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subject:"Probability theory"
~person:"King, Maxwell L."
~person:"Monfort, Alain"
~subject:"Theorie"
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Search: subject_exact:"Estimation theory"
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Probability theory
Theorie
Estimation theory
91
Schätztheorie
91
Theory
45
Time series analysis
18
Zeitreihenanalyse
18
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Estimation
7
Maximum likelihood estimation
7
Maximum-Likelihood-Schätzung
7
Schätzung
7
Statistical theory
7
Statistische Methodenlehre
7
Identification
6
VAR model
6
VAR-Modell
6
Volatility
6
Volatilität
6
Core
5
Regressionsanalyse
5
Schock
5
Shock
5
Consistency
4
Measurement
4
Messung
4
Regression analysis
4
Risikoprämie
4
Risk premium
4
Simulation
4
Statistical test
4
Statistischer Test
4
Wahrscheinlichkeitsrechnung
4
Ökonometrie
4
ARCH Model
3
ARCH model
3
ARCH-Modell
3
Big Data
3
Composite Likelihood
3
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Article
29
Book / Working Paper
16
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Article in journal
23
Aufsatz in Zeitschrift
23
Arbeitspapier
15
Graue Literatur
15
Non-commercial literature
15
Working Paper
15
Amtsdruckschrift
6
Aufsatz im Buch
6
Book section
6
Government document
6
Collection of articles of several authors
2
Sammelwerk
2
Mehrbändiges Werk
1
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Language
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English
43
French
2
Author
All
King, Maxwell L.
Monfort, Alain
Härdle, Wolfgang
68
Pesaran, M. Hashem
57
Phillips, Peter C. B.
54
Gouriéroux, Christian
50
Andrews, Donald W. K.
45
Franses, Philip Hans
42
Newey, Whitney K.
42
McAleer, Michael
38
Giles, David E. A.
36
Imbens, Guido
36
Swanson, Norman R.
35
Heckman, James J.
33
Horowitz, Joel
30
Robinson, Peter M.
30
Baltagi, Badi H.
28
Wooldridge, Jeffrey M.
27
Krämer, Walter
26
Li, Qi
26
Ohtani, Kazuhiro
26
Bera, Anil K.
25
Brännäs, Kurt
25
Diebold, Francis X.
25
Granger, C. W. J.
25
Kohn, Robert
25
Maravall Herrero, Agustín
25
Stahlecker, Peter
25
Ullah, Aman
24
Dufour, Jean-Marie
23
Kleibergen, Frank
23
Robert, Christian P.
23
Stock, James H.
23
Winkelmann, Rainer
23
Zakoïan, Jean-Michel
23
Srivastava, Virendra K.
22
White, Halbert
22
Angrist, Joshua D.
21
Hahn, Jinyong
21
Hsiao, Cheng
21
Lee, Lung-fei
21
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Série des documents de travail / Centre de Recherche en Économie et Statistique
6
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
5
Journal of econometrics
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
3
Econometric reviews
3
Economics letters
3
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
3
Econometric theory
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of quantitative economics : official journal of the Indian Econometric Society
2
Discussion paper / School of Economics, The University of New South Wales
1
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
L'hétérogénéité en économétrie : numéro spécial
1
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
1
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
1
The review of economic studies
1
The review of economics and statistics
1
Themes in modern econometrics
1
Working paper / The University of Adelaide, School of Economics
1
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ECONIS (ZBW)
45
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1
Kernel-based indirect inference
Billio, Monica
;
Monfort, Alain
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
3
,
pp. 297-326
Persistent link: https://www.econbiz.de/10002214119
Saved in:
2
Kernel m-estimators and functional residual plots
Gouriéroux, Christian
;
Monfort, Alain
;
Tenreiro, Carlos
- In:
Panel data econometrics : future directions : papers in …
,
(pp. 235-275)
.
2000
Persistent link: https://www.econbiz.de/10001488087
Saved in:
3
Selecting the order of an ARCH model
Hughes, Anthony W.
;
King, Maxwell L.
;
Teng, Kwek Kian
-
1999
Persistent link: https://www.econbiz.de/10000998602
Saved in:
4
Functional indirect inference
Billio, Monica
;
Monfort, Alain
-
1999
Persistent link: https://www.econbiz.de/10001355607
Saved in:
5
Model selection when a key parameter is constrained to be in an interval
Hossain, Md. Zakir
-
1998
Persistent link: https://www.econbiz.de/10000995965
Saved in:
6
Comparisons of estimators and tests based on modified likelihood and message length functions
Laskar, Mizan R.
-
1998
Persistent link: https://www.econbiz.de/10000995978
Saved in:
7
The simulated likelihood ratio (SLR) method
Billio, Monica
;
Monfort, Alain
;
Robert, Christian P.
-
1998
Persistent link: https://www.econbiz.de/10000986955
Saved in:
8
Modified likelihood and related methods for handling nuisance parameters in the linear regression model
Laskar, Mizan R.
-
1998
Persistent link: https://www.econbiz.de/10000988065
Saved in:
9
Comparisons of estimators and tests based on modified likelihood and message length functions
Laskar, Mizan R.
-
1998
Persistent link: https://www.econbiz.de/10000988094
Saved in:
10
Locally optimal one-sided tests for multiparameter hypotheses
King, Maxwell L.
- In:
Econometric reviews
16
(
1997
)
2
,
pp. 131-156
Persistent link: https://www.econbiz.de/10001220188
Saved in:
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