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isPartOf:"Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines"
~isPartOf:"CORE discussion paper : DP"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"Journal of econometrics"
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Search: subject_exact:"Estimation theory"
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Estimation theory
1,939
Schätztheorie
1,939
Theorie
482
Theory
482
Nichtparametrisches Verfahren
369
Nonparametric statistics
369
Zeitreihenanalyse
353
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352
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315
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315
Estimation
238
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234
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163
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163
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159
Panel study
159
Volatility
123
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123
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99
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98
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85
Maximum likelihood estimation
85
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85
Statistical inference
85
Autocorrelation
83
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83
Bootstrap approach
82
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82
Statistical distribution
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76
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75
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73
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1,939
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Härdle, Wolfgang
48
Robinson, Peter M.
35
Phillips, Peter C. B.
32
Linton, Oliver
26
Simar, Léopold
23
Lee, Lung-fei
21
Chen, Songnian
20
Su, Liangjun
18
Li, Qi
17
Cai, Zongwu
16
Bauwens, Luc
14
Chen, Xiaohong
14
Giraitis, Liudas
14
Gouriéroux, Christian
14
Magnus, Jan R.
14
Park, Byeong U.
14
Carroll, Raymond J.
13
Gao, Jiti
13
Fan, Yanqin
12
Mammen, Enno
12
Taylor, Robert
12
Andrews, Donald W. K.
11
Francq, Christian
11
Horowitz, Joel
11
Hsiao, Cheng
11
Park, Joon Y.
11
Sun, Yixiao
11
White, Halbert
11
Zakoïan, Jean-Michel
11
Baltagi, Badi H.
10
Chib, Siddhartha
10
Florens, Jean-Pierre
10
Hong, Han
10
Koopman, Siem Jan
10
Lütkepohl, Helmut
10
Newey, Whitney K.
10
Schmidt, Peter
10
Shephard, Neil G.
10
Todorov, Viktor
10
Aït-Sahalia, Yacine
9
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
129
International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
Katholieke Universiteit Leuven
1
Suntory and Toyota International Centres for Economics and Related Disciplines
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
CORE discussion paper : DP
Discussion papers of interdisciplinary research project 373
Journal of econometrics
Economics letters
970
Econometric theory
724
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
602
Econometric reviews
447
CEMMAP working papers / Centre for Microdata Methods and Practice
364
NBER Working Paper
336
Journal of the American Statistical Association : JASA
324
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
317
Discussion paper / Tinbergen Institute
304
NBER working paper series
299
The econometrics journal
268
Série des documents de travail / Centre de Recherche en Économie et Statistique
236
Journal of applied econometrics
221
Working paper / National Bureau of Economic Research, Inc.
221
Cowles Foundation discussion paper
215
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
215
Applied economics letters
198
Discussion paper series / IZA
195
Oxford bulletin of economics and statistics
193
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
187
Discussion paper / Center for Economic Research, Tilburg University
185
European journal of operational research : EJOR
181
Applied economics
173
Discussion paper
168
Journal of quantitative economics : official journal of the Indian Econometric Society
168
Working paper / Department of Econometrics and Business Statistics, Monash University
165
International journal of forecasting
153
The review of economics and statistics
151
Econometrics : open access journal
146
Working paper
142
Economic modelling
139
CREATES research paper
137
Quantitative economics : QE ; journal of the Econometric Society
127
Journal of forecasting
125
Working paper series
121
Cowles Foundation Discussion Paper
119
IZA Discussion Paper
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ECONIS (ZBW)
1,939
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1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
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2
Two-step estimation of censored quantile regression for duration models with time-varying regressors
Chen, Songnian
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1310-1336
Persistent link: https://www.econbiz.de/10014471378
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3
Penalized time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
;
Zhang, Xinyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1355-1377
Persistent link: https://www.econbiz.de/10014471396
Saved in:
4
The distribution of rolling regression estimators
Cai, Zongwu
;
Juhl, Ted
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1447-1463
Persistent link: https://www.econbiz.de/10014471400
Saved in:
5
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
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6
Estimation and inference in factor copula models with exogenous covariates
Mayer, Alexander
;
Wied, Dominik
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1500-1521
Persistent link: https://www.econbiz.de/10014471408
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7
A functional estimation approach to the first-price auction models
Enache, Andreea
;
Florens, Jean-Pierre
;
Sbai, Erwann
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1564-1588
Persistent link: https://www.econbiz.de/10014471411
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8
Instrument strength in IV estimation and inference : a guide to theory and practice
Keane, Michael P.
;
Neal, Timothy
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1625-1653
Persistent link: https://www.econbiz.de/10014471419
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9
Binary response models for heterogeneous panel data with interactive fixed effects
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1654-1679
Persistent link: https://www.econbiz.de/10014471421
Saved in:
10
Debiased machine learning of set-identified linear models
Semenova, Vira
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1725-1746
Persistent link: https://www.econbiz.de/10014471425
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