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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Estimation theory
1,326
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299
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299
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Phillips, Peter C. B.
25
Linton, Oliver
20
Li, Qi
18
Lee, Lung-fei
14
Su, Liangjun
13
Gao, Jiti
12
Hansen, Bruce E.
10
Newey, Whitney K.
10
Andrews, Donald W. K.
9
Chen, Songnian
9
Ling, Shiqing
9
Otsu, Taisuke
9
Saikkonen, Pentti
9
Wooldridge, Jeffrey M.
9
Cai, Zongwu
8
Chan, Ngai Hang
8
Jong, Robert M. de
8
Lütkepohl, Helmut
8
Pötscher, Benedikt M.
8
Racine, Jeffrey
8
White, Halbert
8
Caner, Mehmet
7
Cavaliere, Giuseppe
7
Florens, Jean-Pierre
7
Ghysels, Eric
7
Hansen, Christian Bailey
7
Horváth, Lajos
7
Härdle, Wolfgang
7
Leybourne, Stephen James
7
Peng, Liang
7
Wang, Qiying
7
Chambers, Marcus J.
6
Francq, Christian
6
Hahn, Jinyong
6
Jansson, Michael
6
Johansen, Søren
6
Knight, John L.
6
Lan, Wei
6
Li, Degui
6
Li, Deyuan
6
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Econometric theory
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
215
Applied economics letters
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Oxford bulletin of economics and statistics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of quantitative economics : official journal of the Indian Econometric Society
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ECONIS (ZBW)
1,326
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1
Recursive differencing for estimating semiparametric models
Shen, Chan
;
Klein, Roger W.
- In:
Econometric theory
40
(
2024
)
1
,
pp. 37-59
Persistent link: https://www.econbiz.de/10014484598
Saved in:
2
Consistent specification testing under spatial dependence
Gupta, Abhimanyu
;
Qu, Xi
- In:
Econometric theory
40
(
2024
)
2
,
pp. 278-319
Persistent link: https://www.econbiz.de/10014485243
Saved in:
3
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
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4
Second-order bias reduction for nonlinear panel data models with fixed effects based on expected quantities
Schumann, Martin
- In:
Econometric theory
39
(
2023
)
4
,
pp. 693-736
Persistent link: https://www.econbiz.de/10014342248
Saved in:
5
Cointegration and representation of cointegrated autoregressive processes in Banach spaces
Seo, Won-Ki
- In:
Econometric theory
39
(
2023
)
4
,
pp. 737-788
Persistent link: https://www.econbiz.de/10014342259
Saved in:
6
No-crossing single-index quantile regression curve estimation
Jiang, Rong
;
Yu, Keming
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 309-320
Persistent link: https://www.econbiz.de/10014448153
Saved in:
7
Estimating density ratio of marginals to joint : applications to causal inference
Matsushita, Yukitoshi
;
Otsu, Taisuke
;
Takahata, Keisuke
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 467-481
Persistent link: https://www.econbiz.de/10014448247
Saved in:
8
Combining p-values for multivariate predictive ability testing
Spreng, Lars
;
Urga, Giovanni
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 765-777
Persistent link: https://www.econbiz.de/10014448433
Saved in:
9
Estimation of panel data models with random interactive effects and multiple structural breaks when T is fixed
Kaddoura, Yousef
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 778-790
Persistent link: https://www.econbiz.de/10014448434
Saved in:
10
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
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