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source:"econis"
subject:"Schätztheorie"
~person:"Ahn, Seung Chan"
~subject:"Momentenmethode"
~subject:"Monte Carlo simulation"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Schätztheorie
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Theorie
15
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15
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5
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5
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5
Method of moments
4
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3
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3
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2
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Ahn, Seung Chan
McAleer, Michael
42
Phillips, Peter C. B.
38
Andrews, Donald W. K.
33
Newey, Whitney K.
30
Tsionas, Efthymios G.
29
Lee, Lung-fei
28
Bollerslev, Tim
27
Li, Qi
26
Baltagi, Badi H.
25
Gouriéroux, Christian
25
Pesaran, M. Hashem
24
Ghysels, Eric
22
Gupta, Rangan
22
Ohtani, Kazuhiro
22
Granger, C. W. J.
21
Schmidt, Peter
21
Giles, David E. A.
20
King, Maxwell L.
19
Krämer, Walter
19
Linton, Oliver
19
Perron, Pierre
19
Robinson, Peter M.
19
Wooldridge, Jeffrey M.
19
Chib, Siddhartha
18
Hall, Alastair R.
18
Hendry, David F.
18
Horowitz, Joel
18
Renault, Eric
18
Diebold, Francis X.
17
Franses, Philip Hans
17
Hahn, Jinyong
17
Koop, Gary
17
Smith, Richard J.
17
Tauchen, George Eugene
17
Ullah, Aman
17
Bera, Anil K.
16
Caporale, Guglielmo Maria
16
Kelejian, Harry H.
16
Lucas, André
16
Lütkepohl, Helmut
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Journal of econometrics
4
Econometric reviews
2
Economics letters
1
Journal of productivity analysis
1
Oxford bulletin of economics and statistics
1
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ECONIS (ZBW)
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1
Panel data models with multiple time-varying individual effects
Ahn, Seung Chan
;
Lee, Young Hoon
;
Schmidt, Peter
- In:
Journal of econometrics
174
(
2013
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10009737238
Saved in:
2
Stochastic frontier models with multiple time-varying individual effects
Ahn, Seung Chan
;
Lee, Young Hoon
;
Schmidt, Peter
- In:
Journal of productivity analysis
27
(
2007
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10003494902
Saved in:
3
GMM estimation of linear panel data models with time-varying individual effects
Ahn, Seung Chan
;
Lee, Young Hoon
;
Schmidt, Peter
- In:
Journal of econometrics
101
(
2001
)
2
,
pp. 219-255
Persistent link: https://www.econbiz.de/10001554897
Saved in:
4
Estimation of long-run inefficiency levels : a dynamic frontier approach
Ahn, Seung Chan
;
Good, David H.
;
Sickles, Robin C.
- In:
Econometric reviews
19
(
2000
)
4
,
pp. 461-492
Persistent link: https://www.econbiz.de/10001521435
Saved in:
5
Efficient estimation of dynamic panel data models : alternative assumptions and simplified estimation
Ahn, Seung Chan
- In:
Journal of econometrics
76
(
1997
)
1
,
pp. 309-321
Persistent link: https://www.econbiz.de/10001211358
Saved in:
6
Orthogonality tests in linear models
Ahn, Seung Chan
- In:
Oxford bulletin of economics and statistics
59
(
1997
)
1
,
pp. 183-186
Persistent link: https://www.econbiz.de/10001223724
Saved in:
7
A reformulation of the Hausman test for regression models with pooled cross-section-time-series data
Ahn, Seung Chan
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 309-319
Persistent link: https://www.econbiz.de/10001194730
Saved in:
8
A separability result for GMM estimation, with applications to GLS prediction and conditional moment tests
Ahn, Seung Chan
- In:
Econometric reviews
14
(
1995
)
1
,
pp. 19-34
Persistent link: https://www.econbiz.de/10001177160
Saved in:
9
The Lagrangean multiplier test for a model with two selectivity criteria
Ahn, Seung Chan
- In:
Economics letters
38
(
1992
)
1
,
pp. 9-15
Persistent link: https://www.econbiz.de/10001122996
Saved in:
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