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subject:"Indien"
subject:"Sparen"
~isPartOf:"CEMMAP working papers / Centre for Microdata Methods and Practice"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Econometrics : open access journal"
~isPartOf:"Journal of econometrics"
~isPartOf:"NBER Working Paper"
~subject:"IV-Schätzung"
~subject:"Induktive Statistik"
~subject:"Statistischer Test"
~type_genre:"Conference paper"
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Search: subject_exact:"Estimation theory"
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Indien
Sparen
IV-Schätzung
Induktive Statistik
Statistischer Test
Estimation theory
24
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24
Nichtparametrisches Verfahren
15
Nonparametric statistics
15
Estimation
7
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7
Statistical test
7
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6
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6
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Maximum likelihood estimation
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3
Panel data
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"Black Swans"
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(Adaptive) model selection
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(Nonlinear) Irregular functionals
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2008 fiscal stimulus plan of China
1
Arbeitsangebot
1
Asymptotic bias
1
Asymptotic mean squared errors
1
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1
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Chen, Xiaohong
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Christensen, Timothy M.
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Granziera, Eleonora
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Green, Carl
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Hsiao, Cheng
1
Hubrich, Kirstin
1
Long, Wei
1
Lu, Xun
1
McElroy, Tucker
1
Moon, Hyungsik Roger
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Politis, Dimitris N.
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Su, Liangjun
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CEMMAP working papers / Centre for Microdata Methods and Practice
Cambridge working papers in economics
Econometrics : open access journal
Journal of econometrics
NBER Working Paper
Energy reports
1
Labour economics : official journal of the European Association of Labour Economists
1
Peace economics, peace science and public policy
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The American economic review
1
The econometrics of complex survey data : theory and applications
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ECONIS (ZBW)
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1
Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions
Chen, Xiaohong
;
Christensen, Timothy M.
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 447-465
Persistent link: https://www.econbiz.de/10011503628
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2
Testing error serial correlation in fixed effects nonparametric panel data models
Green, Carl
;
Long, Wei
;
Hsiao, Cheng
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 466-473
Persistent link: https://www.econbiz.de/10011503631
Saved in:
3
Quasi-maximum likelihood estimation and testing for nonlinear models with endogenous explanatory variables
Wooldridge, Jeffrey M.
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 226-234
Persistent link: https://www.econbiz.de/10010497086
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4
Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics
McElroy, Tucker
;
Politis, Dimitris N.
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 211-225
Persistent link: https://www.econbiz.de/10010497087
Saved in:
5
A predictability test for a small number of nested models
Granziera, Eleonora
;
Hubrich, Kirstin
;
Moon, Hyungsik Roger
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 174-185
Persistent link: https://www.econbiz.de/10010497092
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6
Testing conditional independence via empirical likelihood
Su, Liangjun
;
White, Halbert
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 27-44
Persistent link: https://www.econbiz.de/10010497148
Saved in:
7
Testing for separability in structural equations
Lu, Xun
;
White, Halbert
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 14-26
Persistent link: https://www.econbiz.de/10010497150
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