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isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
subject:"Regression analysis"
~subject:"Autokorrelation"
~subject:"Forecasting model"
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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Estimation theory
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Discussion paper / Department of Economics, University of California San Diego
Journal of econometrics
429
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
Economics letters
149
Econometric theory
134
International journal of forecasting
119
Econometric reviews
118
Journal of the American Statistical Association : JASA
106
CEMMAP working papers / Centre for Microdata Methods and Practice
101
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
87
Journal of forecasting
79
The econometrics journal
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Discussion paper / Tinbergen Institute
72
Cowles Foundation discussion paper
63
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European journal of operational research : EJOR
50
NBER Working Paper
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Discussion paper series / IZA
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Working paper / Department of Econometrics and Business Statistics, Monash University
44
Econometrics : open access journal
43
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
41
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
41
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37
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37
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Discussion paper / Center for Economic Research, Tilburg University
30
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
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Consistent HAC estimation and robust regression testing using sharp origin kernels with no truncation
Phillips, Peter C. B.
;
Sun, Yixiao
;
Jin, Sainan
-
2003
Persistent link: https://www.econbiz.de/10001753309
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2
Estimation, inference, and specification testing for possibly misspecified quantile regression
Kim, Tae-hwan
;
White, Halbert
-
2002
Persistent link: https://www.econbiz.de/10001683571
Saved in:
3
James-Stein type estimators in large samples with application to the least absolute deviations estimator
Kim, Tae-hwan
;
White, Halbert
-
2000
Persistent link: https://www.econbiz.de/10001495720
Saved in:
4
James-Stein type estimators in large samples with application to the least absolute deviation estimator
Kim, Tae-Hwan
;
White, Halbert
-
1999
Persistent link: https://www.econbiz.de/10001366190
Saved in:
5
A parametric approach to flexible nonlinear inference
Hamilton, James D.
-
1999
Persistent link: https://www.econbiz.de/10001368232
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6
Occasional structural breaks and long memory
Granger, C. W. J.
;
Hyung, Namwon
-
1999
Persistent link: https://www.econbiz.de/10001395178
Saved in:
7
Stochastic permanent breaks
Engle, Robert F.
;
Smith, Aaron D.
-
1998
Persistent link: https://www.econbiz.de/10000983276
Saved in:
8
Testing for unit roots with prediction errors
Sánchez, Ismael
-
1998
Persistent link: https://www.econbiz.de/10000993941
Saved in:
9
Estimating diffusion models of stochastic volatility
Engle, Robert F.
;
Lee, Gary G. J.
-
1995
Persistent link: https://www.econbiz.de/10000930719
Saved in:
10
Inference in models with nearly integrated regressors
Cavanagh, Christopher Lorne
;
Elliott, Graham
;
Stock, …
-
1995
Persistent link: https://www.econbiz.de/10000929623
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