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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~isPartOf:"The review of economics and statistics"
~person:"Andrews, Donald W. K."
~person:"Kohn, Robert"
~subject:"Monte Carlo simulation"
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Schätztheorie
Monte Carlo simulation
Theorie
15
Theory
15
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3
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3
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2
Markov-Kette
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Andrews, Donald W. K.
Kohn, Robert
Chib, Siddhartha
11
King, Maxwell L.
7
Koop, Gary
7
Lee, Lung-fei
7
Gouriéroux, Christian
6
Li, Qi
6
Phillips, Peter C. B.
6
Godfrey, L. G.
5
Baltagi, Badi H.
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4
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3
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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
18
Working paper series
17
Cowles Foundation discussion paper
11
Econometric theory
4
Sveriges Riksbank working paper series
4
The review of economic studies
3
Econometric reviews
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
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ECONIS (ZBW)
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10
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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
On some properties of Markov chain Monte Carlo simulation methods based on particular filter
Pitt, Michael K.
;
Santos Silva, Ralph dos
;
Giordani, Paolo
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 134-151
Persistent link: https://www.econbiz.de/10009691169
Saved in:
3
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:
4
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:
5
A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models
Shively, Thomas S.
- In:
Journal of econometrics
76
(
1997
)
1
,
pp. 39-52
Persistent link: https://www.econbiz.de/10001211372
Saved in:
6
Nonparametric regression using Bayesian variable selection
Smith, Michael S.
- In:
Journal of econometrics
75
(
1996
)
2
,
pp. 317-343
Persistent link: https://www.econbiz.de/10001204706
Saved in:
7
Bayesian estimation of an autoregressive model using Markov chain Monte Carlo
Barnett, Glen
- In:
Journal of econometrics
74
(
1996
)
2
,
pp. 237-254
Persistent link: https://www.econbiz.de/10001206889
Saved in:
8
A Bayesian approach to additive semiparametric regression
Wong, Chi-ming
- In:
Journal of econometrics
74
(
1996
)
2
,
pp. 209-235
Persistent link: https://www.econbiz.de/10001206893
Saved in:
9
Testing for linearity in a semiparametric regression model
Shively, Thomas S.
- In:
Journal of econometrics
64
(
1994
)
1
,
pp. 77-96
Persistent link: https://www.econbiz.de/10001166433
Saved in:
10
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:
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