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source:"econis"
subject:"Schätztheorie"
~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
7
Theory
7
Estimation theory
4
Statistical test
2
Statistischer Test
2
Autocorrelation
1
Autokorrelation
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Econometrics
1
Economic model
1
Heteroscedasticity
1
Heteroskedastizität
1
Method of moments
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Momentenmethode
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Panel study
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Andrews, Donald W. K.
Chib, Siddhartha
11
Phillips, Peter C. B.
8
King, Maxwell L.
7
Koop, Gary
7
Lee, Lung-fei
7
Gouriéroux, Christian
6
Kohn, Robert
6
Li, Qi
6
Godfrey, L. G.
5
Baltagi, Badi H.
4
Chen, Songnian
4
Diebold, Francis X.
4
Donald, Stephen G.
4
Golan, Amos
4
Granger, C. W. J.
4
Lucas, André
4
Lütkepohl, Helmut
4
McAleer, Michael
4
Newey, Whitney K.
4
Schmidt, Peter
4
Shively, Thomas S.
4
Steel, Mark F. J.
4
Abadie, Alberto
3
Abrevaya, Jason
3
Ali, Mukhtar M.
3
Bai, Jushan
3
Dagenais, Marcel G.
3
Dufour, Jean-Marie
3
Elliott, Graham
3
Franses, Philip Hans
3
Gonzalo, Jesús
3
Greenberg, Edward S.
3
Haldrup, Niels
3
Heckman, James J.
3
Hendry, David F.
3
Hong, Han
3
Horowitz, Joel
3
Hsiao, Cheng
3
Imbens, Guido
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
19
Cowles Foundation discussion paper
12
Econometric theory
4
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
1
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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
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:
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
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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