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isPartOf:"Working papers in econometrics and applied statistics"
type:"book"
~isPartOf:"Econometrics papers"
~isPartOf:"KBI"
~person:"Schafgans, Marcia M. A."
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Estimation theory
4
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Method of moments
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Schafgans, Marcia M. A.
Otsu, Taisuke
34
Croux, Christophe
24
Linton, Oliver
16
Van Keilegom, Ingrid
16
Claeskens, Gerda
12
Griffiths, William E.
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Robinson, Peter M.
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Doran, Howard E.
11
Matsushita, Yukitoshi
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Claeskens, G.
6
Coelli, Tim
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Rambaldi, Alicia N.
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Alfons, Andreas
5
Battese, George Edward
5
Dong, Hao
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Hidalgo, Javier
5
Adusumilli, Karun
4
Boudt, Kris
4
Gelper, Sarah
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Kurisu, Daisuke
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Seo, Myung Hwan
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Wilms, I.
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Öllerer, Viktoria
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Antonio, Katrien
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Duangkamon Chotikapanich
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Hajivassiliou, Vassilis Argyrou
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Komarova, Tatiana
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O'Donnell, Christopher John
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Vandebroek, Martina
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Verbelen, Roel
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Xu, Mengshan
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Arai, Yoichi
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Autin, F.
2
Barbaglia, L.
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Inference and testing breaks in nlarge dynamic panels with strong cross sectional dependence
Hidalgo, Javier
;
Schafgans, Marcia M. A.
-
2015
Persistent link: https://www.econbiz.de/10011280123
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2
Adapting kernel estimation to uncertain smoothness
Kotlyarova, Yulia
;
Schafgans, Marcia M. A.
; …
-
2011
Persistent link: https://www.econbiz.de/10009531795
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3
Smoothness adaptive average derivative estimation
Schafgans, Marcia M. A.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003805783
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4
A method of moments estimator for semiparametric index models
Donkers, Bas
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003048657
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