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~person:"Bleymüller, Josef"
~person:"Dijk, Herman K. van"
~person:"King, Maxwell L."
~person:"Phillips, Peter C. B."
~subject:"Statistische Methodenlehre"
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Statistische Methodenlehre
Theorie
243
Theory
243
Estimation theory
171
Schätztheorie
171
Regressionsanalyse
154
Regression analysis
153
Time series analysis
152
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152
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136
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136
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89
Statistischer Test
89
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79
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79
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73
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73
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61
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55
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55
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50
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English
43
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12
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Bleymüller, Josef
Dijk, Herman K. van
King, Maxwell L.
Phillips, Peter C. B.
Härdle, Wolfgang
29
Robert, Christian P.
26
Eckstein, Peter P.
22
Pesaran, M. Hashem
22
McAleer, Michael
20
Diebold, Francis X.
17
Domański, Czesław
17
Magnus, Jan R.
17
Manski, Charles F.
17
Zellner, Arnold
17
Gouriéroux, Christian
16
Angrist, Joshua D.
15
Backhaus, Klaus
14
Bera, Anil K.
14
Heckman, James J.
14
Koop, Gary
14
Krämer, Walter
13
Rao, Calyampudi Radhakrishna
13
Weiber, Rolf
13
White, Halbert
13
Andrews, Donald W. K.
12
Büning, Herbert
12
Bamberg, Günter
11
Brock, William A.
11
Erichson, Bernd
11
Geweke, John
11
MacKinnon, James G.
11
Monfort, Alain
11
Mouchart, Michel
11
Perron, Pierre
11
Steel, Mark F. J.
11
Baur, Franz
10
Ericsson, Neil R.
10
Florens, Jean-Pierre
10
Hansen, Lars Peter
10
Lubrano, Michel
10
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6
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5
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4
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3
WiSt-Studienkurs
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Cowles Foundation Discussion Paper
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economics letters
2
Journal of quantitative economics : official journal of the Indian Econometric Society
2
Report / Econometric Institute, Erasmus University Rotterdam
2
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
2
WiSt-Taschenbücher
2
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1
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1
Discussion papers / University of Leicester, Department of Economics
1
EBL-Schweitzer
1
Econometric theory
1
Econometrics : open access journal
1
Handbook of applied econometrics and statistical inference
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
New Zealand economic papers
1
Oxford bulletin of economics and statistics
1
ProQuest Ebook Central
1
The significance of testing in econometrics
1
WiST-Studienkurs
1
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1
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ECONIS (ZBW)
55
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1
Hypothesis testing based on a vector of statistics
King, Maxwell L.
;
Zhang, Xibin
;
Akram, Muhammad
-
2019
Persistent link: https://www.econbiz.de/10012606733
Saved in:
2
Bayesian estimation based on summary statistics : double asymptotics and practice
Cheng, Tingting
;
Gao, Jiti
;
Phillips, Peter C. B.
-
2017
Persistent link: https://www.econbiz.de/10011781976
Saved in:
3
Hypothesis testing based on a vector of statistics
King, Maxwell L.
;
Zhang, Xibin
;
Akram, Muhammad
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 425-455
Persistent link: https://www.econbiz.de/10012483400
Saved in:
4
Return and risk of pairs trading using a simulation-based Bayesian procedure for predicting stable ratios of stock prices
Ardia, David
;
Gatarek, Lukasz T.
;
Hoogerheide, Lennart
; …
- In:
Econometrics : open access journal
4
(
2016
)
1
,
pp. 1-19
We investigate the direct connection between the uncertainty related to estimated stable ratios of stock prices and risk and return of two pairs trading strategies: a conditional statistical arbitrage method and an implicit arbitrage one. A simulation-based Bayesian procedure is introduced for...
Persistent link: https://www.econbiz.de/10011505854
Saved in:
5
A frequency approach to Bayesian asymptotics
Cheng, Tingting
;
Gao, Jiti
;
Phillips, Peter C. B.
-
2016
Persistent link: https://www.econbiz.de/10011781652
Saved in:
6
Statistische Formeln und Tabellen : kompakt und prüfungsrelevant für Wirtschaftswissenschaftler
Bleymüller, Josef
;
Weißbach, Rafael
;
Dörre, Achim
-
2021
-
14., überarbeitete Auflage
Statistischen Tabellen. Vom Inhalt und Umfang entsprechen sie dem Rahmen einer typischen Bachelorausbildung in
Statistik
für …
Persistent link: https://www.econbiz.de/10012423933
Saved in:
7
Return and risk of pairs trading using a simulation-based Bayesian procedure for predicting stable ratios of stock prices
Gatarek, Lukasz
;
Hoogerheide, Lennart F.
;
Dijk, Herman …
-
2014
In this paper we consider two cases of pairs trading strategies: a conditional statistical arbitrage method and an implicit statistical arbitrage method. We use a simulation-based Bayesian procedure for predicting stable ratios, defined in a cointegration model, of pairs of stock prices. We show...
Persistent link: https://www.econbiz.de/10010259626
Saved in:
8
Statistik
für Wirtschaftswissenschaftler
Bleymüller, Josef
;
Weißbach, Rafael
;
Dörre, Achim
-
2020
-
18., überarbeitete und erweiterte Auflage
. Prof. Dr. Rafael Weissbach ist Inhaber des Lehrstuhls für
Statistik
und Ökonometrie an der Universität Rostock, an dem auch …
Persistent link: https://www.econbiz.de/10012137868
Saved in:
9
Statistik
für Wirtschaftswissenschaftler
Bleymüller, Josef
;
Weißbach, Rafael
;
Dörre, Achim
-
2020
-
18., überarbeitete und erweiterte Auflage
Cover -- Titel -- Impressum -- Vorwort -- Inhaltsverzeichnis -- 1 Einführung -- 1.1 Begriff und Aufgaben der
Statistik
…
Persistent link: https://www.econbiz.de/10012310356
Saved in:
10
Optimal estimation under nonstandard conditions
Ploberger, Werner
;
Phillips, Peter C. B.
-
2010
Persistent link: https://www.econbiz.de/10003925363
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