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  • Search: subject_exact:"Statistische Methodenlehre"
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Year of publication
Subject
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Statistik 8,872 Statistische Methodenlehre 4,399 Statistical theory 4,337 Theorie 2,893 Theory 2,857 Deutschland 1,707 Zeitschrift 937 Wirtschaft 930 Schätztheorie 872 Estimation theory 859 Statistische Methode 745 Germany 744 Statistical method 722 Deutschland <Bundesrepublik> 617 Applied statistics 537 Zeitreihenanalyse 458 Time series analysis 429 USA 343 Ökonometrie 339 Wahrscheinlichkeitsrechnung 335 Macroeconomic performance 319 Wirtschaftslage 319 Außenhandel 305 Wirtschaftsstatistik 289 United States 288 Econometrics 276 Europäische Gemeinschaften 269 Probability theory 259 Sozialwissenschaften 231 Polen 227 Wirtschaftsentwicklung 199 Schätzung 197 Welt 196 Statistischer Test 195 Lehrbuch 190 World 190 Landwirtschaft 182 Estimation 181 Statistical test 178 Poland 171
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Online availability
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Free 622 Undetermined 318
Type of publication
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Journal 5,877 Book / Working Paper 5,255 Article 1,690
Type of publication (narrower categories)
All
Statistik 4,875 Graue Literatur 2,337 Non-commercial literature 2,337 Amtsdruckschrift 1,637 Government document 1,637 Article in journal 1,512 Aufsatz in Zeitschrift 1,512 Statistics 1,134 No longer published / No longer aquired 1,130 Working Paper 821 Arbeitspapier 780 Lehrbuch 641 Textbook 546 Collection of articles of several authors 310 Sammelwerk 310 Konferenzschrift 241 Hochschulschrift 223 Thesis 166 Aufsatz im Buch 165 Book section 165 Conference proceedings 130 Bibliografie enthalten 121 Bibliography included 121 Aufsatzsammlung 115 Einführung 114 Bibliografie 74 Handbook 72 Handbuch 72 Festschrift 63 Market information 55 Marktinformation 55 Monografische Reihe 50 Dissertation u.a. Prüfungsschriften 39 Elektronischer Datenträger 39 Aufgabensammlung 35 Mehrbändiges Werk 35 Multi-volume publication 35 Collection of articles written by one author 31 Sammlung 31 Verzeichnis 28
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Language
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German 6,263 English 5,184 Undetermined 679 French 471 Russian 192 Polish 182 Spanish 91 Slovenian 66 Italian 57 Hungarian 47 Czech 30 Norwegian 28 Dutch 25 Slovak 18 Swedish 18 Danish 16 Bulgarian 13 Estonian 13 Ukrainian 13 Portuguese 12 Romanian 10 Modern Greek (1453-) 9 Croatian 9 Japanese 9 Arabic 8 Lithuanian 8 Albanian 8 Chinese 8 Finnish 5 Latvian 5 Malay (macrolanguage) 5 Serbian 5 Turkish 5 Kazakh 4 Multiple languages 3 Azerbaijani 2 Bengali 2 Belarusian 1 Hindi 1 Icelandic 1
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Author
All
Bleymüller, Josef 43 Gehlert, Günther 35 Bamberg, Günter 33 Eckstein, Peter P. 33 Baur, Franz 32 Härdle, Wolfgang 31 Sachs, Lothar 31 Robert, Christian P. 27 Gülicher, Herbert 24 Krämer, Walter 23 Rao, Calyampudi Radhakrishna 23 Hartung, Joachim 22 Pesaran, M. Hashem 22 Bosch, Karl 21 McAleer, Michael 20 Diebold, Francis X. 19 Fahrmeir, Ludwig 18 Domański, Czesław 17 Magnus, Jan R. 17 Bohley, Peter 16 Elpelt, Bärbel 16 Gouriéroux, Christian 16 Klinke, Sigbert 16 Phillips, Peter C. B. 16 Schlittgen, Rainer 16 Zellner, Arnold 16 Angrist, Joshua D. 15 Büning, Herbert 15 Manski, Charles F. 15 Bera, Anil K. 14 Degen, Horst 14 Dijk, Herman K. van 14 Heckman, James J. 14 Klösener, Karl-Heinz 14 Koop, Gary 14 King, Maxwell L. 13 Krapp, Michael 13 Rinne, Horst 13 Scharnbacher, Kurt 13 White, Halbert 13
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Institution
All
