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subject:"Statistische Methodenlehre"
type_genre:"Arbeitspapier"
~person:"Johansen, Søren"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Statistische Methodenlehre
Estimation theory
55
Schätztheorie
55
Time series analysis
36
Zeitreihenanalyse
36
Cointegration
19
Kointegration
19
Theorie
16
Theory
16
VAR model
8
VAR-Modell
8
Regression analysis
7
Regressionsanalyse
7
Robust statistics
6
Robustes Verfahren
6
Estimation
4
Modellierung
4
Non-stationarity
4
Robust Statistics
4
Schätzung
4
Scientific modelling
4
Stationarity
4
Statistical theory
4
1-step Huber-skip
3
Chebychev estimator
3
Kleinste-Quadrate-Methode
3
LMS
3
LTS
3
Least squares method
3
Normal distribution
3
Rational expectations
3
Rationale Erwartung
3
Regression
3
State space model
3
Statistical method
3
Statistische Methode
3
Uniform distribution
3
Zustandsraummodell
3
cointegration
3
likelihood inference
3
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Arbeitspapier
Aufsatz in Zeitschrift
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English
4
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Johansen, Søren
Robert, Christian P.
9
Angrist, Joshua D.
8
Imbens, Guido
8
Bera, Anil K.
7
Dufour, Jean-Marie
7
McAleer, Michael
7
White, Halbert
7
Andrews, Donald W. K.
6
Ghysels, Eric
6
King, Maxwell L.
6
Phillips, Peter C. B.
6
Ploberger, Werner
6
Bauwens, Luc
5
Ericsson, Neil R.
5
Godfrey, L. G.
5
Hall, Alastair R.
5
Hansen, Bruce E.
5
MacKinnon, James G.
5
Pesaran, M. Hashem
5
Zellner, Arnold
5
Bekaert, Geert
4
Breunig, Christoph
4
Davidson, Russell
4
Diebold, Francis X.
4
Fan, Yanqin
4
Gouriéroux, Christian
4
Hahn, Jinyong
4
Hodrick, Robert J.
4
Hong, Yongmiao
4
Krueger, Alan B.
4
Kuan, Chung-ming
4
Magnus, Jan R.
4
Marshall, David Aaron
4
Robinson, Peter M.
4
Silvapulle, Paramsothy
4
Startz, Richard
4
Urbain, Jean-Pierre
4
Vanhonacker, Wilfried R.
4
Vuong, Quang H.
4
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Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
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ECONIS (ZBW)
4
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1
Asymptotic inference on cointegrating rank in partial systems
Harbo, Ingrid
;
Johansen, Søren
;
Nielsen, Bent
;
Rahbek, …
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 388-399
Persistent link: https://www.econbiz.de/10001251806
Saved in:
2
Estimating systems of trending variables
Johansen, Søren
- In:
Econometric reviews
13
(
1994
)
3
,
pp. 351-386
Persistent link: https://www.econbiz.de/10001172757
Saved in:
3
Testing weak exogeneity and the order of cointegration in UK money demand data
Johansen, Søren
- In:
Journal of policy modeling : JPMOD ; a social science …
14
(
1992
)
3
,
pp. 313-334
Persistent link: https://www.econbiz.de/10001125795
Saved in:
4
Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models
Johansen, Søren
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
6
,
pp. 1551-1580
Persistent link: https://www.econbiz.de/10001115941
Saved in:
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