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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~person:"Sentana, Enrique"
~person:"Windmeijer, Frank"
~subject:"Maximum likelihood estimation"
~subject:"Minimum Distance"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Panel study
Maximum likelihood estimation
Minimum Distance
Estimation theory
65
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65
Statistical test
21
Statistischer Test
21
Theorie
12
Theory
12
Method of moments
11
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11
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Estimation
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outer product of the score
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Sentana, Enrique
Windmeijer, Frank
Pesaran, M. Hashem
32
Gao, Jiti
19
Weidner, Martin
17
Baltagi, Badi H.
14
Koopman, Siem Jan
14
Lechner, Michael
14
Phillips, Peter C. B.
12
Fernández-Val, Iván
11
Schorfheide, Frank
11
Kiviet, J. F.
10
Bun, Maurice J. G.
9
Herbst, Edward P.
9
Kapetanios, George
9
Moon, Hyungsik Roger
9
Sarafidis, Vasilis
9
Zhou, Qiankun
9
Bonhomme, Stéphane
8
Chaturvedi, Anoop
8
Fiorentini, Gabriele
8
Hayakawa, Kazuhiko
8
Peng, Bin
8
Wagner, Martin
8
Winkelmann, Rainer
8
Biørn, Erik
7
Bresson, Georges
7
Hansen, Christian Bailey
7
Kitagawa, Toru
7
Lacroix, Guy
7
Laisney, François
7
Shephard, Neil G.
7
Słoczyński, Tymon
7
Tamer, Elie T.
7
Westerlund, Joakim
7
Yang, Yanrong
7
Zakoïan, Jean-Michel
7
Advani, Arun
6
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6
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Discussion paper / University of Bristol, Department of Economics
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2
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ECONIS (ZBW)
16
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1
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions
Fiorentini, Gabriele
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012310522
Saved in:
2
Consistent non-Gaussian pseudo maximum likelihood estimators
Fiorentini, Gabriele
;
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011797680
Saved in:
3
Specification tests for non-Gaussian maximum likelihood estimators
Fiorentini, Gabriele
;
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011879517
Saved in:
4
Two-stage least squares as minimum distance
Windmeijer, Frank
-
2017
Persistent link: https://www.econbiz.de/10011752538
Saved in:
5
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions
Fiorentini, Gabriele
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012314458
Saved in:
6
Moment conditions for AR(1) panel data models with missing outcomes
Pacini, David
;
Windmeijer, Frank
-
2015
Persistent link: https://www.econbiz.de/10010531102
Saved in:
7
Neglected serial correlation tests in UCARIMA models
Fiorentini, Gabriele
;
Sentana, Enrique
-
2014
Persistent link: https://www.econbiz.de/10011408229
Saved in:
8
Consistent non-Gaussian pseudo maximum likelihood estimators
Fiorentini, Gabriele
;
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011884227
Saved in:
9
Specification tests for non-Gaussian maximum likelihood estimators
Sentana, Enrique
;
Fiorentini, Gabriele
-
2018
Persistent link: https://www.econbiz.de/10011916573
Saved in:
10
The weak instrument problem of the system GMM estimator in dynamic panel data models
Bun, Maurice J. G.
;
Windmeijer, Frank
-
2009
Persistent link: https://www.econbiz.de/10003913186
Saved in:
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