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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of econometrics"
~isPartOf:"The review of economics and statistics"
~person:"Andrews, Donald W. K."
~subject:"Modellierung"
~subject:"Monte Carlo simulation"
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Schätztheorie
Modellierung
Monte Carlo simulation
Theorie
17
Theory
17
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8
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3
Bootstrap-Verfahren
3
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Andrews, Donald W. K.
Phillips, Peter C. B.
16
Lee, Lung-fei
14
Chib, Siddhartha
11
Li, Qi
9
Linton, Oliver
9
Saikkonen, Pentti
9
Gouriéroux, Christian
8
Newey, Whitney K.
8
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7
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7
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7
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7
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7
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6
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6
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6
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6
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6
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6
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6
Zinde-Walsh, Victoria
6
Bai, Jushan
5
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5
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5
Godfrey, L. G.
5
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5
Lucas, André
5
McAleer, Michael
5
Park, Joon Y.
5
Choi, In
4
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4
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4
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4
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4
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4
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4
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Econometric theory
Journal of econometrics
The review of economics and statistics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
19
Cowles Foundation discussion paper
12
The review of economic studies
3
Discussion paper / Department of Economics, University of California San Diego
1
Econometric reviews
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
A conditional-heteroskedasticity-robust confidence interval for the autoregressive parameter
Andrews, Donald W. K.
;
Guggenberger, Patrik
- In:
The review of economics and statistics
96
(
2014
)
2
,
pp. 376-381
Persistent link: https://www.econbiz.de/10010392945
Saved in:
2
Equivalence of the higher order asymptotic efficiency of k-step and extremum statistics
Andrews, Donald W. K.
- In:
Econometric theory
18
(
2002
)
5
,
pp. 1040-1085
Persistent link: https://www.econbiz.de/10001702326
Saved in:
3
On the number of bootstrap repetitions for BCa confidence intervals
Andrews, Donald W. K.
;
Buchinsky, Moshe
- In:
Econometric theory
18
(
2002
)
4
,
pp. 962-984
Persistent link: https://www.econbiz.de/10001687496
Saved in:
4
Evaluation of a three-step method for choosing the number of bootstrap repetitions
Andrews, Donald W. K.
;
Buchinsky, Moshe
- In:
Journal of econometrics
103
(
2001
)
1/2
,
pp. 345-386
Persistent link: https://www.econbiz.de/10001585371
Saved in:
5
Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
Andrews, Donald W. K.
;
Lu, Biao
- In:
Journal of econometrics
101
(
2001
)
1
,
pp. 123-164
Persistent link: https://www.econbiz.de/10001545258
Saved in:
6
Hypothesis testing with a restricted parameter space
Andrews, Donald W. K.
- In:
Journal of econometrics
84
(
1998
)
1
,
pp. 155-199
Persistent link: https://www.econbiz.de/10001234468
Saved in:
7
Nonparametric kernel estimation for semiparametric models
Andrews, Donald W. K.
- In:
Econometric theory
11
(
1995
)
3
,
pp. 560-596
Persistent link: https://www.econbiz.de/10001186554
Saved in:
8
Asymptotic optimality of generalized C L, cross-validation, and generalized cross-validation in regression with heteroskedastic errors
Andrews, Donald W. K.
- In:
Journal of econometrics
47
(
1991
)
2
,
pp. 359-377
Persistent link: https://www.econbiz.de/10001099504
Saved in:
9
Additive interactive regression models : circumvention of the curse of dimensionality
Andrews, Donald W. K.
- In:
Econometric theory
6
(
1990
)
4
,
pp. 466-479
Persistent link: https://www.econbiz.de/10001117670
Saved in:
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