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  • Search: subject_exact:"Induktive Statistik"
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Year of publication
Subject
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Induktive Statistik 768 Statistical inference 765 Theorie 550 Theory 549 USA 237 United States 237 Schätztheorie 181 Estimation theory 179 Inferenzstatistik 136 Regressionsanalyse 93 Regression analysis 91 Bayes-Statistik 88 Bayesian inference 87 Statistischer Test 76 Zeitreihenanalyse 76 Statistical test 75 Time series analysis 75 Nichtparametrisches Verfahren 68 Nonparametric statistics 68 Schätzung 65 Estimation 64 Modellierung 62 Scientific modelling 60 VAR-Modell 58 VAR model 57 Wahrscheinlichkeitsrechnung 50 Causality analysis 48 Kausalanalyse 48 Panel 44 Panel study 44 Statistical theory 44 Statistische Methodenlehre 44 Deskriptive Statistik 38 Statistik 38 Forecasting model 37 Prognoseverfahren 37 Lehrbuch 36 Monte-Carlo-Simulation 35 Ökonometrie 35 Bootstrap approach 33
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Online availability
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Free 317 Undetermined 37
Type of publication
All
Book / Working Paper 522 Article 357 Journal 1 Other 1
Type of publication (narrower categories)
All
Graue Literatur 339 Non-commercial literature 339 Article in journal 327 Aufsatz in Zeitschrift 327 Working Paper 316 Arbeitspapier 313 Lehrbuch 43 Hochschulschrift 42 Thesis 36 Aufsatz im Buch 25 Book section 25 Collection of articles written by one author 21 Sammlung 21 Collection of articles of several authors 15 Sammelwerk 15 Systematic review 10 Übersichtsarbeit 10 Aufsatzsammlung 8 Commentary 5 Kommentar 5 Dissertation u.a. Prüfungsschriften 4 Einführung 4 Handbook 4 Handbuch 4 Konferenzschrift 4 Bibliografie enthalten 3 Bibliography included 3 Conference proceedings 3 Festschrift 3 Aufgabensammlung 2 Bibliografie 1 Conference paper 1 Forschungsbericht 1 Konferenzbeitrag 1 Mehrbändiges Werk 1 Multi-volume publication 1 Software 1 Statistik 1
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Language
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English 754 German 102 Undetermined 22 French 3 Italian 1 Portuguese 1
Author
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Chernozhukov, Victor 33 Minford, Patrick 21 Wickens, Michael R. 18 Bourier, Günther 17 Belloni, Alexandre 16 Hansen, Christian Bailey 16 Meenagh, David 15 Johansen, Søren 12 Xu, Yongdeng 12 Manski, Charles F. 9 Schmid, Friedrich 9 Dufour, Jean-Marie 8 Eckstein, Peter P. 8 Imbens, Guido 8 Khalaf, Lynda 8 Kitagawa, Toru 8 Pesaran, M. Hashem 8 Phillips, Peter C. B. 8 Toutenburg, Helge 8 Andrews, Donald W. K. 7 Cameron, Adrian Colin 7 Conley, Timothy G. 7 Corradi, Valentina 7 Koop, Gary 7 Linton, Oliver Bruce 7 Miller, Douglas Lee 7 Mosler, Karl C. 7 Nielsen, Morten Ørregaard 7 Rubio-Ramírez, Juan Francisco 7 Swanson, Norman R. 7 Bugni, Federico A. 6 Fernández-Val, Iván 6 Geweke, John 6 Hamilton, James D. 6 Holtmann, Dieter 6 Kolesár, Michal 6 Schorfheide, Frank 6 Xiao, Zhijie 6 Binder, Michael 5 Fernández-Villaverde, Jesús 5
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Institution
All
California Agricultural Experiment Station / Department of Agricultural and Resource Economics 3 Centre for Microdata Methods and Practice <London> 3 Massachusetts Institute of Technology / Department of Economics 3 Centre for Analytical Finance <Århus> 2 Springer Fachmedien Wiesbaden GmbH 2 Université de Montréal / Département de sciences économiques 2 Carl Hanser Verlag 1 Dalhousie University / Research Seminar 1 Deutsches Institut für Wirtschaftsforschung 1 European University Institute / Department of Economics 1 Federal Reserve Bank of New York 1 Federal Reserve Bank of San Francisco 1 Federal Reserve Bank of St. Louis 1 Friedrich-Schiller-Universität Jena 1 Københavns Universitet / Økonomisk Institut 1 Leibniz Universität Hannover 1 Maxwell Graduate School of Citizenship and Public Affairs <Syracuse, NY> 1 Queen Mary College / Department of Economics 1 Research Seminar on Multivariate Statistical Analysis <1, 1972, Halifax, Nova Scotia> 1 Springer-Verlag GmbH 1 Stanford Institute for Economic Policy Research 1 UVK Verlag 1 Uni-Taschenbücher GmbH 1 University of Cambridge / Department of Applied Economics 1 University of Exeter / Department of Economics 1 University of Melbourne / Department of Economics 1 Universität Ulm 1 Université Laval / Département d'Economique 1 Virginia Polytechnic Institute and State University / Department of Economics 1 W. Kohlhammer GmbH 1
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Published in...