Deutschland <Bundesrepublik> / Statistisches Bundesamt 931 Deutschland / Statistisches Bundesamt 806 Bundesstelle für Außenhandelsinformation <Köln> 518 Europäische Kommission / Statistisches Amt 231 Bundesagentur für Außenwirtschaft 184 Deutschland 160 Europäische Gemeinschaften / Kommission / Statistisches Amt 116 Nordrhein-Westfalen / Landesamt für Datenverarbeitung und Statistik 109 World Trade Organization 109 Polen / Główny Urząd Statystyczny 107 Nordrhein-Westfalen 95 Deutschland <Bundesrepublik> 82 OECD 82 Hessen / Statistisches Landesamt 81 Statistisches Landesamt des Freistaates Sachsen 65 Baden-Württemberg 64 Organisation for Economic Co-operation and Development 61 Bayern 57 Hessen 56 Österreich 52 Slowenien / Statistični Urad 48 Bayern / Statistisches Landesamt 41 Hessisches Statistisches Landesamt 41 Statistisches Landesamt Baden-Württemberg 40 Europäische Gemeinschaften 37 Ungarn / Központi Statisztikai Hivatal 36 Schweiz / Bundesamt für Statistik 35 Österreich / Statistisches Zentralamt 34 Baden-Württemberg / Statistisches Landesamt 33 Institut national de la statistique et des études économiques <Frankreich> 33 National Bureau of Economic Research 33 Deutsche Bundesbank 32 Rheinland-Pfalz / Statistisches Landesamt 30 Schweiz 29 Statistik Austria 29 Niedersachsen / Amt für Landesplanung und Statistik 28 Rheinland-Pfalz 28 Internationaler Währungsfonds 26 Saarland / Statistisches Landesamt 26 Zentrale Markt- und Preisberichtstelle für Erzeugnisse der Land-, Forst- und Ernährungswirtschaft <Bonn> 26
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Published in...
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Nachrichten für Aussenhandel : NfA ; Märkte, Trends, Geschäftschancen 183 Statistik des Auslandes 166 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 81 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 80 Economics letters 79 Journal of econometrics 78 Lehrbuch 69 Teils: DeStatis / wissen, nutzen 56 Série des documents de travail / Centre de Recherche en Économie et Statistique 53 Econometric reviews 52 CORE discussion paper : DP 47 Econometric theory 42 Springer-Lehrbuch 41 Wirtschaftsentwicklung 40 Europäische Hochschulschriften / 5 34 Informacje i opracowania statystyczne 31 Probability and mathematical statistics 31 Acta Universitatis Wratislaviensis : AUW 30 Technical working paper / National Bureau of Economic Research 27 Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques 26 International economic review 25 Journal of the Royal Statistical Society / B 24 NBER Working Paper 24 United Nations publication 24 Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse 23 Discussion papers of interdisciplinary research project 373 23 Oxford bulletin of economics and statistics 22 Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues 22 Teils: Wissen weltweit 22 UTB 21 Discussion paper / Tinbergen Institute 20 Journal of official statistics : JOS ; an international quarterly 20 Discussion paper / Center for Economic Research, Tilburg University 19 American journal of agricultural economics 18 IMF country report 18 NBER technical working paper series 18 Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society 17 Annales d'économie et de statistique 17 Journal of quantitative economics : official journal of the Indian Econometric Society 17 Wiley series in probability and mathematical statistics 17
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Source
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ECONIS (ZBW) 9,073 USB Cologne (EcoSocSci) 3,690 EconStor 41 OLC EcoSci 17 ArchiDok 1
Showing 1 - 50 of 12,822
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Audit process, private information, and insider trading
Arif, Salman; Kepler, John D.; Schroeder, Joseph; … - In: Review of accounting studies 27 (2022) 3, pp. 1125-1156
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Bayesian Doublespeak
Cheng, Ing-Haw; Hsiaw, Alice - 2022
Why does misinformation persist, and how does it distort the long-run beliefs and actions of rational agents? We study a model where receivers see an infinite stream of messages from a sender of unknown type who observes private signals about an unknown state of the world. We characterize the...
