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person:"Ullah, Aman"
subject:"Theory"
~isPartOf:"Carnegie Rochester conference series on public policy : a bi-annual conference proceedings"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Journal of econometrics"
~isPartOf:"Panel data econometrics : theoretical contributions and empirical applications"
~isPartOf:"The econometrics journal"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~language:"eng"
~person:"Abadie, Alberto"
~person:"Angrist, Joshua D."
~person:"Basu, Anirban"
~person:"Heckman, James J."
~person:"Onatski, Alexei"
~person:"Perron, Pierre"
~person:"Taylor, Robert"
~subject:"College"
~subject:"Income distribution"
~subject:"Matching"
~subject:"Schätztheorie"
~subject:"Schätzung"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Ullah, Aman
Abadie, Alberto
Angrist, Joshua D.
Basu, Anirban
Heckman, James J.
Onatski, Alexei
Perron, Pierre
Taylor, Robert
Phillips, Peter C. B.
36
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Carnegie Rochester conference series on public policy : a bi-annual conference proceedings
Discussion paper series / IZA
Journal of econometrics
Panel data econometrics : theoretical contributions and empirical applications
The econometrics journal
Working paper / National Bureau of Economic Research, Inc.
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New approaches to modelling, specification selection and econometric inference
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Quantitative economics : QE ; journal of the Econometric Society
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Special issue on new developments in time series econometrics
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ECONIS (ZBW)
38
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1
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
2
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
3
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
4
Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures
Kim, Dukpa
;
Oka, Tatsushi
;
Estrada, Francisco
;
Perron, …
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 130-152
Persistent link: https://www.econbiz.de/10012438315
Saved in:
5
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 354-388
Persistent link: https://www.econbiz.de/10012483394
Saved in:
6
Extreme canonical correlations and high-dimensional cointegration analysis
Onatski, Alexei
;
Wang, Chen
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 307-322
Persistent link: https://www.econbiz.de/10012303946
Saved in:
7
Testing for common breaks in a multiple equations system
Oka, Tatsushi
;
Perron, Pierre
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10011974716
Saved in:
8
Testing for parameter instability in predictive regression models
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10011974719
Saved in:
9
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 165-188
Persistent link: https://www.econbiz.de/10011818374
Saved in:
10
Residuals-based tests for cointegration with generalized least-squares detrended data
Perron, Pierre
;
Rodríguez, Gabriel
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 84-111
Persistent link: https://www.econbiz.de/10011487613
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