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accessRights:"free"
subject:"Nichtparametrisches Verfahren"
~accessRights:"restricted"
~isPartOf:"Boston College working papers in economics"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Econometric theory"
~isPartOf:"Econometrics papers"
~person:"Li, Degui"
~person:"Pesaran, M. Hashem"
~subject:"Method of moments"
~subject:"Nonparametric statistics"
~subject:"Robust statistics"
~type_genre:"Non-commercial literature"
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Nichtparametrisches Verfahren
Method of moments
Nonparametric statistics
Robust statistics
Estimation theory
15
Schätztheorie
15
Panel
7
Panel study
7
Theorie
6
Theory
6
Correlation
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Estimation
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Korrelation
4
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4
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2
Factor analysis
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Faktorenanalyse
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Momentenmethode
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Querschnittsanalyse
2
Regression analysis
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Regressionsanalyse
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Robustes Verfahren
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ARCH model
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ARCH-Modell
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ARMA-Modell
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Bayes-Statistik
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Bayesian inference
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Bildungsertrag
1
Brownian semi-martingale
1
Business network
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CLIME
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Capital income
1
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1
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1
Dynamic equilibrium
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Li, Degui
Pesaran, M. Hashem
Otsu, Taisuke
16
Linton, Oliver
12
Hoderlein, Stefan
7
Lewbel, Arthur
6
Matsushita, Yukitoshi
4
Adusumilli, Karun
3
Dong, Hao
3
Schafgans, Marcia M. A.
3
Srisuma, Sorawoot
3
Taylor, Luke
3
Escanciano, Juan Carlos
2
Hayakawa, Kazuhiko
2
Hidalgo, Javier
2
Kurisu, Daisuke
2
Robinson, Peter M.
2
Altonji, Joseph G.
1
Arai, Yoichi
1
Breunig, Christoph
1
Bu, Ruijun
1
Camponovo, Lorenzo
1
Chang, Harold D.
1
Chen, Jia
1
Chen, Xiaohong
1
Choi, Jin-young
1
Chudik, Alexander
1
Connor, Gregory
1
Evdoimov, Kirill
1
Hafner, Christian M.
1
Hagmann, Matthias
1
Harvey, Andrew C.
1
Huang, Wei
1
Härdle, Wolfgang
1
Ichimura, Hidehiko
1
Jacho-Chávez, David T.
1
Khan, Shakeeb
1
Kitamura, Yuichi
1
Koo, Bonsoo
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Boston College working papers in economics
Cambridge working papers in economics
Econometric theory
Econometrics papers
CESifo working papers
5
Discussion papers in economics
3
Janeway Institute working paper series
2
Working paper / Department of Econometrics and Business Statistics, Monash University
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
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2
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
3
Debt, inflation and growth : robust estimation of long-run effects in dynamic panel data models
Chudik, Alexander
;
Mohaddes, Kamiar
;
Pesaran, M. Hashem
; …
-
2013
Persistent link: https://www.econbiz.de/10010210166
Saved in:
4
Robust standard errors in transformed likelihood estimation of dynamic panel data models
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
-
2012
Persistent link: https://www.econbiz.de/10009580056
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