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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~subject:"Schätztheorie"
~subject:"Zeitreihenanalyse"
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Monte-Carlo-Simulation
Panel study
Schätztheorie
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Estimation theory
1,160
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452
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452
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225
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183
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Dette, Holger
62
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Krämer, Walter
14
Neumeyer, Natalie
13
Lee, Lung-fei
12
Sibbertsen, Philipp
11
Li, Qi
9
Saikkonen, Pentti
9
Andrews, Donald W. K.
8
Chen, Songnian
8
Christmann, Andreas
8
Fried, Roland
8
Melas, Vjačeslav Borisovič
8
Newey, Whitney K.
8
Pötscher, Benedikt M.
8
Weihs, Claus
8
White, Halbert
8
Wooldridge, Jeffrey M.
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7
Biedermann, Stefanie
7
Chambers, Marcus J.
7
Chan, Ngai Hang
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Horváth, Lajos
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Jong, Robert M. de
7
Otsu, Taisuke
7
Sperlich, Stefan
7
Urfer, Wolfgang
7
Wang, Qiying
7
Birke, Melanie
6
Bissantz, Nicolai
6
Cavaliere, Giuseppe
6
Gao, Jiti
6
Hahn, Jinyong
6
Hansen, Bruce E.
6
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6
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6
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
2
Granger Centre for Time Series Econometrics
1
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Econometric theory
Journal of applied econometrics
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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1
Outlier robust inference in the instrumental variable model with applications to causal effects
Klooster, Jens
;
Zhelonkin, Mikhail
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 86-106
Persistent link: https://www.econbiz.de/10014474440
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A maximum likelihood bunching estimator of the elasticity of taxable income
Aronsson, Thomas
;
Jenderny, Katharina
;
Lanot, Gauthier
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 200-216
Persistent link: https://www.econbiz.de/10014474453
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Recursive differencing for estimating semiparametric models
Shen, Chan
;
Klein, Roger W.
- In:
Econometric theory
40
(
2024
)
1
,
pp. 37-59
Persistent link: https://www.econbiz.de/10014484598
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4
Consistent specification testing under spatial dependence
Gupta, Abhimanyu
;
Qu, Xi
- In:
Econometric theory
40
(
2024
)
2
,
pp. 278-319
Persistent link: https://www.econbiz.de/10014485243
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5
Fast and reliable jackknife and bootstrap methods for cluster-robust inference
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
- In:
Journal of applied econometrics
38
(
2023
)
5
,
pp. 671-694
Persistent link: https://www.econbiz.de/10014338128
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6
When can we ignore measurement error in the running variable?
Dong, Yingying
;
Kolesár, Michal
- In:
Journal of applied econometrics
38
(
2023
)
5
,
pp. 735-750
Persistent link: https://www.econbiz.de/10014338141
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7
Short T dynamic panel data models with individual, time and interactive effects
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
;
Smith, L. Vanessa
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 940-967
Persistent link: https://www.econbiz.de/10014432201
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8
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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9
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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10
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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