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Causality in statistics and data science education
Cummiskey, Kevin; Lübke, Karsten - In: Wirtschafts- und sozialstatistisches Archiv : eine … 16 (2022) 3/4, pp. 277-286
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Causal inference of social experiments using orthogonal designs
Heckman, James J.; Pinto, Rodrigo - In: Journal of quantitative economics 20 (2022), pp. 7-30
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39th Conference Multivariate Statistical Analysis MSA 2021 : conference review
Małecka, Marta; Mikulec, Artur - In: Statistics in transition : an international journal of … 23 (2022) 2, pp. 211-214
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Polish statisticians : biographical notes
Krzyśko, Mirosław (ed.) - 2022 - Second edition, revised
The publication presents the biographies and achievements of over 30 people who, since the beginning of the 20th century, have contributed to the development of the theory and methodology of statistical research at country level as well as internationally. The book is about statisticians who...
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Nonparametric measure-transportation-based methods for directional data
Hallin, Marc; Liu, Hang; Verdebout, Thomas - 2022
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Evaluating data fusion methods to improve income modelling
Emmenegger, Jana; Münnich, Ralf T.; Schaller, Jannik - 2022
Income is an important economic indicator to measure living standards and individual well-being. In Germany, there exist different data sources that yield ambiguous evidence when analysing the income distribution. The Tax Statistics (TS) - an income register recording the total population of...
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Statistical Discrimination in a Competitive Labor Market
Berk, Jonathan - 2022
This paper studies the effect of employee job selection in a model of statistical discrimination in a competitive labor market. In an economy in which there are quality differences between groups, a surprisingly strong condition is required to guarantee discrimination against the worse qualified...
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The economic impact of false positivity of COVID-19 PCR testing in the Czech Republic
Karel, Tomáš; Mazouch, Petr; Fischer, Jakub - In: International journal of economic sciences : IJoES 11 (2022) 1, pp. 37-46
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Comparison of Bayesian and sample theory parametric and semiparametric binary response models
Shen, Xiangjin; Karibzhanov, Iskander; Tsurumi, Hiroki; … - 2022 - Last updated: July 4, 2022
This study proposes a Bayesian semiparametric binary response model using Markov chain Monte Carlo algorithms since this Bayesian algorithm works when the maximum likelihood estimation fails. Implementing graphic processing unit computing improves the computation time because of its efficiency...
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Non-parametric statistic for testing cumulative abnormal stock returns
Pynnönen, Seppo - In: Journal of risk and financial management : JRFM 15 (2022) 4, pp. 1-13
Due to the non-normality of stock returns, nonparametric rank tests are gaining accceptance relative to parametric tests in financial economics event studies. In rank tests, financial assets’ multiple day cumulative abnormal returns (CARs) are replaced by cumulated ranks. This paper proposes...
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Posterior asymptotics for boosted hierarchical Dirichlet process mixtures
Catalano, Marta; De Blasi, Pierpaolo; Lijoi, Antonio; … - 2022
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The Statistics of Cross-Sectional Information Coefficient
Ding, Zhuanxin; Sun, Yixiao - 2022
Information coefficient (IC) is one of the most commonly used statistics in quantitative financial analysis that is usually defined as the correlation coefficient between a variable's predicted and actual values. In this paper, we derive the asymptotic distribution of the sample average...
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On the Validity of Using Census Geocode Characteristics to Proxy Individual Socioeconomic Characteristics
Geronimus, Arline T.; Bound, John; Neidert, Lisa J. - 2022
Investigators of social differentials in health outcomes commonly augment incomplete micro data by appending socioeconomic characteristics of residential areas (such as median income in a zip code) to proxy for individual characteristics. However, little empirical attention has been paid to how...
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Drift burst test statistic in a pure jump semimartingale model
Mancini, Cecilia - 2022
We complete the investigation on the asymptotic behavior of the drift burst test statistic devised in Christensen, Oomen and Ren\`o (2020). They analysed it for an Ito semimartingale containing a Brownian component and finite variation jumps. We also account for infinite variation jumps.We show...
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Searching for a Tide Table for Business : Interwar Conceptions of Statistical Inference in Business Forecasting
Lenel, Laetitia - 2022
The article investigates the methods and conceptions of statistical inference used in business forecasting in the United States and in Europe in the 1920s. After presenting the methods and arguments used by the members of the Harvard Committee on Economic Research in the first years after its...
