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person:"Giles, David E. A."
~isPartOf:"Cross-sectional methods and applications"
~isPartOf:"EUI working paper / ECO"
~isPartOf:"Econometric theory"
~isPartOf:"Economics letters"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~person:"Bera, Anil K."
~person:"Johansen, Søren"
~person:"Li, Qi"
~subject:"Theory"
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Theory
Estimation theory
49
Schätztheorie
49
Theorie
32
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10
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10
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9
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9
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31
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Giles, David E. A.
Bera, Anil K.
Johansen, Søren
Li, Qi
Maravall Herrero, Agustín
10
Ullah, Aman
9
Wooldridge, Jeffrey M.
9
Fan, Yanqin
8
Lee, Lung-fei
8
Saikkonen, Pentti
8
Linton, Oliver
7
Tran-van-Hoa
7
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6
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6
Gómez, Víctor
6
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6
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6
Kuan, Chung-ming
6
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6
Singh, Radhey S.
6
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5
Chen, Songnian
5
Jong, Robert M. de
5
King, Maxwell L.
5
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5
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5
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5
Ohtani, Kazuhiro
5
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5
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5
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5
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5
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5
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5
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4
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4
Donald, Stephen G.
4
Fry, Tim R. L.
4
Hassler, Uwe
4
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4
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4
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Cross-sectional methods and applications
EUI working paper / ECO
Econometric theory
Economics letters
Journal of quantitative economics : official journal of the Indian Econometric Society
Discussion paper / Department of Economics, University of Canterbury
11
Journal of econometrics
8
Office of Research working paper / University of Illinois at Urbana-Champaign, College of Commerce and Business Administration
8
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6
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2
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ECONIS (ZBW)
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1
On instrumental variable estimation of semiparametric dynamic panel data models
Baltagi, Badi H.
;
Li, Qi
- In:
Economics letters
76
(
2002
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10001671967
Saved in:
2
Semiparametric estimation of partially linear models for dependent data with generated regressors
Li, Qi
;
Wooldridge, Jeffrey M.
- In:
Econometric theory
18
(
2002
)
3
,
pp. 625-645
Persistent link: https://www.econbiz.de/10001673440
Saved in:
3
The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model
Johansen, Søren
-
2001
Persistent link: https://www.econbiz.de/10001582517
Saved in:
4
Consistent model specification tests : Kernel-based tests versus Bierens' ICM tests
Fan, Yanqin
;
Li, Qi
- In:
Econometric theory
16
(
2000
)
6
,
pp. 1016-1041
Persistent link: https://www.econbiz.de/10001548359
Saved in:
5
Granger's representation theorem and multicointegration
Engsted, Tom
;
Johansen, Søren
-
1997
Persistent link: https://www.econbiz.de/10000974051
Saved in:
6
A consistent nonparametric test for linearity of AR(p) models
Fan, Yanqin
- In:
Economics letters
55
(
1997
)
1
,
pp. 53-59
Persistent link: https://www.econbiz.de/10001225284
Saved in:
7
Estimating a stochastic production frontier when the adjusted error is symmetric
Li, Qi
- In:
Economics letters
52
(
1996
)
3
,
pp. 221-228
Persistent link: https://www.econbiz.de/10001212521
Saved in:
8
On the root-N-consistent semiparametric estimation of partially linear models
Li, Qi
- In:
Economics letters
51
(
1996
)
3
,
pp. 277-285
Persistent link: https://www.econbiz.de/10001200992
Saved in:
9
The absolute error risks of regression "goodness of fit" measures
Ohtani, Kazuhiro
- In:
Journal of quantitative economics : official journal of …
12
(
1996
)
1
,
pp. 17-26
Persistent link: https://www.econbiz.de/10001220369
Saved in:
10
Bootstrapping J-type tests for non-nested regression models
Fan, Yanqin
- In:
Economics letters
48
(
1995
)
2
,
pp. 107-112
Persistent link: https://www.econbiz.de/10001190184
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