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isPartOf:"Discussion paper"
subject:"Statistische Methodenlehre"
~isPartOf:"CORE discussion paper : DP"
~isPartOf:"Discussion papers in economics and econometrics"
~isPartOf:"Econometric reviews"
~isPartOf:"Memo / Økonomisk Institut, Aarhus Universitet"
~isPartOf:"NBER technical working paper series"
~isPartOf:"Working papers / Universitat Pompeu Fabra, Department of Economics and Business"
~person:"Blundell, Richard"
~person:"Davidson, Russell"
~person:"Dufour, Jean-Marie"
~person:"Gonzalo, Jesús"
~person:"Imbens, Guido W."
~person:"Lee, Adam"
~person:"Lepskii, Oleg V."
~person:"Liu, Long"
~person:"MacKinnon, James G."
~person:"Nicol, Christopher J."
~person:"Rossi, Barbara"
~subject:"Korrelation und Regression"
~subject:"Regression analysis"
~subject:"Statistischer Test"
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Statistische Methodenlehre
Korrelation und Regression
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Statistischer Test
Estimation theory
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Blundell, Richard
Davidson, Russell
Dufour, Jean-Marie
Gonzalo, Jesús
Imbens, Guido W.
Lee, Adam
Lepskii, Oleg V.
Liu, Long
MacKinnon, James G.
Nicol, Christopher J.
Rossi, Barbara
Lee, Lung-Fei
6
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5
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4
Otsu, Taisuke
4
Schmid, Timo
4
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ECONIS (ZBW)
33
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1
Robust inference for non-Gaussian SVAR models
Hoesch, Lukas
;
Lee, Adam
;
Mesters, Geert
-
2022
Persistent link: https://www.econbiz.de/10014226606
Saved in:
2
Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves
Kang, Byunguk
;
Dufour, Jean-Marie
- In:
Econometric reviews
40
(
2021
)
7
,
pp. 657-687
Persistent link: https://www.econbiz.de/10012624528
Saved in:
3
Testing for shifts in a time trend panel data model with serially correlated error component disturbances
Baltagi, Badi H.
;
Kao, Chihwa
;
Liu, Long
- In:
Econometric reviews
39
(
2020
)
8
,
pp. 745-762
Persistent link: https://www.econbiz.de/10012295578
Saved in:
4
Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors
Coudin, Elise
;
Dufour, Jean-Marie
- In:
Econometric reviews
39
(
2020
)
8
,
pp. 763-791
Persistent link: https://www.econbiz.de/10012295580
Saved in:
5
Inferring the predictability induced by a persistent regressor in a predictive threshold model
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
-
2015
Persistent link: https://www.econbiz.de/10010515364
Saved in:
6
Alternative tests for correct specification of conditional predictive densities
Rossi, Barbara
;
Sekhposyan, Tatevik
-
2014
Persistent link: https://www.econbiz.de/10010373662
Saved in:
7
Invariant tests based on M-estimators, estimating functions, and the generalized method of moments
Dufour, Jean-Marie
;
Trognon, Alain
;
Tuvaandorj, Purevdorj
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 182-204
Persistent link: https://www.econbiz.de/10011795165
Saved in:
8
Identification-robust moment-based tests for Markov switching in autoregressive models
Dufour, Jean-Marie
;
Luger, Richard
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 713-727
Persistent link: https://www.econbiz.de/10011795382
Saved in:
9
Regime specific predictability in predictive regression
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
-
2011
-
New version
Persistent link: https://www.econbiz.de/10009127303
Saved in:
10
Random effects, fixed effects and Hausman's test for the generalized mixed regressive spatial autoregressive panel data model
Baltagi, Badi H.
;
Liu, Long
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 638-658
Persistent link: https://www.econbiz.de/10011550080
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