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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"Computational economics"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Econometric theory"
~person:"Drost, Feike C."
~person:"Newey, Whitney K."
~subject:"Bootstrap-Verfahren"
~subject:"Modellierung"
~subject:"Schätztheorie"
~subject:"Statistical inference"
~subject:"Zeitreihenanalyse"
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Monte-Carlo-Simulation
Panel study
Bootstrap-Verfahren
Modellierung
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Estimation theory
17
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10
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Drost, Feike C.
Newey, Whitney K.
Einmahl, John H. J.
24
Phillips, Peter C. B.
22
Linton, Oliver
20
Steel, Mark F. J.
16
Magnus, Jan R.
15
Čížek, Pavel
15
Lee, Lung-fei
12
Werker, Bas J. M.
12
Kleijnen, Jack P. C.
11
Osiewalski, Jacek
10
Härdle, Wolfgang
9
Li, Qi
9
Nijman, Theodore E.
9
Saikkonen, Pentti
9
Andrews, Donald W. K.
8
Chen, Songnian
8
Jong, Robert M. de
8
Pötscher, Benedikt M.
8
Soest, Arthur van
8
White, Halbert
8
Bera, Anil K.
7
Chambers, Marcus J.
7
Chan, Ngai Hang
7
Horváth, Lajos
7
Otsu, Taisuke
7
Segers, Johan
7
Wang, Qiying
7
Wooldridge, Jeffrey M.
7
Bierens, Herman J.
6
Cavaliere, Giuseppe
6
Fernández, Carmen
6
Gao, Jiti
6
Hahn, Jinyong
6
Hansen, Bruce E.
6
Jansson, Michael
6
Knight, John L.
6
Leybourne, Stephen James
6
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Discussion paper / Center for Economic Research, Tilburg University
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25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
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Econometric Research Program research memorandum
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1
Alternative asymptotics and the partially linear model with many regressors
Cattaneo, Matias D.
;
Jansson, Michael
;
Newey, Whitney K.
- In:
Econometric theory
34
(
2018
)
2
,
pp. 277-301
Persistent link: https://www.econbiz.de/10011950954
Saved in:
2
A note on generalized empirical likelihood estimation of semiparametric conditional moment restriction models
Sueishi, Naoya
- In:
Econometric theory
33
(
2017
)
5
,
pp. 1242-1258
Persistent link: https://www.econbiz.de/10011810263
Saved in:
3
Note on integer-valued bilinear time series models
Drost, Feike C.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003656746
Saved in:
4
Efficient estimation of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models
Drost, Feike C.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003483609
Saved in:
5
Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instruments
Chao, John C.
;
Swanson, Norman R.
;
Hausman, Jerry A.
; …
- In:
Econometric theory
28
(
2012
)
1
,
pp. 42-86
Persistent link: https://www.econbiz.de/10009520974
Saved in:
6
Semiparametric duration models
Drost, Feike C.
(
contributor
);
Werker, Bas J. M.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001568494
Saved in:
7
Efficient estimation of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models
Drost, Feike C.
(
contributor
); …
-
2008
-
Rev. version of CentER Discussion Paper 2007-23
Persistent link: https://www.econbiz.de/10003752414
Saved in:
8
Local asymptotic normality and efficient estimation for INAR (P) models
Drost, Feike C.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003331631
Saved in:
9
Efficiency comparisons of maximum likelihood-based estimators in GARCH models
González-Rivera, Gloria
;
Drost, Feike C.
-
1998
Persistent link: https://www.econbiz.de/10000997535
Saved in:
10
Efficient estimation in semiparametric GARCH models
Drost, Feike C.
;
Klaassen, Chris A.
-
1996
Persistent link: https://www.econbiz.de/10000933993
Saved in:
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