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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~subject:"Bayesian inference"
~subject:"Bootstrap-Verfahren"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Probability theory
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Estimation theory
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Stock, James H.
6
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3
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3
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2
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2
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2
Abadie, Alberto
1
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1
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1
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1
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Discussion paper / Tinbergen Institute
126
Working paper / Department of Econometrics and Business Statistics, Monash University
82
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70
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56
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
43
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40
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34
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33
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22
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
18
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14
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14
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14
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13
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
12
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ECONIS (ZBW)
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1
Edgeworth expansion for realized volatility and related estimators
Zhang, Lan
;
Mykland, Per A.
;
Aït-Sahalia, Yacine
-
2005
Persistent link: https://www.econbiz.de/10003217402
Saved in:
2
Bootstrap test for the effect of a treatment on the distribution of an outcome variable
Abadie, Alberto
-
2000
Persistent link: https://www.econbiz.de/10001515183
Saved in:
3
Nonparametric applications of Bayesian inference
Chamberlain, Gary
;
Imbens, Guido
-
1996
Persistent link: https://www.econbiz.de/10000945157
Saved in:
4
Asymptotically median unbiased estimation of coefficient variance in a time varying parameter model
Stock, James H.
;
Watson, Mark W.
-
1996
Persistent link: https://www.econbiz.de/10000945159
Saved in:
5
A comparison of alternative instrumental variables estimators of a dynamic linear model
West, Kenneth D.
;
Wilcox, David W.
-
1995
Persistent link: https://www.econbiz.de/10000934955
Saved in:
6
Modeling volatility dynamics
Diebold, Francis X.
;
García López, José A.
-
1995
Persistent link: https://www.econbiz.de/10000920972
Saved in:
7
Instrumental variables regression with weak instruments
Staiger, Douglas
;
Stock, James H.
-
1994
Persistent link: https://www.econbiz.de/10000883140
Saved in:
8
Asymptotic filtering theory for multivariate ARCH models
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000920888
Saved in:
9
Estimating deterministic trends in the presence of serially correlated errors
Canjels, Eugene
-
1994
Persistent link: https://www.econbiz.de/10000920895
Saved in:
10
Optimal prediction under asymmetric loss
Christoffersen, Peter F.
-
1994
Persistent link: https://www.econbiz.de/10000920915
Saved in:
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