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subject:"Großbritannien"
subject:"Wechselkurs"
~isPartOf:"Cambridge working papers in economics"
~subject:"Korrelation"
~subject:"United States"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Wechselkurs
Korrelation
United States
Estimation theory
63
Schätztheorie
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Estimation
16
Nichtparametrisches Verfahren
16
Nonparametric statistics
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Linton, Oliver
5
Jochmans, Koen
4
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4
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2
Chudik, Alexander
2
Li, Degui
2
Onatski, Alexei
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1
Hafner, Christian M.
1
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1
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1
Kapetanios, George
1
Li, Yuning
1
Timmermann, Allan
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Tosetti, Elisa
1
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1
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Cambridge working papers in economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
144
Journal of econometrics
93
Economics letters
50
The review of economics and statistics
47
Working paper / National Bureau of Economic Research, Inc.
45
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38
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24
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22
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22
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
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American journal of agricultural economics
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Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
2
Estimation of the Kronecker covariance model by quadratic form
Linton, Oliver
;
Tang, Haihan
-
2020
Persistent link: https://www.econbiz.de/10013203297
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3
Testing for correlation in error-component models
Jochmans, Koen
-
2019
Persistent link: https://www.econbiz.de/10012692618
Saved in:
4
xtserialpm: a portmanteau test for serial correlation in a linear panel model
Jochmans, Koen
;
Verardi, Vincenzo
-
2019
Persistent link: https://www.econbiz.de/10012699244
Saved in:
5
Testing correlation in error-component models
Jochmans, Koen
-
2019
-
This version: September 4, 2019
Persistent link: https://www.econbiz.de/10012703301
Saved in:
6
Testing in high-dimensional spiked models
Johnstone, Iain M.
;
Onatski, Alexei
-
2018
Persistent link: https://www.econbiz.de/10012667588
Saved in:
7
Estimation of a multiplicative correlation structure in the large dimensional case
Hafnery, Christian
;
Linton, Oliver
;
Tang, Haihan
-
2018
Persistent link: https://www.econbiz.de/10012671159
Saved in:
8
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
-
2018
-
version: October 24, 2018
Persistent link: https://www.econbiz.de/10012671372
Saved in:
9
A portmanteau test for correlation in short panels
Jochmans, Koen
-
2018
Persistent link: https://www.econbiz.de/10012672305
Saved in:
10
Extreme canonical correlations and high-dimensional cointegration analysis
Onatski, Alexei
;
Wang, Chen
-
2017
Persistent link: https://www.econbiz.de/10012667643
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