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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~accessRights:"restricted"
~isPartOf:"Econometric reviews"
~isPartOf:"NBER Working Paper"
~subject:"Bootstrap-Verfahren"
~subject:"Impact assessment"
~subject:"Schätzung"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Panel study
Bootstrap-Verfahren
Impact assessment
Schätzung
Estimation theory
247
Schätztheorie
247
Nichtparametrisches Verfahren
71
Nonparametric statistics
71
Time series analysis
54
Zeitreihenanalyse
54
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Panel
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Estimation
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Statistischer Test
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Method of moments
27
Momentenmethode
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Bootstrap approach
17
Maximum likelihood estimation
17
Maximum-Likelihood-Schätzung
17
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17
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17
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15
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15
Stochastic process
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Stochastischer Prozess
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panel data
14
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Baltagi, Badi H.
6
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3
Liu, Long
3
Sun, Yiguo
3
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2
Bartolucci, Francesco
2
Breitung, Jörg
2
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2
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2
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2
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2
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2
Juodis, Artūras
2
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2
Lee, Lung-fei
2
Linton, Oliver
2
Pai Xu
2
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2
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2
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2
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2
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1
Ando, Tomohiro
1
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1
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1
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1
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Econometric reviews
NBER Working Paper
Journal of econometrics
269
Economics letters
111
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
105
Economic modelling
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
The econometrics journal
37
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34
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
29
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Finance research letters
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International journal of forecasting
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20
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19
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19
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IEA CO2 Emissions from Fuel Combustion Statistics: Greenhouse Gas Emissions from Energy
10
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91
Conditionally efficient estimation of long-run relationships using mixed-frequency time series
Miller, J. Isaac
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1142-1171
Persistent link: https://www.econbiz.de/10011591156
Saved in:
92
A general quantile function model for economic and financial time series
Cai, Yuzhi
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1173-1193
Persistent link: https://www.econbiz.de/10011591169
Saved in:
93
A (semi)parametric functional coefficient logarithmic autoregressive conditional duration model
Fernandes, Marcelo
;
Medeiros, Marcelo C.
;
Veiga, Alvaro
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1221-1250
Persistent link: https://www.econbiz.de/10011591186
Saved in:
94
Issues in estimating new Keynesian Phillips curves in the presence of unknown structural change
Kulish, Mariano
;
Pagan, Adrian R.
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1251-1270
Persistent link: https://www.econbiz.de/10011591203
Saved in:
95
Modified profile likelihood for fixed-effects panel data models
Bartolucci, Francesco
;
Bellio, R.
;
Salvan, A.
;
Sartori, N.
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1271-1289
Persistent link: https://www.econbiz.de/10011591243
Saved in:
96
Testing for serial correlation in fixed-effects panel data models
Born, Benjamin
;
Breitung, Jörg
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1290-1316
Persistent link: https://www.econbiz.de/10011591304
Saved in:
97
EC3SLS estimator for a simultaneous system of spatial autoregressive equations with random effects
Baltagi, Badi H.
;
Deng, Ying
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 659-694
Persistent link: https://www.econbiz.de/10011483370
Saved in:
98
Semiparametric estimation of partially varying-coefficient dynamic panel data models
Cai, Zongwu
;
Chen, Linna
;
Fang, Ying
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 695-719
Persistent link: https://www.econbiz.de/10011483372
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99
Endogeneity in semiparametric panel binary choice model
Ai, Chunrong
;
Meng, Meixia
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 799-827
Persistent link: https://www.econbiz.de/10011483389
Saved in:
100
Local linear estimation of a nonparametric cointegration model
Liang, Zhongwen
;
Lin, Zhongjian
;
Hsiao, Cheng
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 882-906
Persistent link: https://www.econbiz.de/10011483398
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