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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~person:"Imbens, Guido W."
~person:"King, Maxwell L."
~person:"Krueger, Alan B."
~person:"Spanos, Aris"
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Search: subject_exact:"Estimation theory"
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Probability theory
Statistische Methodenlehre
Estimation theory
122
Schätztheorie
122
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37
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37
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20
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15
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Imbens, Guido W.
King, Maxwell L.
Krueger, Alan B.
Spanos, Aris
Angrist, Joshua D.
13
Bera, Anil K.
13
McAleer, Michael
13
Stock, James H.
12
White, Halbert
12
Robert, Christian P.
11
Einmahl, John H. J.
10
Gouriéroux, Christian
10
Haan, Laurens de
10
Imbens, Guido
10
Magnus, Jan R.
9
West, Kenneth D.
9
Andrews, Donald W. K.
8
Ploberger, Werner
8
Urbain, Jean-Pierre
8
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6
Hodrick, Robert J.
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ECONIS (ZBW)
28
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21
The application of the Durbin-Watson test to the dynamic regression model under normal and non-normal errors
King, Maxwell L.
- In:
Econometric reviews
14
(
1995
)
4
,
pp. 487-510
Persistent link: https://www.econbiz.de/10001189077
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22
Split sample instrumental variables
Angrist, Joshua D.
;
Krueger, Alan B.
-
1994
Persistent link: https://www.econbiz.de/10000884780
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23
Testing Hildreth-Houck against return to normalcy random regression coefficients
Brooks, Robert
- In:
Journal of quantitative economics : official journal of …
10
(
1994
)
1
,
pp. 33-52
Persistent link: https://www.econbiz.de/10001177303
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24
The cure can be worse than the disease : a cautionary tale regarding instrumental variables
Bound, John
;
Jaeger, David A.
;
Baker, Regina
-
1993
Persistent link: https://www.econbiz.de/10000878824
Saved in:
25
Split sample instrumental variables
Angrist, Joshua D.
;
Krueger, Alan B.
-
1993
Persistent link: https://www.econbiz.de/10000914145
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26
Locally optimal testing when a nuisance parameter is present only under the alternative
King, Maxwell L.
- In:
The review of economics and statistics
75
(
1993
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10001142346
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27
Testing moving average against autoregressive disturbances in the linear-regression model
Silvapulle, Paramsothy
- In:
Journal of business & economic statistics : JBES ; a …
9
(
1991
)
3
,
pp. 329-335
Persistent link: https://www.econbiz.de/10001108812
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28
Efficient estimation and testing of regressions with a serially correlated error component
King, Maxwell L.
- In:
Journal of quantitative economics : official journal of …
2
(
1986
)
2
,
pp. 231-247
Persistent link: https://www.econbiz.de/10001056666
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