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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 / 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:"Nelson, Charles R."
~person:"Nicol, Christopher J."
~person:"Rossi, Barbara"
~subject:"Korrelation und Regression"
~subject:"Regression analysis"
~subject:"Statistischer Test"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Statistische Methodenlehre
Korrelation und Regression
Regression analysis
Statistischer Test
Estimation theory
10
Schätztheorie
10
Statistical test
6
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3
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3
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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.
Nelson, Charles R.
Nicol, Christopher J.
Rossi, Barbara
Baltagi, Badi H.
4
Otsu, Taisuke
4
Linton, Oliver
3
Taylor, Luke
3
Bera, Anil K.
2
Chen, Yi-ting
2
Dong, Hao
2
Kao, Chihwa
2
King, Maxwell L.
2
Li, Qi
2
Li, Shuo
2
Orme, Chris D.
2
Perron, Pierre
2
Renault, Eric
2
Su, Liangjun
2
Sun, Yiguo
2
Teräsvirta, Timo
2
Troster, Victor
2
Tu, Yundong
2
Wagner, Martin
2
Wan, Alan T. K.
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Wang, Xuexin
2
Whang, Yoon-jae
2
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1
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1
Ashley, Richard A.
1
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1
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1
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1
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1
Born, Benjamin
1
Boswijk, Herman Peter
1
Bouezmarni, Taoufik
1
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1
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1
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Discussion paper
CORE discussion paper : DP
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Memo / Økonomisk Institut, Aarhus Universitet
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
A partially linear kernel estimator for categorical data
Gao, Qi
;
Liu, Long
;
Racine, Jeffrey
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 959-978
Persistent link: https://www.econbiz.de/10011483412
Saved in:
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