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Continuous Record Asymptotics for Rolling Sample Variance Estimators
Foster, Dean P.; Nelson, Daniel B. - 2022
It is widely known that conditional covariances of asset returns change over time. Researchers adopt many strategies to accommodate conditional heteroskedasticity. Among the most popular are: (a) chopping the data into short blocks of time and assuming homoskedasticity within the blocks, (b)...
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Making the Most Out of Social Experiments : Reducing the Intrinsic Uncertainty in Evidence from Randomized Trials with an Application to the Jtpa Exp
Heckman, James J.; Smith, Jeffrey A. - 2022
This paper demonstrates that even under ideal conditions, social experiments in general only uniquely determine the mean impacts of programs but not the median or the distribution of program impacts. The conventional common parameter evaluation model widely used in econometrics is one case where...
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The Statistics of Capture Ratio
Jiang, Ruihong; Saunders, David; Weng, Chengguo - 2022
The capture ratio is a widely-used investment performance measure. We study the statistical problem of estimating the capture ratio based on a finite number of observations of a fund's returns. We derive the asymptotic distribution of the estimator and use it for testing whether one fund has a...
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Multi-Fidelity Bayesian Experimental Design to Quantify Extreme-Event Statistics
Gong, Xianliang; Zhang, Zhou; Pan, Yulin - 2022
In this work, we develop a multi-fidelity Bayesian experimental design framework to efficiently quantify the extreme-event statistics of an input-to-response (ItR) system with given input probability and expensive function evaluations. The key idea here is to leverage low-fidelity samples whose...
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Inflection points, kinks, and jumps : a statistical approach to detecting nonlinearities
Arin, Peren; Minniti, Maria; Murtinu, Samuele; … - In: Organizational research methods : ORM 25 (2022) 4, pp. 786-814
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Republic of Armenia : technical assistance report : government finance statistics
Internationaler Währungsfonds - 2022
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Persistent link: https://ebtypo.dmz1.zbw/10013168703
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Kingdom of the Netherlands-Curaҫao and Sint Maarten : technical assistance report : implementation of risk-based supervision
Internationaler Währungsfonds - 2022
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Peru : technical assistance report : proposals for the 2022 tax reform, mining sector fiscal regime, capital gains, and IGV on digital services
Internationaler Währungsfonds - 2022
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Kingdom of Lesotho : technical assistance report : government finance statistics
Internationaler Währungsfonds - 2022
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Statistical decision functions with judgment
Manganelli, Simone - 2021
A decision maker tests whether the gradient of the loss function evaluated at a judgmental decision is zero. If the test does not reject, the action is the judgmental decision. If the test rejects, the action sets the gradient equal to the boundary of the rejection region. This statistical...
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The Statistical Analysis of Local Structure in Social Networks
Holland, Paul W.; Leinhardt, Samuel - 2021
We introduce the concept of a triad census of a digraph arid show how it can be used to enumerate various types of subgraph configurations. We give the basic probabilities needed for computing means and variances for a triad census under the U-MAN distribution for digraphs. These concepts are...
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Djibouti : technical assistance report : external sector statistics
Internationaler Währungsfonds - 2021
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Panama : technical assistance report : monetary and financial statistics
Internationaler Währungsfonds - 2021
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Vanuatu : technical assistance report : feasibility study on the introduction of quarterly national accounts
Internationaler Währungsfonds - 2021
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Cabo Verde : technical assistance report : monetary and financial statistics mission
Internationaler Währungsfonds - 2021
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Honduras : technical assistance report : fiscal transparency evaluation
Internationaler Währungsfonds - 2021
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Republic of Madagascar : technical assistance report : government finance statistics
Internationaler Währungsfonds - 2021
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Republic of Moldova : technical assistance report : country governance assessment
Internationaler Währungsfonds - 2021
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Comparing Predictive Accuracy
Diebold, Francis X.; Mariano, Roberto S. - 2021
Using research designs patterned after randomized experiments, many recent economic studies examine outcome measures for treatment groups and comparison groups that are not randomly assigned. By using variation in explanatory variables generated by changes in state laws, government draft...
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Unit Roots in Macroeconomic Time Series : Some Critical Issues
McCallum, Bennett T. - 2021
This paper suggests that the relevant question concerning unit root' in the U.S. real GNP time series pertains to the relative importance of difference-stationary and trend-stationary components. Various analytical approaches indicate than an accurate answer is not obtainable with existing data....
