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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"Econometrics papers"
~subject:"Instrumental variables"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"USA"
~type_genre:"Forschungsbericht"
~type_genre:"Non-commercial literature"
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Monte-Carlo-Simulation
Panel study
Instrumental variables
Maximum-Likelihood-Schätzung
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Estimation theory
65
Schätztheorie
65
Nichtparametrisches Verfahren
25
Nonparametric statistics
25
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15
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15
Induktive Statistik
8
Statistical error
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measurement error
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Method of moments
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deconvolution
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Dynamic game
2
Dynamisches Spiel
2
Equilibrium theory
2
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7
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12
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Otsu, Taisuke
5
Linton, Oliver
3
Matsushita, Yukitoshi
3
Adusumilli, Karun
2
Ayyar, Sreevidya
1
Chang, Harold D.
1
Chen, Xiaohong
1
Hajivassiliou, Vassilis Argyrou
1
Hidalgo, Javier
1
Jacho-Chávez, David T.
1
Kim, Woocheol
1
Komarova, Tatiana
1
Nielsen, Jens Perch
1
Nielsen, Søren Feodor
1
Robinson, Peter M.
1
Schafgans, Marcia M. A.
1
Severini, Thomas A.
1
Tamer, Elie T.
1
Velasco, Carlos
1
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Econometrics papers
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92
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60
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56
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52
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43
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39
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25
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18
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15
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13
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10
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10
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10
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9
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9
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9
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9
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9
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9
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9
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8
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8
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8
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8
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8
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8
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7
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ECONIS (ZBW)
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Conditional likelihood ratio test with many weak instruments
Ayyar, Sreevidya
;
Matsushita, Yukitoshi
;
Otsu, Taisuke
-
2022
Persistent link: https://www.econbiz.de/10014430070
Saved in:
2
Multiway empirical likelihood
Chang, Harold D.
;
Matsushita, Yukitoshi
;
Otsu, Taisuke
-
2021
Persistent link: https://www.econbiz.de/10012806696
Saved in:
3
Second-order refinements for t-ratios with many instruments
Matsushita, Yukitoshi
;
Otsu, Taisuke
-
2020
Persistent link: https://www.econbiz.de/10012491698
Saved in:
4
Estimation and specification testing of panel data modelswith non-ignorable persistent heterogeneity, contemporaneous and intertemporal simultaneity, and observable and unobservabl...
Hajivassiliou, Vassilis Argyrou
-
2019
Persistent link: https://www.econbiz.de/10012491681
Saved in:
5
Likelihood ratio inference for missing data models
Adusumilli, Karun
;
Otsu, Taisuke
-
2018
Persistent link: https://www.econbiz.de/10012491598
Saved in:
6
Nonparametric instrumental regression with errrors in variables
Adusumilli, Karun
;
Otsu, Taisuke
-
2015
Persistent link: https://www.econbiz.de/10011397880
Saved in:
7
Inference and testing breaks in nlarge dynamic panels with strong cross sectional dependence
Hidalgo, Javier
;
Schafgans, Marcia M. A.
-
2015
Persistent link: https://www.econbiz.de/10011280123
Saved in:
8
Efficient inference on fractionally integrated panel data models with fixed effects
Robinson, Peter M.
;
Velasco, Carlos
-
2013
Persistent link: https://www.econbiz.de/10010260243
Saved in:
9
Quantile uncorrelation and instrumental regressions
Komarova, Tatiana
;
Severini, Thomas A.
;
Tamer, Elie T.
-
2010
Persistent link: https://www.econbiz.de/10008663383
Saved in:
10
An alternative way of computing efficient instrumental variable estimators
Chen, Xiaohong
;
Jacho-Chávez, David T.
;
Linton, Oliver
-
2009
Persistent link: https://www.econbiz.de/10003942445
Saved in:
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