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subject:"Monte-Carlo-Simulation"
subject:"Statistischer Test"
~person:"Dufour, Jean-Marie"
~person:"Kleibergen, Frank"
~subject:"Simulation"
~subject:"Theory"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Statistischer Test
Simulation
Theory
Estimation theory
110
Schätztheorie
110
Theorie
43
Statistical test
39
Regression analysis
18
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13
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77
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Dufour, Jean-Marie
Kleibergen, Frank
Phillips, Peter C. B.
94
Pesaran, M. Hashem
75
Härdle, Wolfgang
72
Andrews, Donald W. K.
65
Gouriéroux, Christian
51
McAleer, Michael
47
Baltagi, Badi H.
45
Newey, Whitney K.
44
Franses, Philip Hans
43
Horowitz, Joel
40
Bera, Anil K.
38
Imbens, Guido
38
Swanson, Norman R.
38
Giles, David E. A.
35
Robinson, Peter M.
35
Sentana, Enrique
35
Heckman, James J.
33
Lechner, Michael
33
Wooldridge, Jeffrey M.
33
Kiviet, J. F.
32
King, Maxwell L.
31
White, Halbert
31
Kohn, Robert
30
Chernozhukov, Victor
29
Li, Qi
29
Fiorentini, Gabriele
27
Stock, James H.
27
Zakoïan, Jean-Michel
27
Brännäs, Kurt
26
Granger, C. W. J.
26
Krämer, Walter
26
Ohtani, Kazuhiro
26
Sun, Yixiao
26
Breitung, Jörg
25
Diebold, Francis X.
25
Hall, Alastair R.
25
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25
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25
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Empirische Makroökonomik für Deutschland: Analysen, Prognosen, Politikberatung : Festschrift zum 65. Geburtstag von Udo Ludwig
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Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
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ECONIS (ZBW)
77
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1
Comment on: identification robust testing of risk premia in finite samples
Zaffaroni, Paolo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 303-305
Persistent link: https://www.econbiz.de/10014314744
Saved in:
2
Rejoinder on: identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 311-315
Persistent link: https://www.econbiz.de/10014314746
Saved in:
3
A test for kronecker product structure covariance matrix
Guggenberger, Patrik
;
Kleibergen, Frank
;
Mavroeidis, …
-
2022
Persistent link: https://www.econbiz.de/10012814351
Saved in:
4
Comment on: identification robust testing of risk premia in finite samples
Khalaf, Lynda
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 298-302
Persistent link: https://www.econbiz.de/10014314743
Saved in:
5
Discussion of identification robust testing of risk premia in finite samples
Peñaranda, Francisco
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 306-310
Persistent link: https://www.econbiz.de/10014314745
Saved in:
6
Arbitrage pricing, weak beta, strong beta : identification-robust and simultaneous inference
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
-
2020
Persistent link: https://www.econbiz.de/10012220505
Saved in:
7
Arbitrage pricing, weak beta, strong beta : identification-robust and simultaneous inference
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Linda
-
2020
Persistent link: https://www.econbiz.de/10012319222
Saved in:
8
Identification‐robust inference for endogeneity parameters in models with an incomplete reduced form
Dufour, Jean-Marie
;
Nguyen, Vinh
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 337-)
.
2022
Persistent link: https://www.econbiz.de/10013194682
Saved in:
9
Efficient size correct subset inference in homoskedastic linear instrumental variables regression
Kleibergen, Frank
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 78-96
Persistent link: https://www.econbiz.de/10012618800
Saved in:
10
Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves
Kang, Byunguk
;
Dufour, Jean-Marie
- In:
Econometric reviews
40
(
2021
)
7
,
pp. 657-687
Persistent link: https://www.econbiz.de/10012624528
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