
49
Schätztheorie
49
Time series analysis
19
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19
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13
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8
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8
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instrumental variables
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local average treatment effects
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one-sided noncompliance
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Teräsvirta, Timo
Wooldridge, Jeffrey M.
Härdle, Wolfgang
59
Pesaran, M. Hashem
33
Franses, Philip Hans
29
Swanson, Norman R.
24
Imbens, Guido
23
Maravall Herrero, Agustín
23
Gouriéroux, Christian
22
Phillips, Peter C. B.
22
Lechner, Michael
20
Kohn, Robert
19
Stahlecker, Peter
19
Brännäs, Kurt
18
Heckman, James J.
18
Kleibergen, Frank
18
Spokojnyj, Vladimir G.
18
Robert, Christian P.
17
McAleer, Michael
16
Giles, David E. A.
15
Sheather, Simon J.
15
Angrist, Joshua D.
14
Diebold, Francis X.
14
Zakoïan, Jean-Michel
14
Breitung, Jörg
13
Giles, Judith A.
13
Newey, Whitney K.
13
Andrews, Donald W. K.
12
Arnold, Bernhard
12
Francq, Christian
12
Guégan, Dominique
12
Huschens, Stefan
12
Park, Byeong U.
12
Scaillet, Olivier
12
Abberger, Klaus
11
Bera, Anil K.
11
Dufour, Jean-Marie
11
Feng, Yuanhua
11
Gómez, Víctor
11
Mammen, Enno
11
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11
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ECONIS (ZBW)
14
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1
Finite population causal standard errors
Abadie, Alberto
;
Athey, Susan
;
Imbens, Guido
; …
-
2014
-
Current version July 2014
Persistent link: https://www.econbiz.de/10011776051
Saved in:
2
Finite population causal standard errors
Abadie, Alberto
;
Athey, Susan
;
Imbens, Guido
; …
-
2014
Persistent link: https://www.econbiz.de/10010393956
Saved in:
3
Evaluating GARCH models
Lundbergh, Stefan
;
Teräsvirta, Timo
-
1999
Persistent link: https://www.econbiz.de/10001365085
Saved in:
4
Modelling economic highfrequency time serie with STAR-STGARCH models
Lundbergh, Stefan
;
Teräsvirta, Timo
-
1999
Persistent link: https://www.econbiz.de/10001365086
Saved in:
5
Modelling economic high-frequency time series with STAR-STGARCH models
Lundbergh, Stefan
;
Teräsvirta, Timo
-
1998
Persistent link: https://www.econbiz.de/10000168182
Saved in:
6
Evaluating GARCH models
Lundbergh, Stefan
;
Teräsvirta, Timo
-
1998
Persistent link: https://www.econbiz.de/10000168183
Saved in:
7
Smooth transition models
Teräsvirta, Timo
-
1996
Persistent link: https://www.econbiz.de/10000953743
Saved in:
8
Modelling economic relationships with smooth transition regressions
Teräsvirta, Timo
-
1996
Persistent link: https://www.econbiz.de/10000955669
Saved in:
9
Testing linearity against nonlinear moving average models
Brännäs, Kurt
;
Gooijer, Jan G. de
;
Teräsvirta, Timo
-
1996
Persistent link: https://www.econbiz.de/10000927212
Saved in:
10
Testing the adequacy of smooth transition autoregressive models
Eitrhem, Øyvind
;
Teräsvirta, Timo
-
1995
Persistent link: https://www.econbiz.de/10000910635
Saved in:
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