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isPartOf:"Econometric theory"
type_genre:"Article in journal"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~subject:"Heteroscedasticity"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Heteroscedasticity
Estimation theory
909
Schätztheorie
909
Theorie
348
Theory
348
Time series analysis
191
Zeitreihenanalyse
191
Nichtparametrisches Verfahren
127
Nonparametric statistics
127
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114
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114
Estimation
75
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75
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50
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50
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36
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35
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35
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28
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28
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26
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Jin, Sainan
2
Phillips, Peter C. B.
2
Vogelsang, Timothy J.
2
Bauer, Dietmar
1
Chan, Ngai Hang
1
Chao, John C.
1
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1
Cho, Jin Seo
1
Distaso, Walter
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
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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
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1
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1
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1
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1
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Whittaker, J.
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Econometric theory
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of econometrics
41
Economics letters
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Econometric reviews
15
The econometrics journal
13
Applied economics letters
5
Econometrics : open access journal
4
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3
Economic modelling
3
International journal of forecasting
3
Journal of economic dynamics & control
3
Journal of the American Statistical Association : JASA
3
Regional science & urban economics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
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2
International Journal of Energy Economics and Policy : IJEEP
2
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2
Journal of quantitative economics : official journal of the Indian Econometric Society
2
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2
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1
Acta Universitatis Danubius / Oeconomica
1
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1
Agrekon
1
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
American journal of agricultural economics
1
Annales d'économie et de statistique
1
Annual review of economics
1
Applied financial economics
1
Brazilian review of econometrics : the review of the Brazilian Econometric Society
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Bulletin of economic research
1
CBN journal of applied statistics
1
Cambridge working papers in economics
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1
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European journal of operational research : EJOR
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ECONIS (ZBW)
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1
Of needles and haystacks: revisiting growth determinants by robust Bayesian variable selection
Lee, Kuo-Jung
;
Chen, Yi-Chi
- In:
Empirical economics : a journal of the Institute for …
54
(
2018
)
4
,
pp. 1517-1547
Persistent link: https://www.econbiz.de/10011949581
Saved in:
2
Bootstrap LM tests for higher-order spatial effects in spatial linear regression models
Yang, Zhenlin
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
1
,
pp. 35-68
Persistent link: https://www.econbiz.de/10011949745
Saved in:
3
Adaptive nonparametric regression with conditional heteroskedasticity
Jin, Sainan
;
Su, Liangjun
;
Xiao, Zhijie
- In:
Econometric theory
31
(
2015
)
6
,
pp. 1153-1191
Persistent link: https://www.econbiz.de/10011545532
Saved in:
4
A parametric control function approach to estimating the returns to schooling in the absence of exclusion restrictions: an application to the NLSY
Farré, Lídia
;
Klein, Roger W.
;
Vella, Francis
- In:
Empirical economics : a journal of the Institute for …
44
(
2013
)
1
,
pp. 111-133
Persistent link: https://www.econbiz.de/10009703632
Saved in:
5
Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instruments
Chao, John C.
;
Swanson, Norman R.
;
Hausman, Jerry A.
; …
- In:
Econometric theory
28
(
2012
)
1
,
pp. 42-86
Persistent link: https://www.econbiz.de/10009520974
Saved in:
6
Empirical-likelihood-based confidence intervals for conditional variance in heteroskedastic regression models
Chan, Ngai Hang
;
Peng, Liang
;
Zhang, Dabao
- In:
Econometric theory
27
(
2011
)
1
,
pp. 154-177
Persistent link: https://www.econbiz.de/10009127139
Saved in:
7
Power maximization and size control in heteroskedasticity and autocorrelation robust tests with exponentiated kernels
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1320-1368
Persistent link: https://www.econbiz.de/10009489710
Saved in:
8
Testing for a shift in trend at an unknown date : a fixed-B analysis of heteroskedasticity autocorrelation robust OLS-based tests
Sayginsoy, Özgen
;
Vogelsang, Timothy J.
- In:
Econometric theory
27
(
2011
)
5
,
pp. 992-1025
Persistent link: https://www.econbiz.de/10009379760
Saved in:
9
Block bootstrap hac robust tests : the sophistication of naive bootstrap
Gonçalves, Sílvia
;
Vogelsang, Timothy J.
- In:
Econometric theory
27
(
2011
)
4
,
pp. 745-791
Persistent link: https://www.econbiz.de/10009311754
Saved in:
10
LAD asymptotics under conditional heteroskedasticity with possibly infinite error densities
Cho, Jin Seo
;
Han, Chirok
;
Phillips, Peter C. B.
- In:
Econometric theory
26
(
2010
)
3
,
pp. 953-962
Persistent link: https://www.econbiz.de/10003992445
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