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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of time series econometrics"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~person:"Den Haan, Wouter J."
~subject:"VAR-Modell"
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Estimation theory
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Den Haan, Wouter J.
Stock, James H.
7
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Su, Liangjun
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of time series econometrics
Technical working paper / National Bureau of Economic Research
Discussion paper / Department of Economics, University of California San Diego
2
Special section on small-sample properties of generalized method of moments (GMM)
1
Working paper / National Bureau of Economic Research, Inc.
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Robust covariance matrix estimation with data-dependent var prewhitening order
Den Haan, Wouter J.
;
Levin, Andrew T.
-
2000
Persistent link: https://www.econbiz.de/10001489979
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Small-sample properties of GMM for business-cycle analysis
Christiano, Lawrence J.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
3
,
pp. 309-327
Persistent link: https://www.econbiz.de/10001334393
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