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 43 CEMMAP working papers / Centre for Microdata Methods and Practice 36 Econometric reviews 27 Journal of econometrics 24 The review of economics and statistics 23 Discussion paper / Centre for Economic Policy Research 19 Working paper / National Bureau of Economic Research, Inc. 16 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 14 Cowles Foundation discussion paper 13 Economics letters 10 Cardiff economics working papers 9 Lehrbuch 9 Technical working paper / National Bureau of Economic Research 9 The review of financial studies 9 Annual review of economics 8 Quantitative economics : QE ; journal of the Econometric Society 8 CREATES research paper 7 Discussion paper series / IZA 7 Econometric theory 7 Working paper / Department of Econometrics and Business Statistics, Monash University 7 Working papers / Rutgers University, Department of Economics 7 International economic review 6 MIT Department of Economics working paper 6 Springer-Lehrbuch 6 Série des documents de travail / Centre de Recherche en Économie et Statistique 6 The econometrics journal 6 Discussion papers / Department of Economics, University of Copenhagen 5 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 5 Journal of applied econometrics 5 Journal of the American Statistical Association : JASA 5 The Canadian journal of economics 5 Working paper 5 Cahier / Départment de Sciences Économiques, Université de Montréal 4 Discussion papers / University of Leicester, Department of Economics 4 Journal of economic inequality 4 Journal of productivity analysis 4 Working papers / Department of Economics 4 Acta Universitatis Lodziensis / Folia oeconomica 3 American journal of agricultural economics 3 CAE working paper 3
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Source
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ECONIS (ZBW) 797 USB Cologne (EcoSocSci) 80 EconStor 3 BASE 1
Showing 1 - 50 of 881
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Locally- but not globally-identified SVAR
Bacchiocchi, Emanuele; Kitagawa, Toru - 2020 - This draft: 20 July 2020
This paper analyzes Structural Vector Autoregressions (SVARs) where identification of structural parameters holds locally but not globally. In this case there exists a set of isolated structural parameter points that are observationally equivalent under the imposed restrictions. Although the...
Persistent link: https://ebtypo.dmz1.zbw/10012251913
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Implementing the panel event study
Clarke, Damian; Schythe, Kathya Tapia - 2020
Many studies estimate the impact of exposure to some quasi-experimental policy or event using a panel event study design. These models, as a generalized extension of 'difference-in-differences' or two-way fixed effect models, allow for dynamic lags and leads to the event of interest to be...
Persistent link: https://ebtypo.dmz1.zbw/10012256137
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Simultaneous indirect inference, impulse responses and ARMA models
Khalaf, Lynda; Peraza López, Beatriz - In: Econometrics : open access journal 8 (2020) 2/12, pp. 1-26
A two-stage simulation-based framework is proposed to derive Identification Robust confidence sets by applying Indirect Inference, in the context of Autoregressive Moving Average (ARMA) processes for finite samples. Resulting objective functions are treated as test statistics, which are inverted...
