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subject:"Germany"
~isPartOf:"The econometrics journal"
~person:"Camponovo, Lorenzo"
~person:"Gao, Jiti"
~subject:"Cointegration"
~subject:"Schätztheorie"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Germany
Cointegration
Schätztheorie
Estimation theory
4
Bootstrap approach
2
Bootstrap-Verfahren
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Asymptotic distribution
1
Asymptotic refinements
1
Edgeworth expansion
1
Extremum estimators
1
Local power function
1
Nichtlineare Regression
1
Nonlinear regression
1
Nonlinear time series
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Nonparametric bootstrap
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Panel
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Panel study
1
Probability theory
1
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Quasi-likelihood ratio tests
1
Size function
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Specification testing
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Statistical test
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Statistischer Test
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Stochastic process
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Aufsatz in Zeitschrift
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Camponovo, Lorenzo
Gao, Jiti
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
Davidson, Russell
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
Haiqing Xu
2
Hausman, Jerry A.
2
Hoderlein, Stefan
2
Honoré, Bo E.
2
Hsu, Yu-Chin
2
Hu, Luojia
2
Hu, Yingyao
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The econometrics journal
Journal of econometrics
14
Econometric theory
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Econometric reviews
6
Economics letters
1
Journal of banking & finance
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Journal of productivity analysis
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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
Specification testing in nonstationary time series models
Chen, Jia
;
Gao, Jiti
;
Li, Degui
;
Lin, Zhengyan
- In:
The econometrics journal
18
(
2015
)
1
,
pp. 117-136
Persistent link: https://www.econbiz.de/10011345989
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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
Non-parametric time-varying coefficient panel data models with fixed effects
Li, Degui
;
Chen, Jia
;
Gao, Jiti
- In:
The econometrics journal
14
(
2011
)
3
,
pp. 387-408
Persistent link: https://www.econbiz.de/10009382522
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