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person:"Fitzenberger, Bernd"
type_genre:"Sammlung"
~accessRights:"free"
~person:"Dette, Holger"
~person:"Fiorentini, Gabriele"
~person:"Franses, Philip Hans"
~person:"Krämer, Walter"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Estimation theory
104
Schätztheorie
104
Regression analysis
46
Regressionsanalyse
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Nichtparametrisches Verfahren
23
Nonparametric statistics
23
Time series analysis
18
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18
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14
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6
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6
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goodness-of-fit test
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nonparametric regression
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outer product of the score
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104
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Fitzenberger, Bernd
Dette, Holger
Fiorentini, Gabriele
Franses, Philip Hans
Krämer, Walter
Phillips, Peter C. B.
87
Gao, Jiti
76
Chernozhukov, Victor
64
Härdle, Wolfgang
57
Linton, Oliver
52
Pesaran, M. Hashem
46
Newey, Whitney K.
38
Lütkepohl, Helmut
35
Chen, Xiaohong
34
Nielsen, Morten Ørregaard
34
Weidner, Martin
34
Koopman, Siem Jan
31
Cai, Zongwu
30
Fernández-Val, Iván
28
Kitagawa, Toru
28
Sentana, Enrique
28
Imbens, Guido
27
Croux, Christophe
26
Lee, Sokbae
26
Peng, Bin
26
Johansen, Søren
25
Kapetanios, George
25
Andrews, Donald W. K.
24
Heckman, James J.
24
Horowitz, Joel
24
Lechner, Michael
24
Sibbertsen, Philipp
24
Otsu, Taisuke
23
Van Keilegom, Ingrid
22
Wolf, Michael
22
Hu, Yingyao
21
Słoczyński, Tymon
21
Winker, Peter
21
Einmahl, John H. J.
20
Hafner, Christian M.
20
Inoue, Atsushi
20
Swanson, Norman R.
19
Hansen, Christian Bailey
18
Hoderlein, Stefan
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Econometrisch Instituut <Rotterdam>
1
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Zentrum für Europäische Wirtschaftsforschung
1
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
70
CEMFI working paper
13
Econometric Institute research papers
7
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3
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ECONIS (ZBW)
104
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1
Specification tests for non-Gaussian structural vector autoregressions
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2022
Persistent link: https://www.econbiz.de/10013540674
Saved in:
2
Moment tests of independent components
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660817
Saved in:
3
Multivariate Hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660820
Saved in:
4
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660824
Saved in:
5
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012631226
Saved in:
6
Multivariate hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012518667
Saved in:
7
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10013183699
Saved in:
8
Multivariate Hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10013183706
Saved in:
9
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions
Fiorentini, Gabriele
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012310522
Saved in:
10
Sampling distributions of optimal portfolio weights and characteristics in low and large dimensions
Bodnar, Taras
;
Dette, Holger
;
Parolya, Nestor
; …
-
Sonderforschungsbereich Statistical Modelling of …
-
2019
Persistent link: https://www.econbiz.de/10012119286
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