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subject:"Germany"
~isPartOf:"The econometrics journal"
~person:"Camponovo, Lorenzo"
~person:"Davidson, Russell"
~subject:"Cointegration"
~subject:"Schätztheorie"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Germany
Cointegration
Schätztheorie
Estimation theory
5
Bootstrap approach
2
Bootstrap-Verfahren
2
Statistical test
2
Statistischer Test
2
AR test
1
Asymptotic refinements
1
Confidence set
1
Extremum estimators
1
F-test
1
IV-Schätzung
1
Induktive Statistik
1
Instrumental variables
1
Limited information maximum likelihood
1
Nichtparametrisches Verfahren
1
Nonparametric bootstrap
1
Nonparametric statistics
1
Overidentifying restrictions
1
Probability theory
1
Quasi-likelihood ratio tests
1
Regression analysis
1
Regressionsanalyse
1
Sargan test
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Simultaneous equations
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Statistical inference
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Aufsatz in Zeitschrift
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Camponovo, Lorenzo
Davidson, Russell
Baltagi, Badi H.
4
Perron, Pierre
4
Phillips, Peter C. B.
4
Shin, Youngki
4
Bai, Jushan
3
Bravo, Francesco
3
Chen, Jia
3
Chong, Terence Tai-Leung
3
Gørgens, Tue
3
Jochmans, Koen
3
Lee, Lung-fei
3
MacKinnon, James G.
3
Mammen, Enno
3
Moon, Hyungsik Roger
3
Otsu, Taisuke
3
Preminger, Arie
3
Wu, Ximing
3
Xiao, Zhijie
3
Zhang, Zhengyu
3
Čížek, Pavel
3
Abrevaya, Jason
2
Ai, Chunrong
2
Blevins, Jason R.
2
Bohn Nielsen, Heino
2
Canay, Ivan A.
2
Chen, Le-Yu
2
Delgado, Miguel A.
2
Dufour, Jean-Marie
2
Fan, Jianqing
2
Florens, Jean-Pierre
2
Gao, Jiti
2
Haiqing Xu
2
Hausman, Jerry A.
2
Hoderlein, Stefan
2
Honoré, Bo E.
2
Hsu, Yu-Chin
2
Hu, Luojia
2
Hu, Yingyao
2
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The econometrics journal
Econometric reviews
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric theory
2
Econometrics : open access journal
1
Economics letters
1
Econométrie non linéaire asymptotique
1
Journal of econometrics
1
L'hétérogénéité en économétrie : numéro spécial
1
Oxford bulletin of economics and statistics
1
Quantitative finance and economics
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ECONIS (ZBW)
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Asymptotic refinements of nonparametric bootstrap for quasi-likelihood ratio tests for classes of extremum estimators
Camponovo, Lorenzo
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 33-54
Persistent link: https://www.econbiz.de/10011487564
Saved in:
2
Confidence sets based on inverting Anderson–Rubin tests
Davidson, Russell
;
MacKinnon, James G.
- In:
The econometrics journal
17
(
2014
)
2
,
pp. 39-58
Persistent link: https://www.econbiz.de/10010498734
Saved in:
3
Breakdown point theory for implied probability bootstrap
Camponovo, Lorenzo
;
Otsu, Taisuke
- In:
The econometrics journal
15
(
2012
)
1
,
pp. 32-55
Persistent link: https://www.econbiz.de/10009520549
Saved in:
4
Statistical inference in the presence of heavy tails
Davidson, Russell
- In:
The econometrics journal
15
(
2012
)
1
,
pp. 31-53
Persistent link: https://www.econbiz.de/10009520552
Saved in:
5
Moments of IV and JIVE estimators
Davidson, Russell
;
MacKinnon, James G.
- In:
The econometrics journal
10
(
2007
)
3
,
pp. 541-553
Persistent link: https://www.econbiz.de/10003637613
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