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accessRights:"free"
type_genre:"Article in journal"
~isPartOf:"Cambridge working papers in economics"
~subject:"Korrelation"
~type_genre:"Forschungsbericht"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Korrelation
Estimation theory
60
Schätztheorie
60
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Panel
16
Panel study
16
Estimation
15
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15
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14
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13
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11
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Robust statistics
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fixed effects
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heteroskedasticity
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Linton, Oliver
5
Jochmans, Koen
4
Pesaran, M. Hashem
3
Tang, Haihan
3
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2
Chudik, Alexander
2
Li, Degui
2
Onatski, Alexei
2
Bailey, Natalia
1
Hafner, Christian M.
1
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1
Johnstone, Iain M.
1
Kapetanios, George
1
Li, Yuning
1
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1
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1
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Cambridge working papers in economics
Econometrics : open access journal
11
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10
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8
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7
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
7
CEMMAP working papers / Centre for Microdata Methods and Practice
6
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6
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5
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Working paper / Department of Econometrics and Business Statistics, Monash University
5
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
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4
Working paper series / University of Zurich, Department of Economics
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CBN journal of applied statistics
3
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3
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1
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:
2
Estimation of the Kronecker covariance model by quadratic form
Linton, Oliver
;
Tang, Haihan
-
2020
Persistent link: https://www.econbiz.de/10013203297
Saved in:
3
Testing for correlation in error-component models
Jochmans, Koen
-
2019
Persistent link: https://www.econbiz.de/10012692618
Saved in:
4
Testing correlation in error-component models
Jochmans, Koen
-
2019
-
This version: September 4, 2019
Persistent link: https://www.econbiz.de/10012703301
Saved in:
5
xtserialpm: a portmanteau test for serial correlation in a linear panel model
Jochmans, Koen
;
Verardi, Vincenzo
-
2019
Persistent link: https://www.econbiz.de/10012699244
Saved in:
6
Estimation of a multiplicative correlation structure in the large dimensional case
Hafnery, Christian
;
Linton, Oliver
;
Tang, Haihan
-
2018
Persistent link: https://www.econbiz.de/10012671159
Saved in:
7
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
-
2018
-
version: October 24, 2018
Persistent link: https://www.econbiz.de/10012671372
Saved in:
8
A portmanteau test for correlation in short panels
Jochmans, Koen
-
2018
Persistent link: https://www.econbiz.de/10012672305
Saved in:
9
Testing in high-dimensional spiked models
Johnstone, Iain M.
;
Onatski, Alexei
-
2018
Persistent link: https://www.econbiz.de/10012667588
Saved in:
10
Extreme canonical correlations and high-dimensional cointegration analysis
Onatski, Alexei
;
Wang, Chen
-
2017
Persistent link: https://www.econbiz.de/10012667643
Saved in:
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