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subject:"Simulation"
~isPartOf:"Applied economics"
~isPartOf:"Discussion papers in economics"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of econometrics"
~subject:"Statistical test"
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Search: subject_exact:"Estimation theory"
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Simulation
Statistical test
Estimation theory
2,077
Schätztheorie
2,077
Theorie
500
Theory
500
Zeitreihenanalyse
393
Time series analysis
392
Nichtparametrisches Verfahren
352
Nonparametric statistics
352
Estimation
316
Schätzung
312
Regression analysis
308
Regressionsanalyse
308
Panel
185
Panel study
185
Statistischer Test
168
Volatility
129
Volatilität
129
Method of moments
106
Momentenmethode
105
Forecasting model
99
Prognoseverfahren
99
Maximum likelihood estimation
90
Maximum-Likelihood-Schätzung
90
Autocorrelation
87
Autokorrelation
86
Cointegration
86
Kointegration
85
Induktive Statistik
84
Statistical inference
84
Bootstrap approach
83
Bootstrap-Verfahren
83
Statistical distribution
74
Statistische Verteilung
74
Instrumental variables
73
Stochastic process
69
Stochastischer Prozess
69
Bayes-Statistik
65
Bayesian inference
65
Monte Carlo simulation
65
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108
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4
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Article
209
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12
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Article in journal
207
Aufsatz in Zeitschrift
207
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7
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7
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6
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6
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4
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4
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2
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2
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221
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Sun, Yixiao
6
Cai, Zongwu
5
Francq, Christian
4
Hsiao, Cheng
4
Kristensen, Dennis
4
Su, Liangjun
4
White, Halbert
4
Andrews, Donald W. K.
3
Escanciano, Juan Carlos
3
Lavergne, Pascal
3
Lee, Lung-fei
3
Li, Qi
3
Moreira, Marcelo J.
3
Perron, Pierre
3
Robinson, Peter M.
3
Rossi, Barbara
3
Shi, Xiaoxia
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
Demetrescu, Matei
2
Doko Tchatoka, Firmin
2
Dovonon, Prosper
2
Gao, Jiti
2
Georgiev, Iliyan
2
Ghysels, Eric
2
Guggenberger, Patrik
2
Hajivassiliou, Vassilis Argyrou
2
Hall, Alastair R.
2
Hausman, Jerry A.
2
Hill, Jonathan B.
2
Hong, Han
2
Hong, Yongmiao
2
Hsu, Yu-Chin
2
Inoue, Atsushi
2
Jin, Sainan
2
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Birkbeck College / Department of Economics
2
University of York / Department of Economics and Related Studies
2
International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
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Applied economics
Discussion papers in economics
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of econometrics
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
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
Cambridge working papers in economics
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
Série des documents de travail / Centre de Recherche en Économie et Statistique
10
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ECONIS (ZBW)
221
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1
Testing for equal predictive accuracy with strong dependence
Coroneo, Laura
;
Iacone, Fabrizio
-
2021
Persistent link: https://www.econbiz.de/10012817692
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
Saved in:
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
Saved in:
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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