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subject:"Nonparametric statistics"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Econometric reviews"
~source:"econis"
~subject:"Panel study"
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Search: subject_exact:"Estimation theory"
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Nonparametric statistics
Panel study
Estimation theory
510
Schätztheorie
510
Theorie
138
Theory
138
Nichtparametrisches Verfahren
102
Time series analysis
101
Zeitreihenanalyse
101
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78
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73
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72
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23
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22
panel data
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Linton, Oliver
15
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9
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7
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6
Li, Degui
5
Racine, Jeffrey
5
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4
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4
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4
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3
Cai, Zongwu
3
Chen, Jia
3
Chudik, Alexander
3
Escanciano, Juan Carlos
3
Hayakawa, Kazuhiko
3
Kao, Chihwa
3
Kumbhakar, Subal
3
Li, Qi
3
Otsu, Taisuke
3
Sun, Yiguo
3
Taylor, Luke
3
Zhang, Zheng
3
Ando, Tomohiro
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Ma, Shujie
2
Martins-Filho, Carlos
2
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2
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2
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437
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164
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157
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146
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124
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93
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78
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60
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46
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45
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44
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44
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
44
Cowles Foundation discussion paper
42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
35
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26
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23
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23
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23
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22
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21
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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1
Panel cointegrating polynomial regressions : group-mean fully modified OLS estimation and inference
Wagner, Martin
;
Reichold, Karsten
- In:
Econometric reviews
42
(
2023
)
4
,
pp. 358-392
Persistent link: https://www.econbiz.de/10014305520
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2
Random autoregressive models : a structured overview
Regis, Marta
;
Serra, Paulo
;
Heuvel, Edwin R. van den
- In:
Econometric reviews
41
(
2022
)
2
,
pp. 207-230
Persistent link: https://www.econbiz.de/10013167604
Saved in:
3
CCE estimation of high-dimensional panel data models with interactive fixed effects
Vogt, Michael
;
Walsh, Christopher
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013485021
Saved in:
4
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
5
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
6
Semiparametric transition models
Čížek, Pavel
;
Koo, Chao Hui
- In:
Econometric reviews
41
(
2022
)
4
,
pp. 400-415
Persistent link: https://www.econbiz.de/10013364887
Saved in:
7
Second order expansions of estimators in nonparametric moment conditions models with weakly dependent data
Bravo, Francesco
- In:
Econometric reviews
41
(
2022
)
6
,
pp. 583-606
Persistent link: https://www.econbiz.de/10013364895
Saved in:
8
Nonparametric estimation of mediation effects with a general treatment
Huang, Lukang
;
Huang, Wei
;
Linton, Oliver
;
Zhang, Zheng
- In:
Econometric reviews
43
(
2024
)
2/4
,
pp. 215-237
Persistent link: https://www.econbiz.de/10014551514
Saved in:
9
Identification and estimation of panel semiparametric conditional heteroskedastic frontiers with dynamic inefficiency
Cai, Jun
;
Horrace, William C.
;
Lee, Yoonseok
- In:
Econometric reviews
43
(
2024
)
5
,
pp. 238-268
Persistent link: https://www.econbiz.de/10014551521
Saved in:
10
A hybrid nonparametric multivariate density estimator with applications to risk management
Lin, Juan
;
Wu, Ximing
- In:
Econometric reviews
43
(
2024
)
5
,
pp. 301-318
Persistent link: https://www.econbiz.de/10014551523
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