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person:"Giles, David E. A."
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~person:"Chernozhukov, Victor"
~person:"Corradi, Valentina"
~person:"Levin, Andrew T."
~person:"Phillips, Peter C. B."
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Search: subject_exact:"Estimation theory"
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Estimation theory
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Giles, David E. A.
Chernozhukov, Victor
Corradi, Valentina
Levin, Andrew T.
Phillips, Peter C. B.
White, Halbert
21
Engle, Robert F.
11
Granger, C. W. J.
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Discussion paper / Department of Economics, University of California San Diego
Cowles Foundation discussion paper
105
CEMMAP working papers / Centre for Microdata Methods and Practice
46
Cowles Foundation Discussion Paper
46
Journal of econometrics
42
Econometric theory
24
Discussion paper / Department of Economics, University of Canterbury
18
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
Economics letters
12
Massachusetts Institute of Technology Department of Economics working paper series : working paper
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9
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8
Journal of quantitative economics : official journal of the Indian Econometric Society
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Oxford bulletin of economics and statistics
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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Consistent HAC estimation and robust regression testing using sharp origin kernels with no truncation
Phillips, Peter C. B.
;
Sun, Yixiao
;
Jin, Sainan
-
2003
Persistent link: https://www.econbiz.de/10001753309
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2
Robust covariance matrix estimation with data-dependent VAR prewhitening order
Den Haan, Wouter J.
;
Levin, Andrew T.
-
2000
Persistent link: https://www.econbiz.de/10001500668
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3
A practitioner's guide to robust covariance matrix estimation
Den Haan, Wouter J.
;
Levin, Andrew T.
-
1996
Persistent link: https://www.econbiz.de/10000938631
Saved in:
4
Inferences from parametric and non-parametric covariance matrix estimation procedures
Den Haan, Wouter J.
;
Levin, Andrew T.
-
1994
Persistent link: https://www.econbiz.de/10000904215
Saved in:
5
Consistent nonparametric estimation and testing for the variance of a diffusion from discretely sampled observations
Corradi, Valentina
;
White, Halbert
-
1993
Persistent link: https://www.econbiz.de/10000877983
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