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person:"Jenkins, Stephen P."
subject:"Schätzung"
~person:"Fernández-Villaverde, Jesús"
~person:"Heckman, James J."
~person:"Huber, Florian"
~person:"Marcellino, Massimiliano"
~person:"Weidner, Martin"
~subject:"Kausalanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Estimation theory
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9
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Jenkins, Stephen P.
Fernández-Villaverde, Jesús
Heckman, James J.
Huber, Florian
Marcellino, Massimiliano
Weidner, Martin
Kumbhakar, Subal
15
Su, Liangjun
13
Gao, Jiti
12
Tauchen, George Eugene
12
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10
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10
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9
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9
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9
Li, Qi
9
Baltagi, Badi H.
8
Hsiao, Cheng
8
Lee, Lung-fei
8
Phillips, Peter C. B.
8
Ramírez, Miguel D.
8
Tsionas, Efthymios G.
8
Cai, Zongwu
7
Francq, Christian
7
Jochmans, Koen
7
Kapetanios, George
7
Kim, Donggyu
7
Lu, Xun
7
White, Halbert
7
Wooldridge, Jeffrey M.
7
Caporale, Guglielmo Maria
6
Egger, Peter
6
Fan, Yanqin
6
Koop, Gary
6
Lesage, James P.
6
Lütkepohl, Helmut
6
Park, Joon Y.
6
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6
Pesaran, M. Hashem
6
Racine, Jeffrey
6
Sun, Yiguo
6
Wang, Yazhen
6
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6
Yu, Jihai
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ECONIS (ZBW)
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1
The econometric model for causal policy analysis
Heckman, James J.
;
Pinto, Rodrigo
- In:
Annual review of economics
14
(
2022
),
pp. 893-923
Persistent link: https://www.econbiz.de/10014428471
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2
Fixed-effect regressions on network data
Jochmans, Koen
;
Weidner, Martin
-
2019
Persistent link: https://www.econbiz.de/10012699011
Saved in:
3
Nonlinear factor models for network and panel data
Chen, Mingli
;
Fernández-Val, Iván
;
Weidner, Martin
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 296-324
Persistent link: https://www.econbiz.de/10012618515
Saved in:
4
Inducing sparsity and shrinkage in time-varying parameter models
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 669-683
Persistent link: https://www.econbiz.de/10012588006
Saved in:
5
Time-varying instrumental variable estimation
Giraitis, Liudas
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 394-415
Persistent link: https://www.econbiz.de/10013275394
Saved in:
6
Using time-varying volatility for identification in Vector Autoregressions : an application to endogenous uncertainty
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of econometrics
225
(
2021
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10013278994
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7
Threshold cointegration in international exchange rates : a Bayesian approach
Huber, Florian
;
Zörner, Thomas
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 458-473
Persistent link: https://www.econbiz.de/10012300684
Saved in:
8
Estimation of random coefficients logit demand models with interactive fixed effects
Moon, Hyungsik Roger
;
Shum, Matthew
;
Weidner, Martin
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 613-644
Persistent link: https://www.econbiz.de/10012110420
Saved in:
9
Dynamic treatment effects
Heckman, James J.
;
Humphries, John Eric
;
Veramendi, Gregory
- In:
Journal of econometrics
191
(
2016
)
2
,
pp. 276-292
Persistent link: https://www.econbiz.de/10011610524
Saved in:
10
Estimating dynamic equilibrium models with stochastic volatility
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
- In:
Journal of econometrics
185
(
2015
)
1
,
pp. 216-229
Persistent link: https://www.econbiz.de/10011339869
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