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~subject:"Estimation"
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James-Stein Type Estimators in...
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Estimation
Theorie
129
Theory
127
Schätztheorie
103
Estimation theory
100
Social and Behavioral Sciences
46
Time series analysis
38
Zeitreihenanalyse
38
Nichtparametrisches Verfahren
34
Statistical test
32
Statistischer Test
32
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31
Nonparametric statistics
29
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29
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25
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24
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24
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24
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24
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23
Statistische Methodenlehre
23
Kapitaleinkommen
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Capital income
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21
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20
Kausalanalyse
20
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19
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18
Scientific modelling
18
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18
United States
18
Ökonometrie
17
Econometrics
15
Einheitswurzeltest
15
Unit root test
15
Ökonometrik Schätzung
13
Nichtlineare Regression
11
Nonlinear regression
11
Portfolio selection
11
Portfolio-Management
11
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1
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Article
15
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7
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15
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4
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4
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English
22
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White, Halbert
16
Kim, Tae-hwan
7
Sullivan, Ryan
6
Timmermann, Allan
6
Swanson, Norman R.
3
Lu, Xun
2
Schennach, Susanne M.
2
Song, Suyong
2
Cho, Jin Seo
1
Huo, Lijuan
1
Hyun, Joo-Yeon
1
Jeong, Jinook
1
Kim, Yunmi
1
Lee, Dong Jin
1
Manganelli, Simone
1
Mizen, Paul
1
Mun, Hyeong Ho
1
Nilsen, Jeffrey H.
1
Sakata, Shinichi
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Discussion paper / Department of Economics, University of California San Diego
4
Journal of econometrics
4
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2
Quantitative economics : QE ; journal of the Econometric Society
2
Applied economics
1
Applied economics letters
1
Discussion paper / Centre for Economic Policy Research
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
International journal of forecasting
1
Journal of Asian economics
1
Journal of East Asian economic integration
1
Journal of economic dynamics & control
1
The journal of finance : the journal of the American Finance Association
1
The review of economics and statistics
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ECONIS (ZBW)
22
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VAR for VaR: measuring tail dependence using multivariate regression quantiles
White, Halbert
;
Kim, Tae-hwan
;
Manganelli, Simone
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 169-188
Persistent link: https://www.econbiz.de/10011498808
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2
The effect of a variance shift on the Breusch-Godfrey's LM test
Hyun, Joo-Yeon
;
Mun, Hyeong Ho
;
Kim, Tae-hwan
;
Jeong, Jinook
- In:
Applied economics letters
17
(
2010
)
4/6
,
pp. 399-404
Persistent link: https://www.econbiz.de/10003979503
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3
Quantile cointegration in the autoregressive distributed-lag modeling framework
Cho, Jin Seo
;
Kim, Tae-hwan
;
Shin, Yongcheol
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 281-300
Persistent link: https://www.econbiz.de/10011500352
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4
Revisiting growth empirics based on IV panel quantile regression
Huo, Lijuan
;
Kim, Tae-hwan
;
Kim, Yunmi
- In:
Applied economics
47
(
2015
)
34/36
,
pp. 3859-3873
Persistent link: https://www.econbiz.de/10011294309
Saved in:
5
Impulse response analysis in conditional quantile models with an application to monetary policy
Lee, Dong Jin
;
Kim, Tae-hwan
;
Mizen, Paul
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012668504
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6
Country fundamentals and currency excess returns
Kim, Tae-hwan
;
Song, Chi-young
- In:
Journal of East Asian economic integration
18
(
2014
)
2
,
pp. 111-142
Persistent link: https://www.econbiz.de/10010381421
Saved in:
7
Testing the presence of borrowing constraints from consumption responses to housing deposit changes
Kim, Tae-hwan
;
Nilsen, Jeffrey H.
- In:
Journal of Asian economics
74
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012803345
Saved in:
8
Data-snooping, technical trading rule performance, and the bootstrap
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
- In:
The journal of finance : the journal of the American …
54
(
1999
)
5
,
pp. 1647-1691
Persistent link: https://www.econbiz.de/10001430863
Saved in:
9
Parametric statistical estimation with artificial neural networks
White, Halbert
-
1992
Persistent link: https://www.econbiz.de/10000841563
Saved in:
10
Data-snooping,technical trading rule performance and the bootstrap
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10000676438
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