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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:"Lütkepohl, Helmut"
~subject:"Monte Carlo simulation"
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Schätztheorie
Monte Carlo simulation
Theorie
17
Theory
17
Estimation theory
8
Cointegration
5
Kointegration
5
Time series analysis
4
VAR model
4
VAR-Modell
4
Zeitreihenanalyse
4
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Statistical test
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00.12.1994
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Andrews, Donald W. K.
Lütkepohl, Helmut
Chib, Siddhartha
11
King, Maxwell L.
7
Koop, Gary
7
Lee, Lung-fei
7
Gouriéroux, Christian
6
Kohn, Robert
6
Li, Qi
6
Phillips, Peter C. B.
6
Godfrey, L. G.
5
Baltagi, Badi H.
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
Schmidt, Peter
4
Shively, Thomas S.
4
Steel, Mark F. J.
4
Abadie, Alberto
3
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3
Ali, Mukhtar M.
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Bai, Jushan
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3
Horowitz, Joel
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3
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3
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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
Cowles Foundation discussion paper
11
Econometric theory
7
Econometric reviews
3
The review of economic studies
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
1
Discussion paper / Centre for Economic Policy Research
1
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1
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1
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1
EUI working paper / ECO
1
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Journal of economic dynamics & control
1
Macroeconomic dynamics
1
Nonparametric dynamic modelling
1
Oxford bulletin of economics and statistics
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Working papers in econometrics and applied statistics
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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
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:
3
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:
4
Impulse response analysis in infinite order cointegrated vector autoregressive processes
Lütkepohl, Helmut
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 127-157
Persistent link: https://www.econbiz.de/10001336799
Saved in:
5
Nonparametric dynamic modelling
Lütkepohl, Helmut
(
contributor
)
- In:
Journal of econometrics
81
(
1997
)
1
Persistent link: https://www.econbiz.de/10001229341
Saved in:
6
Modified Wald tests under nonregular conditions
Lütkepohl, Helmut
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 315-332
Persistent link: https://www.econbiz.de/10001219971
Saved in:
7
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:
8
Asymptotic distributions of impulse response functions and forecast error variance decompositions of vector autoregressive models
Lütkepohl, Helmut
- In:
The review of economics and statistics
72
(
1990
)
1
,
pp. 116-125
Persistent link: https://www.econbiz.de/10001085596
Saved in:
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