Persistent link: https://ebtypo.dmz1.zbw/10012265597
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Estimation and inference for linear models with two-way fixed effects and sparsely matched data
Verdier, Valentin - In: The review of economics and statistics 102 (2020) 1, pp. 1-16
Persistent link: https://ebtypo.dmz1.zbw/10012208026
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Beliefs about others : a striking example of information neglect
Fehrler, Sebastian; Renerte, Baiba; Wolff, Irenaeus - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012210471
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Using difference-in-differences to identify causal effects of COVID-19 policies
Goodman-Bacon, Andrew; Marcus, Jan - 2020
Policymakers have implemented a wide range of non-pharmaceutical interventions to fight the spread of COVID-19. Variation in policies across jurisdictions and over time strongly suggests a difference-in-differences (DD) research design to estimate causal effects of counter-COVID measures. We...
Persistent link: https://ebtypo.dmz1.zbw/10012215275
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Choice overload and contextual inference : an experimental test
Buso, Irene Maria - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012194639
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Robust Bayesian inference in proxy SVARs
Giacomini, Raffaella; Kitagawa, Toru; Read, Matthew - 2020
We develop methods for robust Bayesian inference in structural vector autoregressions (SVARs) where the parameters of interest are set-identified using external instruments, or 'proxy SVARs'. Set-identification in these models typically occurs when there are multiple instruments for multiple...
Persistent link: https://ebtypo.dmz1.zbw/10012202405
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Inferences for partially conditional quantile treatment effect model
Cai, Zongwu; Fang, Ying; Lin, Ming; Tang, Shengfang - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012203152
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Flexpaneldid : a stata toolbox for causal analysis with varying treatment time and duration
Dettmann, Eva; Giebler, Alexander; Weyh, Antje - 2020
The paper presents a modification of the matching and difference-in-differences approach of Heckman et al. (1998) for the staggered treatment adoption design and a Stata tool that implements the approach. This flexible conditional difference-in-differences approach is particularly useful for...
Persistent link: https://ebtypo.dmz1.zbw/10012178518
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Inference after estimation of breaks
Andrews, Isaiah; Kitagawa, Toru; McCloskey, Adam - 2020
In an important class of econometric problems, researchers select a target parameter by maximizing the Euclidean norm of a data-dependent vector. Examples that can be cast into this frame include threshold regression models with estimated thresholds and structural break models with estimated...
Persistent link: https://ebtypo.dmz1.zbw/10012241853
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A non-Bayesian approach to scientific inference on treatment-effects
Banerjee, Subrato; Torgler, Benno - 2020
Because the use of p-values in statistical inference often involves the rejection of a hypothesis on the basis of a number that itself assumes the hypothesis to be true, many in the scientific community argue that inference should instead be based on the hypothesis' actual probability...
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Testing DSGE models by indirect inference : a survey of recent findings
Meenagh, David; Minford, Patrick; Wickens, Michael R.; … - In: Open economies review 30 (2019) 3, pp. 593-620
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The Perry preschoolers at late midlife : a study in design-specific inference
Heckman, James J.; Karapakula, Ganesh - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012033638
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The uniform validity of impulse response inference in autoregressions
Inoue, Atsushi; Kilian, Lutz - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012033739
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Inference in differences-in-differences with few treated groups and heteroskedasticity
Ferman, Bruno; Pinto, Cristine Campos de Xavier - In: The review of economics and statistics 101 (2019) 3, pp. 452-467
Persistent link: https://ebtypo.dmz1.zbw/10012039414
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Impulse response estimation by smooth local projections
Barnichon, Regis; Brownlees, Christian - In: The review of economics and statistics 101 (2019) 3, pp. 522-530
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Inference in dynamic discrete choice problems under local misspecification
Bugni, Federico A.; Ura, Takuya - In: Quantitative economics : QE ; journal of the … 10 (2019) 1, pp. 67-103
Single‐agent dynamic discrete choice models are typically estimated using heavily parametrized econometric frameworks, making them susceptible to model misspecification. This paper investigates how misspecification affects the results of inference in these models. Specifically, we consider a...
