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  • Search: subject:"Fixed-K asymptotics"
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Year of publication
Subject
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Estimation theory 2 Schätztheorie 2 Approximate Bayesian computation 1 Asymptotic F test 1 Ausreißer 1 Bayes-Statistik 1 Bayesian inference 1 Cointegration 1 Extreme value theory 1 Fixed-K asymptotics 1 Fixed-k asymptotics 1 Induktive Statistik 1 Kointegration 1 Long-run variance 1 Multicointegration 1 Outliers 1 Singularity 1 Statistical inference 1 Time series analysis 1 Trend IV estimation 1 Zeitreihenanalyse 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 2
Author
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Kheifets, Igor L. 1 Liu, Xiaobin 1 Phillips, Peter C. B. 1 Sun, Yixiao 1 Yang, Thomas Tao 1 Zhang, Yichong 1
Published in...
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Cowles Foundation discussion paper 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Estimation and inference in a possibly multicointegrated system with a fixed number of instruments
Sun, Yixiao; Phillips, Peter C. B.; Kheifets, Igor L. - 2024
Persistent link: https://www.econbiz.de/10015077063
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Cover Image
Quasi-Bayesian inference for production frontiers
Liu, Xiaobin; Yang, Thomas Tao; Zhang, Yichong - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1334-1345
Persistent link: https://www.econbiz.de/10013539525
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