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subject:"Simulation"
~isPartOf:"Applied economics"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Statistischer Test"
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Search: subject_exact:"Estimation theory"
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Simulation
Statistischer Test
Estimation theory
2,110
Schätztheorie
2,110
Theorie
579
Theory
579
Zeitreihenanalyse
384
Time series analysis
383
Nichtparametrisches Verfahren
361
Nonparametric statistics
361
Regression analysis
302
Regressionsanalyse
302
Estimation
283
Schätzung
279
Panel
186
Panel study
186
Statistical test
170
Volatility
132
Volatilität
132
Method of moments
107
Momentenmethode
106
Maximum likelihood estimation
98
Maximum-Likelihood-Schätzung
98
Induktive Statistik
88
Statistical inference
88
Forecasting model
85
Prognoseverfahren
85
Autocorrelation
83
Autokorrelation
82
Statistical distribution
82
Statistische Verteilung
82
Bootstrap approach
77
Bootstrap-Verfahren
77
Cointegration
76
Kointegration
75
ARCH model
71
ARCH-Modell
71
Correlation
71
Instrumental variables
71
Korrelation
71
Bayes-Statistik
68
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102
Free
11
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Article
195
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23
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200
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200
Graue Literatur
13
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13
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12
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Conference paper
7
Konferenzbeitrag
7
Amtsdruckschrift
6
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6
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2
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2
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English
218
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Sun, Yixiao
6
Cai, Zongwu
4
Francq, Christian
4
Hsiao, Cheng
4
Jochmans, Koen
4
Kristensen, Dennis
4
White, Halbert
4
Andrews, Donald W. K.
3
Dufour, Jean-Marie
3
Escanciano, Juan Carlos
3
Ghysels, Eric
3
Hong, Han
3
Lavergne, Pascal
3
Lee, Lung-fei
3
Li, Qi
3
Linton, Oliver
3
Moreira, Marcelo J.
3
Perron, Pierre
3
Pesaran, M. Hashem
3
Robinson, Peter M.
3
Rossi, Barbara
3
Shi, Xiaoxia
3
Su, Liangjun
3
Varneskov, Rasmus Tangsgaard
3
Zakoïan, Jean-Michel
3
Andersen, Torben
2
Armstrong, Timothy B.
2
Aït-Sahalia, Yacine
2
Baltagi, Badi H.
2
Caner, Mehmet
2
Coudin, Elise
2
Demetrescu, Matei
2
Doko Tchatoka, Firmin
2
Dovonon, Prosper
2
Gao, Jiti
2
Georgiev, Iliyan
2
Guay, Alain
2
Guggenberger, Patrik
2
Hajivassiliou, Vassilis Argyrou
2
Hall, Alastair R.
2
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International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
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Applied economics
Cambridge working papers in economics
Journal of econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
Econometric reviews
75
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Economics letters
64
CEMMAP working papers / Centre for Microdata Methods and Practice
56
Econometric theory
47
The econometrics journal
40
Cowles Foundation discussion paper
32
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
27
Discussion paper / Center for Economic Research, Tilburg University
25
Discussion paper / Tinbergen Institute
25
Cowles Foundation Discussion Paper
24
European journal of operational research : EJOR
24
Discussion paper series / IZA
22
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
Econometrics : open access journal
21
Economic modelling
21
Computational economics
19
Quantitative economics : QE ; journal of the Econometric Society
18
Applied economics letters
16
Discussion paper
16
Operations research
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
Working paper
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
Working paper / Department of Econometrics and Business Statistics, Monash University
14
Journal of applied econometrics
13
NBER Working Paper
13
CREATES research paper
12
IZA Discussion Paper
12
Journal of the American Statistical Association : JASA
12
Journal of time series econometrics
12
CEMFI working paper
11
Discussion papers of interdisciplinary research project 373
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
OECD Guidelines for the Testing of Chemicals, Section 2
11
Oxford bulletin of economics and statistics
11
Discussion papers in economics
10
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ECONIS (ZBW)
218
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1
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
Saved in:
2
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
3
Estimation and inference in factor copula models with exogenous covariates
Mayer, Alexander
;
Wied, Dominik
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1500-1521
Persistent link: https://www.econbiz.de/10014471408
Saved in:
4
Instrument strength in IV estimation and inference : a guide to theory and practice
Keane, Michael P.
;
Neal, Timothy
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1625-1653
Persistent link: https://www.econbiz.de/10014471419
Saved in:
5
Wald, QLR, and score tests when parameters are subject to linear inequality constraints
Fan, Yanqin
;
Shi, Xuetao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2005-2026
Persistent link: https://www.econbiz.de/10014471442
Saved in:
6
Testing many restrictions under heteroskedasticity
Anatolyev, Stanislav
;
Sølvsten, Mikkel
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014332346
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7
State-domain change point detection for nonlinear time series regression
Cui, Yan
;
Yang, Jun
;
Zhou, Zhou
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 3-27
Persistent link: https://www.econbiz.de/10014364628
Saved in:
8
Most powerful test against a sequence of high dimensional local alternatives
He, Yi
;
Jaidee, Sombut
;
Gao, Jiti
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 151-177
Persistent link: https://www.econbiz.de/10014364694
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9
Finite-sample corrected inference for two-step GMM in time series
Hwang, Jungbin
;
Valdés, Gonzalo
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 327-352
Persistent link: https://www.econbiz.de/10014364895
Saved in:
10
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
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