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Bayesian inference on structural impulse response functions
Plagborg‐Møller, Mikkel - In: Quantitative economics : QE ; journal of the … 10 (2019) 1, pp. 145-184
I propose to estimate structural impulse responses from macroeconomic time series by doing Bayesian inference on the Structural Vector Moving Average representation of the data. This approach has two advantages over Structural Vector Autoregressions. First, it imposes prior information directly...
Persistent link: https://ebtypo.dmz1.zbw/10011994839
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Non-asymptotic inference in a class of optimization problems
Horowitz, Joel; Lee, Sokbae - 2019
This paper describes a method for carrying out non-asymptotic inference on partially identifi ed parameters that are solutions to a class of optimization problems. The optimization problems arise in applications in which grouped data are used for estimation of a model's structural parameters....
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Subvector inference in PI models with many moment inequalities
Belloni, Alexandre; Bugni, Federico A.; Chernozhukov, Victor - 2019 - Current Version: July 2, 2018
This paper considers inference for a function of a parameter vector in a partially identified model with many moment inequalities. This framework allows the number of moment conditions to grow with the sample size, possibly at exponential rates. Our main motivating application is subvector...
Persistent link: https://ebtypo.dmz1.zbw/10012013995
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Uniform inference in high-dimensional gaussian graphical models
Klaassen, Sven; Kück, Jannis; Spindler, Martin; … - 2019 - Version November 2018
Graphical models have become a very popular tool for representing dependencies within a large set of variables and are key for representing causal structures. We provide results for uniform inference on high-dimensional graphical models with the number of target parameters d being possible much...
Persistent link: https://ebtypo.dmz1.zbw/10012014044
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Valid simultaneous inference in high-dimensional settings (with the HDM package for R)
Bach, Philipp; Chernozhukov, Victor; Spindler, Martin - 2019 - Version: September 14, 2018
Due to the increasing availability of high-dimensional empirical applications in many research disciplines, valid simultaneous inference becomes more and more important. For instance, high-dimensional settings might arise in economic studies due to very rich data sets with many potential...
Persistent link: https://ebtypo.dmz1.zbw/10012014083
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The Perry preschoolers at late midlife : a study in design-specific inference
Heckman, James J.; Karapakula, Ganesh - 2019
This paper presents the first analysis of the life course outcomes through late midlife (around age 55) for the participants of the iconic Perry Preschool Project, an experimental high-quality preschool program for disadvantaged African-American children in the 1960s. We discuss the design of...
Persistent link: https://ebtypo.dmz1.zbw/10012019246
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Optimized regression discontinuity designs
Imbens, Guido; Wager, Stefan - In: The review of economics and statistics 101 (2019) 2, pp. 265-278
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Remarks on statistical inference for statistical decisions
Manski, Charles F. - 2019
The Wald development of statistical decision theory addresses decision making with sample data. Wald's concept of a statistical decision function (SDF) embraces all mappings of the form [data → decision]. An SDF need not perform statistical inference; that is, it need not use data to draw...
Persistent link: https://ebtypo.dmz1.zbw/10011962436
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Inference for product competition and separable demand
Smith, Adam N.; Rossi, Peter E.; Allenby, Greg M. - In: Marketing science : the marketing journal of the … 38 (2019) 4, pp. 690-710
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Wahrscheinlichkeitsrechnung und Induktive Statistik : Grundlagen - Methoden - Beispiele
Kosfeld, Reinhold; Eckey, Hans-Friedrich; Türck, Matthias - 2019 - 3. Auflage
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An empirical model of dyadic link formation in a network with unobserved heterogeneity
Dzemski, Andreas - In: The review of economics and statistics 101 (2019) 5, pp. 763-776
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Empirical likelihood inference for monotone index model
Otsu, Taisuke; Takahata, Keisuke; Xu, Mengshan - 2019
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Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah; Koop, Gary; Poon, Aubrey - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012115020
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Essays in empirical macroeconomics: identification in vector autoregressive models and robust inference in early warning systems
Bruns, Martin - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012104832
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Inference after estimation of breaks
Andrews, Isaiah; Kitagawa, Toru; McCloskey, Adam - 2019
In an important class of econometric problems, researchers select a target parameter by maximizing the Euclidean norm of a data-dependent vector. Examples that can be cast into this frame include threshold regression models with estimated thresholds, and structural break models with estimated...
