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type:"article"
type_genre:"Article in journal"
~isPartOf:"Econometric theory"
~isPartOf:"Statistics in transition : an international journal of the Polish Statistical Association"
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Search: subject_exact:"Estimation theory"
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Estimation theory
824
Schätztheorie
824
Theorie
303
Theory
303
Time series analysis
161
Zeitreihenanalyse
161
Nichtparametrisches Verfahren
105
Nonparametric statistics
105
Regression analysis
104
Regressionsanalyse
104
Statistical distribution
48
Statistische Verteilung
48
Statistical test
47
Statistischer Test
47
ARCH model
36
ARCH-Modell
36
Sampling
35
Stichprobenerhebung
35
Estimation
34
Schätzung
34
Autocorrelation
33
Autokorrelation
33
Method of moments
26
Momentenmethode
26
Probability theory
25
Wahrscheinlichkeitsrechnung
25
Induktive Statistik
24
Statistical inference
24
Cointegration
23
Kointegration
23
Panel
22
Panel study
22
Statistical theory
22
Statistische Methodenlehre
22
Einheitswurzeltest
21
Unit root test
21
Maximum likelihood estimation
18
Maximum-Likelihood-Schätzung
18
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18
Scientific modelling
18
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Article in journal
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824
Conference paper
4
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4
Collection of articles of several authors
2
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824
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Phillips, Peter C. B.
22
Linton, Oliver
20
Lee, Lung-fei
12
Li, Qi
9
Saikkonen, Pentti
9
Andrews, Donald W. K.
8
Chen, Songnian
8
Pötscher, Benedikt M.
8
White, Halbert
8
Chan, Ngai Hang
7
Horváth, Lajos
7
Jong, Robert M. de
7
Newey, Whitney K.
7
Otsu, Taisuke
7
Su, Liangjun
7
Wang, Qiying
7
Wooldridge, Jeffrey M.
7
Wywiał, Janusz
7
Cavaliere, Giuseppe
6
Chambers, Marcus J.
6
Gao, Jiti
6
Hahn, Jinyong
6
Hansen, Bruce E.
6
Jansson, Michael
6
Knight, John L.
6
Leybourne, Stephen James
6
Cai, Zongwu
5
Chen, Xiaohong
5
Florens, Jean-Pierre
5
Francq, Christian
5
Georgiev, Iliyan
5
Guggenberger, Patrik
5
Hidalgo, Javier
5
Johansen, Søren
5
Leeb, Hannes
5
Ling, Shiqing
5
Magnus, Jan R.
5
Park, Joon Y.
5
Perron, Pierre
5
Smith, Richard J.
5
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Econometric theory
Statistics in transition : an international journal of the Polish Statistical Association
Journal of econometrics
1,589
Economics letters
961
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
610
Econometric reviews
446
Journal of the American Statistical Association : JASA
324
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
312
The econometrics journal
271
Journal of applied econometrics
220
Applied economics letters
198
Oxford bulletin of economics and statistics
186
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
182
European journal of operational research : EJOR
179
Applied economics
169
Journal of quantitative economics : official journal of the Indian Econometric Society
166
Econometrics : open access journal
152
International journal of forecasting
152
The review of economics and statistics
148
Economic modelling
139
Quantitative economics : QE ; journal of the Econometric Society
132
Journal of forecasting
125
Insurance / Mathematics & economics
117
Computational economics
111
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
107
Statistical papers
102
Journal of economic dynamics & control
91
The review of economic studies
86
American journal of agricultural economics
77
Journal of banking & finance
74
Finance research letters
73
Journal of empirical finance
73
Journal of financial econometrics : official journal of the Society for Financial Econometrics
72
International economic review
70
Annales d'économie et de statistique
69
Metrika : international journal for theoretical and applied statistics
68
Operations research
63
Empirical economics : a quarterly journal of the Institute for Advanced Studies
61
Journal of productivity analysis
60
Journal of risk and financial management : JRFM
60
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ECONIS (ZBW)
824
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1
Recursive differencing for estimating semiparametric models
Shen, Chan
;
Klein, Roger W.
- In:
Econometric theory
40
(
2024
)
1
,
pp. 37-59
Persistent link: https://www.econbiz.de/10014484598
Saved in:
2
Consistent specification testing under spatial dependence
Gupta, Abhimanyu
;
Qu, Xi
- In:
Econometric theory
40
(
2024
)
2
,
pp. 278-319
Persistent link: https://www.econbiz.de/10014485243
Saved in:
3
Testing for homogeneous thresholds in threshold regression models
Lee, Yoonseok
;
Wang, Yulong
- In:
Econometric theory
40
(
2024
)
3
,
pp. 608-651
Persistent link: https://www.econbiz.de/10015055108
Saved in:
4
Second-order bias reduction for nonlinear panel data models with fixed effects based on expected quantities
Schumann, Martin
- In:
Econometric theory
39
(
2023
)
4
,
pp. 693-736
Persistent link: https://www.econbiz.de/10014342248
Saved in:
5
Cointegration and representation of cointegrated autoregressive processes in Banach spaces
Seo, Won-Ki
- In:
Econometric theory
39
(
2023
)
4
,
pp. 737-788
Persistent link: https://www.econbiz.de/10014342259
Saved in:
6
Adaptation for nonparametric estimators of locally stationary processes
Dahlhaus, Rainer
;
Richter, Stefan
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1123-1153
Persistent link: https://www.econbiz.de/10014465367
Saved in:
7
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
8
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
9
A simple nonparametric approach for estimation and inference of conditional quantile functions
Fang, Zheng
;
Li, Qi
;
Yan, Karen Xueqing
- In:
Econometric theory
39
(
2023
)
2
,
pp. 290-320
Persistent link: https://www.econbiz.de/10014306312
Saved in:
10
Estimates of derivatives of (log) densities and related objects
Pinkse, Joris
;
Schurter, Karl
- In:
Econometric theory
39
(
2023
)
2
,
pp. 321-356
Persistent link: https://www.econbiz.de/10014306313
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