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A comparison of the ridge and...
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Estimation theory
1,912
Schätztheorie
1,912
Theorie
1,691
Theory
1,691
Zeitreihenanalyse
680
Time series analysis
679
Estimation
518
Schätzung
517
Nichtparametrisches Verfahren
495
Nonparametric statistics
495
Regression analysis
422
Regressionsanalyse
422
Panel
290
Panel study
290
Statistical test
287
Statistischer Test
287
Volatility
260
Volatilität
260
Forecasting model
226
Prognoseverfahren
226
Stochastic process
220
Stochastischer Prozess
220
Method of moments
175
Momentenmethode
174
Bootstrap approach
168
Bootstrap-Verfahren
168
Induktive Statistik
164
Statistical inference
164
Bayes-Statistik
159
Bayesian inference
159
Statistical distribution
158
Statistische Verteilung
158
Cointegration
153
Kointegration
153
Monte Carlo simulation
148
Monte-Carlo-Simulation
148
Maximum likelihood estimation
140
Maximum-Likelihood-Schätzung
140
Ökonometrie
138
ARCH model
133
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Online availability
All
Undetermined
1,231
Free
32
Type of publication
All
Article
3,170
Book / Working Paper
54
Type of publication (narrower categories)
All
Article in journal
3,131
Aufsatz in Zeitschrift
3,131
Collection of articles of several authors
67
Sammelwerk
67
Conference paper
31
Konferenzbeitrag
31
Konferenzschrift
20
Conference proceedings
14
Festschrift
14
Aufsatzsammlung
8
Systematic review
4
Übersichtsarbeit
4
Bibliografie enthalten
1
Bibliography included
1
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Language
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English
3,224
Author
All
Phillips, Peter C. B.
68
Linton, Oliver
35
Lee, Lung-fei
32
Su, Liangjun
27
Robinson, Peter M.
25
Yu, Jun
24
Chen, Songnian
23
Li, Qi
23
Pesaran, M. Hashem
23
Taylor, Robert
23
Chen, Xiaohong
22
Aït-Sahalia, Yacine
21
Gao, Jiti
21
Hsiao, Cheng
21
Gouriéroux, Christian
20
Koop, Gary
20
Swanson, Norman R.
20
Renault, Eric
19
Schmidt, Peter
19
White, Halbert
19
Bai, Jushan
18
Ghysels, Eric
18
Fan, Yanqin
17
Park, Joon Y.
17
Xiao, Zhijie
17
Baltagi, Badi H.
16
Cai, Zongwu
16
Koopman, Siem Jan
16
Sun, Yixiao
16
Todorov, Viktor
16
Andrews, Donald W. K.
15
Bollerslev, Tim
15
Chib, Siddhartha
15
Corradi, Valentina
15
Lewbel, Arthur
15
Sasaki, Yuya
15
Tauchen, George Eugene
15
Granger, C. W. J.
14
Hong, Yongmiao
14
Horowitz, Joel
14
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Institution
All
(EC)2 Conference <1, 1990; 2, 1991>
1
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Chengdu International Econometrics Conference in Honor of Professor Cheng Hsiao's Contribution to Econometrics <2012, Chengdu>
1
International Conference on Econometrics <2016, Melbourne>
1
International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
National Bureau of Economic Research
1
National Science Foundation
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
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Published in...
All
Journal of econometrics
NBER working paper series
8,333
NBER Working Paper
7,820
Working paper / National Bureau of Economic Research, Inc.
6,913
Economics letters
6,215
European journal of operational research : EJOR
6,184
Discussion paper / Centre for Economic Policy Research
4,586
CESifo working papers
4,144
Working paper
3,280
Journal of economic theory
2,884
Discussion paper / Tinbergen Institute
2,803
Discussion paper series / IZA
2,721
Computers & operations research : and their applications to problems of world concern ; an international journal
2,614
The American economic review
2,603
Journal of economic dynamics & control
2,573
International journal of production research
2,530
Journal of economic behavior & organization : JEBO
2,348
Discussion paper
2,207
The economic journal : the journal of the Royal Economic Society
2,188
Europäische Hochschulschriften / 5
2,166
CESifo Working Paper
2,118
European economic review : EER
2,094
Economic modelling
2,073
IZA Discussion Paper
2,023
Applied economics
1,994
Discussion papers / CEPR
1,907
SpringerLink / Bücher
1,896
Journal of public economics
1,871
CESifo Working Paper Series
1,870
Games and economic behavior
1,843
Discussion paper / Center for Economic Research, Tilburg University
1,800
Management science : journal of the Institute for Operations Research and the Management Sciences
1,788
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,782
International journal of production economics
1,656
Journal of banking & finance
1,632
Applied economics letters
1,626
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,607
Journal of monetary economics
1,555
Public choice
1,529
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,503
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ECONIS (ZBW)
3,224
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1
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1
On estimation and testing goodness of fit for m-dependent stable sequences
Deo, Rohit S.
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 349-372
Persistent link: https://www.econbiz.de/10001511979
Saved in:
2
A Bayesian approach to dynamic macroeconomics
DeJong, David Neil
;
Ingram, Beth Fisher
;
Whiteman, …
- In:
Journal of econometrics
98
(
2000
)
2
,
pp. 203-223
Persistent link: https://www.econbiz.de/10001497779
Saved in:
3
Rank estimation of a location parameter in the binary choice model
Chen, Songnian
- In:
Journal of econometrics
98
(
2000
)
2
,
pp. 317-334
Persistent link: https://www.econbiz.de/10001497790
Saved in:
4
Adjusted estimates and Wald statistics for the AR (1) model with constant
Pere, Pekka
- In:
Journal of econometrics
98
(
2000
)
2
,
pp. 335-363
Persistent link: https://www.econbiz.de/10001497792
Saved in:
5
Consistent cross-validatory model-selection for dependent data : hv-block cross-validation
Racine, Jeffrey
- In:
Journal of econometrics
99
(
2000
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10001504420
Saved in:
6
Consistent model specification tests for time series econometric models
Li, Qi
- In:
Journal of econometrics
92
(
1999
)
1
,
pp. 101-147
Persistent link: https://www.econbiz.de/10001400093
Saved in:
7
Stratified partial likelihood estimation
Ridder, Geert
;
Tunali, İnsan
- In:
Journal of econometrics
92
(
1999
)
2
,
pp. 193-232
Persistent link: https://www.econbiz.de/10001400159
Saved in:
8
Discrete factor approximations in simultaneous equation models : estimating the impact of a dummy endogenous variable on a continuous outcome
Mroz, Thomas A.
- In:
Journal of econometrics
92
(
1999
)
2
,
pp. 233-274
Persistent link: https://www.econbiz.de/10001400166
Saved in:
9
Discrete factor approximations in simultaneous equation models : estimating the impact of a dummy endogenous variable on a continuous outcome
Mroz, Thomas A.
- In:
Journal of econometrics
92
(
1999
)
2
,
pp. 233-274
Persistent link: https://www.econbiz.de/10001400168
Saved in:
10
The sensitivity of OLS when the variance matrix is (partially) unknown
Banerjee, Anurag Narayan
;
Magnus, Jan R.
- In:
Journal of econometrics
92
(
1999
)
2
,
pp. 295-323
Persistent link: https://www.econbiz.de/10001400172
Saved in:
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