Persistent link: https://ebtypo.dmz1.zbw/10012109832
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Shapley regressions : a framework for statistical inference on machine learning models
Joseph, Andreas - 2019
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Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah; Koop, Gary; Poon, Aubrey - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012223665
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Shift-share designs: theory and inference
Adão, Rodrigo; Kolesár, Michal; Morales, Eduardo - 2018
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Testing DSGE models by indirect inference : a survey of recent findings
Meenagh, David; Minford, Patrick; Wickens, Michael R.; … - 2018
We review recent findings in the application of Indirect Inference to DSGE models. We show that researchers should tailor the power of their test to the model under investigation in order to achieve a balance between high power and model tractability; this will involve choosing only a limited...
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Empirical asset pricing models : data, empirical verification, and model search
Jeng, Jau-Lian - 2018 - [1st edition 2018]
This book analyzes the verification of empirical asset pricing models when returns of securities are projected onto a set of presumed (or observed) factors. Particular emphasis is placed on the verification of essential factors and features for asset returns through model search approaches, in...
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Persistent link: https://ebtypo.dmz1.zbw/10011813101
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Estimation in semiparametric quantile factor models
Ma, Shujie; Linton, Oliver Bruce; Gao, Jiti - 2018
We propose an estimation methodology for a semiparametric quantile factor panel model. We provide tools for inference that are robust to the existence of moments and to the form of weak cross-sectional dependence in the idiosyncratic error term. We apply our method to CRSP daily data.
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The causalweight package for causal inference in R
Bodory, Hugo; Huber, Martin - 2018
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Are stocks riskier over the long run? : taking cues from economic theory
Avramov, Doron; Cederburg, Scott; Lučivjanská, Katarína - In: The review of financial studies 31 (2018) 2, pp. 556-594
Persistent link: https://ebtypo.dmz1.zbw/10011925242
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Getting the incentives right : backfilling and biases in executive compensation data
Gillan, Stuart L.; Hartzell, Jay C.; Koch, Andrew; … - In: The review of financial studies 31 (2018) 4, pp. 1460-1498
Persistent link: https://ebtypo.dmz1.zbw/10011925405
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Identification-robust inference on risk premia of mimicking portfolios of non-traded factors
Kleibergen, Frank; Zhaoguo, Zhang - In: Journal of financial econometrics : official journal of … 16 (2018) 2, pp. 155-190
Persistent link: https://ebtypo.dmz1.zbw/10011987757
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Robust inference in models identified via heteroskedasticity
Lewis, Daniel J. - 2018
Identification via heteroskedasticity exploits differences in variances across regimes to identify parameters in simultaneous equations. I study weak identification in such models, which arises when variances change very little or the variances of multiple shocks change close to proportionally....
Persistent link: https://ebtypo.dmz1.zbw/10011952161
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Choices between OLS with robust inference and feasible GLS in time series regressions
Baillie, Richard; Kim, Kun Ho - In: Economics letters 171 (2018), pp. 218-221
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A flexible nonlinear inference to Okun's law for Turkish economy in the last decade
Arabaci, Özer; Yuksel Arabaci, Rabihan - In: Panoeconomicus 65 (2018) 5, pp. 569-586
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Estimation and inference of dynamic structural factor models with over-identifying restrictions
Han, Xu - In: Journal of econometrics 202 (2018) 2, pp. 125-147
Persistent link: https://ebtypo.dmz1.zbw/10011974557
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Asymptotic inference about predictive accuracy using high frequency data
Li, Jia; Patton, Andrew J. - In: Journal of econometrics 203 (2018) 2, pp. 223-240
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Tools for causal inference from cross-sectional innovation surveys with continuous or discrete variables : theory and applications
Coad, Alexander; Janzing, Dominik; Nightingale, Paul - In: Cuadernos de economía 37 (2018) 75, pp. 779-807
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Errors in probabilistic reasoning and judgment biases
Benjamin, Daniel J. - 2018
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