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isPartOf:"Discussion paper"
subject:"Statistische Methodenlehre"
~isPartOf:"CORE discussion paper : DP"
~isPartOf:"Econometric reviews"
~isPartOf:"Memo / Økonomisk Institut, Aarhus Universitet"
~isPartOf:"NBER technical working paper series"
~isPartOf:"Working papers / Department of Economics, Universidad Carlos III de Madrid"
~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:"Li, Qi"
~person:"Linton, Oliver"
~person:"Liu, Long"
~person:"MacKinnon, James G."
~person:"Nelson, Charles R."
~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
Regression analysis
Statistischer Test
Estimation theory
70
Schätztheorie
70
Statistical test
17
Statistik
13
Regressionsanalyse
12
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Statistical theory
9
Estimation
8
Schätzung
8
Time series analysis
7
Zeitreihenanalyse
7
Schätzmethodik und Testmethodik
6
Theorie
6
Theory
6
Bootstrap approach
5
Bootstrap-Verfahren
5
Ökonometrie
5
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4
Statistical distribution
4
Statistische Verteilung
4
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3
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3
Modellierung
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Panel
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Panel study
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Prognoseverfahren
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Scientific modelling
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USA
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United States
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Autocorrelation
2
Autokorrelation
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Bayes-Statistik
2
Bayesian inference
2
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English
39
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Blundell, Richard
Davidson, Russell
Dufour, Jean-Marie
Gonzalo, Jesús
Imbens, Guido W.
Lee, Adam
Lepskii, Oleg V.
Li, Qi
Linton, Oliver
Liu, Long
MacKinnon, James G.
Nelson, Charles R.
Nicol, Christopher J.
Rossi, Barbara
Lee, Lung-Fei
6
Baltagi, Badi H.
4
Otsu, Taisuke
4
Schmid, Timo
4
Bauwens, Luc
3
Breunig, Christoph
3
Dolado, Juan J.
3
Fisher, Gordon
3
Salvati, Nicola
3
Taylor, Luke
3
Tzavidis, Nikos
3
Anders, Ulrich
2
Angrist, Joshua D.
2
Bera, Anil K.
2
Chen, Yi-ting
2
Chesher, Andrew
2
Dastoor, Naorayex K.
2
Dong, Hao
2
Härdle, Wolfgang
2
Kao, Chihwa
2
King, Maxwell L.
2
Korn, Olaf
2
Li, Shuo
2
MacKinnon, James C.
2
McAleer, Michael
2
Orme, Chris D.
2
Osiewalski, Jacek
2
Perron, Pierre
2
Pitarakis, Jean-Yves
2
Renault, Eric
2
Richmond, J.
2
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Discussion paper
CORE discussion paper : DP
Econometric reviews
Memo / Økonomisk Institut, Aarhus Universitet
NBER technical working paper series
Working papers / Department of Economics, Universidad Carlos III de Madrid
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
Journal of econometrics
18
NBER Working Paper
10
Econometric theory
8
CEMMAP working papers / Centre for Microdata Methods and Practice
7
The econometrics journal
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Cambridge working papers in economics
4
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3
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3
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3
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2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
The Oxford handbook of panel data
2
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2
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1
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1
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1
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1
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1
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1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
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1
Center for Policy Research Working Paper
1
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ECONIS (ZBW)
39
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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
The lower regression function and testing expectation dependence dominance hypotheses
Linton, Oliver
;
Whang, Yoon-jae
;
Yen, Yu-min
- In:
Econometric reviews
40
(
2021
)
8
,
pp. 709-727
Persistent link: https://www.econbiz.de/10012624535
Saved in:
4
Standard errors for nonparametric regression
Chu, Ba
;
Jacho-Chávez, David Tomás
;
Linton, Oliver
- In:
Econometric reviews
39
(
2020
)
7
,
pp. 674-690
Persistent link: https://www.econbiz.de/10012262514
Saved in:
5
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:
6
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:
7
Alternative tests for correct specification of conditional predictive densities
Rossi, Barbara
;
Sekhposyan, Tatevik
-
2014
Persistent link: https://www.econbiz.de/10010373662
Saved in:
8
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:
9
Nonparametric estimation of regression models with mixed discrete and continuous covariates by the K-nn method
Green, Carl
;
Li, Qi
;
Zhang, Yu Yvette
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 205-224
Persistent link: https://www.econbiz.de/10011795187
Saved in:
10
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
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