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person:"Gredenhoff, Mikael P."
~person:"Crößmann, Roman"
~person:"Dahlmann, Matz"
~person:"Gaißer, Sandra Caterina"
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Estimation theory
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Gredenhoff, Mikael P.
Crößmann, Roman
Dahlmann, Matz
Gaißer, Sandra Caterina
Phillips, Peter C. B.
300
Pesaran, M. Hashem
184
Gao, Jiti
165
Härdle, Wolfgang
144
Linton, Oliver
143
Andrews, Donald W. K.
137
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127
McAleer, Michael
109
Baltagi, Badi H.
107
Chernozhukov, Victor
106
Chen, Xiaohong
99
Kapetanios, George
92
Imbens, Guido
91
Gouriéroux, Christian
90
Heckman, James J.
86
Lütkepohl, Helmut
86
Swanson, Norman R.
84
White, Halbert
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Otsu, Taisuke
81
Robinson, Peter M.
80
Lee, Lung-fei
77
Koopman, Siem Jan
76
Lechner, Michael
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Li, Qi
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Ullah, Aman
75
Wooldridge, Jeffrey M.
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Bera, Anil K.
73
Franses, Philip Hans
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Stock, James H.
72
Dette, Holger
71
Su, Liangjun
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70
Horowitz, Joel
69
Nielsen, Morten Ørregaard
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Cai, Zongwu
65
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65
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Bootstrap inference in time series econometrics
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ECONIS (ZBW)
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1
Essays in quantitative portfolio optimization
Crößmann, Roman
-
2018
Persistent link: https://www.econbiz.de/10012030578
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2
Statistics for copula-based measures of multivariate association : theory and applications to financial data
Gaißer, Sandra Caterina
-
2011
Persistent link: https://www.econbiz.de/10009125241
Saved in:
3
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:
4
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:
5
Lag-length selection in VAR-models using equal and unequal lag-length procedures
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 59-100)
.
1998
Persistent link: https://www.econbiz.de/10001304237
Saved in:
6
Robust testing for fractional integration using the bootstrap
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 39-58)
.
1998
Persistent link: https://www.econbiz.de/10001304238
Saved in:
7
Bootstrap testing for fractional integration
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 25-38)
.
1998
Persistent link: https://www.econbiz.de/10001304239
Saved in:
8
Robust testing for fractional integration using the bootstrap
Eklund, Bruno
;
Gredenhoff, Mikael P.
-
1998
Persistent link: https://www.econbiz.de/10000978987
Saved in:
9
Bootstrap inference in time series econometrics
Gredenhoff, Mikael P.
-
1998
Persistent link: https://www.econbiz.de/10000984101
Saved in:
10
Essays on estimation methods and local public economics
Dahlberg, Matz
-
1997
Persistent link: https://www.econbiz.de/10000628951
Saved in:
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