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~subject:"Schätztheorie"
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Schätztheorie
Cointegration
23
Estimation theory
21
Regression analysis
20
Regressionsanalyse
20
Kointegration
13
Causality analysis
12
Kausalanalyse
12
Theorie
11
Theory
11
Bandwidth selection
10
Fuzzy regression discontinuity design
10
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Japan
9
inequality restriction
9
local linear regression
9
multiplier bootstrap
9
nonparametric test
9
Fuzzy sets
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Fuzzy-Set-Theorie
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regression discontinuity design
7
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5
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4
Jugendliche
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Junge Arbeitskräfte
4
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Vector autoregression
4
Young workers
4
Youth
4
Economic crisis
3
Estimation
3
Geldpolitik
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Nichtlineare Regression
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8
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English
21
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Arai, Yoichi
14
Ichimura, Hidehiko
8
Yamamoto, Taku
7
Otsu, Taisuke
3
Chigira, Hiroaki
2
Kunitomo, Naoto
2
Seo, Myung Hwan
2
Kurozumi, Eiji
1
Toda, Hiro Y.
1
Xu, Mengshan
1
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GRIPS discussion papers
4
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Hitotsubashi journal of economics
3
Econometrics papers
2
Discussion paper series / Hitotsubashi University Research Unit for Statistical Analysis in Social Sciences
1
Discussion papers, economics
1
Economics letters
1
Economics series
1
Journal of econometrics
1
Journal of forecasting
1
Quantitative economics : QE ; journal of the Econometric Society
1
SIER working paper series
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Technical report
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The economic studies quarterly : the journal of the Japan Association of Economics and Econometrics
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ECONIS (ZBW)
21
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1
Normal tests for a unit root in the autoregressive time series model
Yamamoto, Taku
- In:
Hitotsubashi journal of economics
34
(
1993
)
2
,
pp. 147-164
Persistent link: https://www.econbiz.de/10001160342
Saved in:
2
A simple approach to the statistical inference in linear time series models which may have some unit roots
Yamamoto, Taku
- In:
Hitotsubashi journal of economics
37
(
1996
)
2
,
pp. 87-100
Persistent link: https://www.econbiz.de/10001213253
Saved in:
3
Testing for linearity in regressions with I (1) processes
Arai, Yoichi
-
2015
Persistent link: https://www.econbiz.de/10012195744
Saved in:
4
Conditions on consistency for testing hypotheses under rational expectation by vector autoregressive models and cointegration
Kunitomo, Naoto
- In:
The economic studies quarterly : the journal of the …
41
(
1990
)
1
,
pp. 15-33
Persistent link: https://www.econbiz.de/10001089318
Saved in:
5
Statistical inference in vector autoregressions with possibly integrated processes
Toda, Hiro Y.
- In:
Journal of econometrics
66
(
1995
)
1
,
pp. 225-250
Persistent link: https://www.econbiz.de/10001174117
Saved in:
6
The effect of estimating parameters on long-term forecasts for cointegrated systems
Chigira, Hiroaki
;
Yamamoto, Taku
- In:
Journal of forecasting
31
(
2012
)
4
,
pp. 344-360
Persistent link: https://www.econbiz.de/10009576371
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7
A bias-corrected estimation for dynamic models in small samples
Chigira, Hiroaki
(
contributor
);
Yamamoto, Taku
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003370897
Saved in:
8
Asymptotic bias of the least squares estimator for multivariate autoregressive models
Yamamoto, Taku
;
Kunitomo, Naoto
-
1982
Persistent link: https://www.econbiz.de/10003579182
Saved in:
9
GLS under monotone heteroskedasticity
Arai, Yoichi
;
Otsu, Taisuke
;
Xu, Mengshan
-
2022
Persistent link: https://www.econbiz.de/10014430084
Saved in:
10
Regression discontinuity design with potentially many covariates
Arai, Yoichi
;
Otsu, Taisuke
;
Seo, Myung Hwan
-
2022
Persistent link: https://www.econbiz.de/10014430086
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