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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Hwang, Jungbin"
~person:"Sentana, Enrique"
~subject:"Gaussian process"
~subject:"Method of moments"
~type_genre:"Aufsatz in Zeitschrift"
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Bootstrap approach
Gaussian process
Method of moments
Estimation theory
10
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Statistischer Test
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Hwang, Jungbin
Sentana, Enrique
Lee, Lung-fei
8
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6
Nielsen, Morten Ørregaard
6
Hounyo, Ulrich
5
MacKinnon, James G.
5
Su, Liangjun
5
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5
Yang, Zhenlin
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Yu, Jihai
5
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4
Antoine, Bertille
4
Cavaliere, Giuseppe
4
Dovonon, Prosper
4
Hall, Alastair R.
4
Hsiao, Cheng
4
Song, Xiaojun
4
Sun, Yiguo
4
Taylor, Robert
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Bera, Anil K.
3
Doğan, Osman
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Dufour, Jean-Marie
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Han, Chirok
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Hill, Jonathan B.
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Hu, Luojia
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Inoue, Atsushi
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Kato, Kengo
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Kilian, Lutz
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Li, Kunpeng
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Lütkepohl, Helmut
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Renault, Eric
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Taṣpınar, Süleyman
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Journal of econometrics
4
Journal of financial economics
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1
Finite-sample corrected inference for two-step GMM in time series
Hwang, Jungbin
;
Valdés, Gonzalo
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 327-352
Persistent link: https://www.econbiz.de/10014364895
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2
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 338-351
Persistent link: https://www.econbiz.de/10013546675
Saved in:
3
A doubly corrected robust variance estimator for linear GMM
Hwang, Jungbin
;
Kang, Byunghoon
;
Lee, Seojeong
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 276-298
Persistent link: https://www.econbiz.de/10013441882
Saved in:
4
Consistent non-Gaussian pseudo maximum likelihood estimators
Fiorentini, Gabriele
;
Sentana, Enrique
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 321-358
Persistent link: https://www.econbiz.de/10012304560
Saved in:
5
Should we go one step further? : an accurate comparison of one-step and two-step procedures in a generalized method of moments framework
Hwang, Jungbin
;
Sun, Yixiao
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 381-405
Persistent link: https://www.econbiz.de/10012116364
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