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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"Computational economics"
~isPartOf:"Econometric theory"
~subject:"Bootstrap-Verfahren"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Panel study
Bootstrap-Verfahren
Zeitreihenanalyse
Estimation theory
831
Schätztheorie
831
Theorie
287
Theory
287
Time series analysis
190
Nichtparametrisches Verfahren
116
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116
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111
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32
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32
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30
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29
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28
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28
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26
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25
Statistische Methodenlehre
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Phillips, Peter C. B.
7
Boubaker, Heni
4
Chan, Ngai Hang
4
Johansen, Søren
4
Leybourne, Stephen James
4
Omay, Tolga
4
Cavaliere, Giuseppe
3
Chambers, Marcus J.
3
Gao, Jiti
3
Grégoir, Stéphane
3
Lütkepohl, Helmut
3
Nielsen, Morten Ørregaard
3
Peng, Liang
3
Politis, Dimitris N.
3
Robinson, Peter M.
3
Saikkonen, Pentti
3
Seo, Won-Ki
3
Sun, Yixiao
3
Taylor, Robert
3
Velasco, Carlos
3
Vogelsang, Timothy J.
3
Zhang, Rongmao
3
Breitung, Jörg
2
Cattaneo, Matias D.
2
Chen, Songnian
2
Chen, Xiaohong
2
Choi, In
2
Georgiev, Iliyan
2
Ghysels, Eric
2
Gonçalves, Sílvia
2
Hahn, Jinyong
2
Harris, David
2
Hayakawa, Kazuhiko
2
Hidalgo, Javier
2
Hill, Jonathan B.
2
Hong, Yongmiao
2
Horváth, Lajos
2
Jansson, Michael
2
Jong, Robert M. de
2
Kanaya, Shin
2
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537
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252
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209
Econometric reviews
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131
The econometrics journal
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91
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41
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39
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31
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31
SFB 649 discussion paper
31
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30
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ECONIS (ZBW)
248
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1
Weighted-Average Least Squares (WALS) : confidence and prediction intervals
De Luca, Giuseppe
;
Magnus, Jan R.
;
Peracchi, Franco
- In:
Computational economics
61
(
2023
)
4
,
pp. 1637-1664
Persistent link: https://www.econbiz.de/10014327098
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2
An alternative bootstrap for proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Computational economics
62
(
2023
)
4
,
pp. 1857-1882
Persistent link: https://www.econbiz.de/10014442568
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3
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
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4
Second-order bias reduction for nonlinear panel data models with fixed effects based on expected quantities
Schumann, Martin
- In:
Econometric theory
39
(
2023
)
4
,
pp. 693-736
Persistent link: https://www.econbiz.de/10014342248
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5
Cointegration and representation of cointegrated autoregressive processes in Banach spaces
Seo, Won-Ki
- In:
Econometric theory
39
(
2023
)
4
,
pp. 737-788
Persistent link: https://www.econbiz.de/10014342259
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6
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
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7
Adaptation for nonparametric estimators of locally stationary processes
Dahlhaus, Rainer
;
Richter, Stefan
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1123-1153
Persistent link: https://www.econbiz.de/10014465367
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8
L1 common trend filtering
Yamada, Hiroshi
;
Bao, Ruoyi
- In:
Computational economics
59
(
2022
)
3
,
pp. 1005-1025
Persistent link: https://www.econbiz.de/10013169212
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9
Identification robust inference for moments-based analysis of linear dynamic panel data models
Bun, Maurice J. G.
;
Kleibergen, Frank
- In:
Econometric theory
38
(
2022
)
4
,
pp. 689-751
Persistent link: https://www.econbiz.de/10013366924
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10
Average density estimators : efficiency and bootstrap consistency
Cattaneo, Matias D.
;
Jansson, Michael
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1140-1174
Persistent link: https://www.econbiz.de/10013539309
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