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Assessing Specification Errors in Stochastic Discount Factor Models
Hansen, Lars Peter; Jagannathan, Ravi - 2021
In this paper we develop alternative ways to compare asset pricing models when it is understood that their implied stochastic discount factors do not price all portfolios correctly. Unlike comparisons based on x2 statistics associated with null hypothesis that models are correct, our measures of...
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Split Sample Instrumental Variables
Angrist, Joshua D.; Krueger, Alan B. - 2021
Instrumental Variables (IV) estimates tend to be biased in the same direction as Ordinary Least Squares (OLS) in finite samples if the instruments are weak. To address this problem we propose a new IV estimator which we call Split Sample Instrumental Variables (SSIV). SSIV works as follows: we...
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Back to the Future : Generating Moment Implications for Continuous-Time Markov Processes
Hansen, Lars Peter; Scheinkman, José - 2021
Continuous-time Markov processes can be characterized conveniently by their infinitesimal generators. For such processes there exist forward and reverse-time generators. We show how to use these generators to construct moment conditions implied by stationary Markov processes. Generalized method...
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Identification of Causal Effects Using Instrumental Variables
Angrist, Joshua D.; Imbens, Guido W.; Rubin, Donald B. - 2021
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Average Causal Response with Variable Treatment Intensity
Angrist, Joshua D.; Imbens, Guido W. - 2021
In evaluation research, an average causal effect is usually defined as the expected difference between the outcomes of the treated, and what these outcomes would have been in the absence of treatment. This definition of causal effects makes sense for binary treatments only. In this paper, we...
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The Statistical Theory of Industrial Systems
Khodusov, Valery; Pihnastyi, Oleh; Mikhailenko, V.; … - 2021
Modelling complex economic systems is an effective method of research. The widespread class is formed by economic systems in which the determined character of observable processes is combined with their stochastic nature. Laws which are observed in systems of economic exchange, in many respects...
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Specification Testing in Panel Data with Instrumental Variables
Metcalf, Gilbert E. - 2021
This paper shows a convenient way to test whether instrumental variables are correlated with individual effects in a panel data set. It shows that the correlated fixed effects specification tests developed by Hausman and Taylor (1981) extend in an analogous way to panel data sets with endogenous...
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Putting Things in Order : Patterns of Trade Dynamics and Growth
Feenstra, Robert C.; Rose, Andrew Kenan - 2021
We develop a procedure to rank-order countries and commodities using dis-aggregated American imports data. We find strong evidence that both countries and commodities can be ranked, consistent with the product cycle' hypothesis. Countries habitually begin to export goods to the United States...
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"Peso Problem" Explanations for Term Structure Anomalies
Bekaert, Geert; Hodrick, Robert J.; Marshall, David A. - 2021
We examine the empirical evidence on the expectations hypothesis of the term structure of interest rates in the United States, the United Kingdom, and Germany using the Campbell-Shiller (1991) regressions and a vector-autoregressive" methodology. We argue that anomalies in the U.S. term...
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A Statistical Analysis for Mathematics & Statistics in Engineering Technologies (Random Sampling)
Mastoi, Sanaullah; Kalhoro, Nabi Bux; Mugheri, Ali Bux … - 2021
This paper aims to assess the degree of students’ interest in mathematics and statistics. Five universities, having Engineering and technology education in Sindh Province, have been taken as targeted population. Non-parametric test Statistic X2 at X = 0.05 on collected categorical data has...
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Fully Bayesian Aggregation
Dietrich, Franz - 2021
Can a group be an orthodox rational agent? This requires the group's aggregate preferences to follow expected utility (static rationality) and to evolve by Bayesian updating (dynamic rationality). Group rationality is possible, but the only preference aggregation rules which achieve it (and are...
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Real-Time Multivariate Density Forecast Evaluation and Calibration : Monitoring the Risk of High-Frequency Returns on Foreign Exchange
Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. - 2021
We provide a framework for evaluating and improving multivariate density forecasts. Among other things, the multivariate framework lets us evaluate the adequacy of density forecasts involving cross-variable interactions, such as time-varying conditional correlations. We also provide conditions...
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Statistical Inference in Evolutionary Dynamics
Sawa, Ryoji; Wu, Jiabin - 2021
We introduce evolutionary dynamics for two-action games where agents with diverse preferences use statistical inference to guide their behavior. In each period, agents are randomly selected to revise actions. They draw a random sample of other agents’ actions, use statistical inference to...
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