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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~person:"Caporale, Guglielmo Maria"
~person:"Pesaran, M. Hashem"
~person:"Robinson, Peter M."
~subject:"United States"
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Estimation theory
Schätzung
United States
Theorie
30
Theory
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Time series analysis
8
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8
Estimation
7
Großbritannien
6
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Schätztheorie
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1972-1987
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13
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Caporale, Guglielmo Maria
Pesaran, M. Hashem
Robinson, Peter M.
Phillips, Peter C. B.
9
Gouriéroux, Christian
7
Koop, Gary
7
Lee, Lung-fei
7
Li, Qi
7
Chib, Siddhartha
6
Diebold, Francis X.
6
Steel, Mark F. J.
6
Franses, Philip Hans
5
Kohn, Robert
5
Aït-Sahalia, Yacine
4
Baltagi, Badi H.
4
Chen, Songnian
4
Ghysels, Eric
4
Gonzalo, Jesús
4
Granger, C. W. J.
4
Haldrup, Niels
4
King, Maxwell L.
4
Ohtani, Kazuhiro
4
Schmidt, Peter
4
Swanson, Norman R.
4
West, Kenneth D.
4
Abrevaya, Jason
3
Ali, Mukhtar M.
3
Andrews, Donald W. K.
3
Atkinson, Scott Estes
3
Donald, Stephen G.
3
Fernández, Carmen
3
Frühwirth-Schnatter, Sylvia
3
Gallant, A. Ronald
3
Godfrey, L. G.
3
Golan, Amos
3
Greenberg, Edward S.
3
Harvey, Andrew C.
3
Heckman, James J.
3
Honoré, Bo E.
3
Horowitz, Joel
3
Hsiao, Cheng
3
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Economic modelling
Journal of econometrics
CESifo working papers
32
Discussion paper / Centre for Economic Forecasting
21
DAE working paper
18
Cambridge working papers in economics
13
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
11
Economics and finance working paper series
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Journal of applied econometrics
8
CESifo Working Paper Series
7
Suntory and Toyota International Centres for Economics and Related Disciplines
7
Discussion paper series / IZA
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Oxford bulletin of economics and statistics
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
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2
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Econometric reviews
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Empirica : journal of european economics
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Global economic institutions working paper series
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A World Bank study
1
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1
Persistence and cycles in US hours worked
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Economic modelling
38
(
2014
),
pp. 504-511
Persistent link: https://www.econbiz.de/10010418982
Saved in:
2
Aggregation in large dynamic panels
Pesaran, M. Hashem
;
Chudik, Alexander
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 273-285
Persistent link: https://www.econbiz.de/10010256161
Saved in:
3
Infinite-dimensional VARs and factor models
Chudik, Alexander
;
Pesaran, M. Hashem
- In:
Journal of econometrics
163
(
2011
)
1
,
pp. 4-22
Persistent link: https://www.econbiz.de/10009270601
Saved in:
4
Efficient estimation of the semiparametric spatial autoregressive model
Robinson, Peter M.
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 6-17
Persistent link: https://www.econbiz.de/10008661876
Saved in:
5
Diagnostic testing for cointegration
Robinson, Peter M.
- In:
Journal of econometrics
143
(
2008
)
1
,
pp. 206-225
Persistent link: https://www.econbiz.de/10003722599
Saved in:
6
Coordination and price shocks : an empirical analysis
Caporale, Guglielmo Maria
;
Chui, Michael
;
Hall, Stephen G.
- In:
Economic modelling
18
(
2001
)
4
,
pp. 569-584
Persistent link: https://www.econbiz.de/10001654125
Saved in:
7
Cross-sectional aggregation of non-linear models
VanGarderen, Kees Jan
;
Lee, Kevin C.
;
Pesaran, M. Hashem
- In:
Journal of econometrics
95
(
2000
)
2
,
pp. 285-331
Persistent link: https://www.econbiz.de/10001435991
Saved in:
8
Structural analysis of vector error correction models with exogenous I (1) variables
Pesaran, M. Hashem
;
Shin, Yongcheol
;
Smith, Richard J.
- In:
Journal of econometrics
97
(
2000
)
2
,
pp. 293-343
Persistent link: https://www.econbiz.de/10001496593
Saved in:
9
Unit roots and long-run causality : investigating the relationship between output, money and interest rates
Caporale, Guglielmo Maria
- In:
Economic modelling
15
(
1998
)
1
,
pp. 91-112
Persistent link: https://www.econbiz.de/10001247848
Saved in:
10
Modelling the sterling-deutschmark exchange rate : non-linear dependence and thick tails
Caporale, Guglielmo Maria
- In:
Economic modelling
13
(
1996
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10001204716
Saved in:
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