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person:"Gredenhoff, Mikael P."
type_genre:"Collection of articles written by one author"
~person:"Albers, Sönke"
~person:"Bhattacharya, Debopam"
~person:"Eliasz, Piotr"
~person:"Hausman, Jerry A."
~type_genre:"Aufsatz im Buch"
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Search: subject_exact:"Estimation theory"
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Estimation theory
15
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11
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7
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7
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Gredenhoff, Mikael P.
Albers, Sönke
Bhattacharya, Debopam
Eliasz, Piotr
Hausman, Jerry A.
Baltagi, Badi H.
10
Ullah, Aman
10
Renault, Eric
8
Dufour, Jean-Marie
7
Gouriéroux, Christian
7
Maddala, Gangadharrao S.
7
Songsak Sriboonchitta
7
Judge, George G.
6
Li, Qi
6
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6
Andersson, Michael K.
5
Barnett, William A.
5
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5
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5
Stock, James H.
5
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4
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Dahlberg, Matz
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Edgerton, David L.
4
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Lee, Myoung-jae
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Locarek-Junge, Hermann
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Pesaran, M. Hashem
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Bootstrap inference in time series econometrics
5
Essays in honor of Jerry Hausman
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Betriebswirtschaftliche Aspekte lose gekoppelter Systeme und Eletronic Business
1
Econometrics and economic theory in the 20th century : the Ragnar Frisch Centennial Symposium
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Economics to econometrics : contributions in honor of Daniel L. McFadden
1
Essays in honor of Aman Ullah
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Handbook of econometrics ; Vol. 1
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ECONIS (ZBW)
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1
Finite sample bias corrected IV estimation for weak and many instruments
Harding, Matthew C.
;
Hausman, Jerry A.
;
Palmer, …
- In:
Essays in honor of Aman Ullah
,
(pp. 245-273)
.
2016
Persistent link: https://www.econbiz.de/10011530239
Saved in:
2
An expository note on the existence of moments of fuller and hful estimators
Chao, John C.
;
Hausman, Jerry A.
;
Newey, Whitney K.
; …
- In:
Essays in honor of Jerry Hausman
,
(pp. 87-106)
.
2012
Persistent link: https://www.econbiz.de/10009709145
Saved in:
3
Combining two consistent estimators
Chao, John C.
;
Hausman, Jerry A.
;
Newey, Whitney K.
; …
- In:
Essays in honor of Jerry Hausman
,
(pp. 33-53)
.
2012
Persistent link: https://www.econbiz.de/10009709147
Saved in:
4
Essays zur Schätzung von Marketingmodellen und zur Ableitung von Handlungsempfehlungen
Proppe, Dennis
-
2008
Persistent link: https://www.econbiz.de/10003772250
Saved in:
5
Using a Laplace approximation to estimate the random coefficients logit model by nonlinear least squares
Harding, Matthew C.
;
Hausman, Jerry A.
- In:
Economics to econometrics : contributions in honor of …
,
(pp. 1311-1328)
.
2007
Persistent link: https://www.econbiz.de/10003721344
Saved in:
6
Three essays in econometrics : estimation with persistent regressors, MCMC inference about factors, and the FAVAR
Eliasz, Piotr
-
2005
Persistent link: https://www.econbiz.de/10003553303
Saved in:
7
Essays on inference from multi-stage samples with applications to inequality measurement and on estimation of monotone index models
Bhattacharya, Debopam
-
2003
Persistent link: https://www.econbiz.de/10003385099
Saved in:
8
Bootstrap inference in time series econometrics
Gredenhoff, Mikael P.
-
1998
Persistent link: https://www.econbiz.de/10000984101
Saved in:
9
Bootstrap testing and approximate finite sample distributions for tests of linear restrictions on cointegrating vectors
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 121-148)
.
1998
Persistent link: https://www.econbiz.de/10001304235
Saved in:
10
Power and bias of likelihood based inference in the cointegration model under fractional cointegration
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 101-120)
.
1998
Persistent link: https://www.econbiz.de/10001304236
Saved in:
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