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subject:"Probability theory"
~person:"Diekmann, Andreas"
~person:"Magnus, Jan R."
~subject:"Sampling"
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Search: subject_exact:"Estimation theory"
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Probability theory
Sampling
Estimation theory
60
Schätztheorie
60
Theorie
15
Theory
15
WALS
10
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
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7
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6
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Diekmann, Andreas
Magnus, Jan R.
Mykland, Per A.
12
Brakel, Jan A. van den
9
Haan, Laurens de
9
Newey, Whitney K.
9
Aït-Sahalia, Yacine
8
Chernozhukov, Victor
8
Einmahl, John H. J.
8
Horowitz, Joel
8
Huber, Martin
8
Imbens, Guido
8
Schorfheide, Frank
8
Steel, Mark F. J.
8
Stock, James H.
8
Wooldridge, Jeffrey M.
8
Andrews, Donald W. K.
7
Carlson, Alyssa
7
Chaudhuri, Arijit
7
Herbst, Edward P.
7
Kleibergen, Frank
7
Pesaran, M. Hashem
7
Ridder, Geert
7
West, Kenneth D.
7
Wywiał, Janusz
7
Ait-Sahalia, Yacine
6
Arnold, Bernhard
6
Chamberlain, Gary
6
Greene, William H.
6
Heckman, James J.
6
Hsu, Yu-Chin
6
Joshi, Riju
6
Liesenfeld, Roman
6
Phillips, Peter C. B.
6
Polasek, Wolfgang
6
Simar, Léopold
6
Wilcox, David W.
6
Altonji, Joseph G.
5
Balakrishnan, Narayanaswamy
5
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5
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ECONIS (ZBW)
8
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1
The Jacobian of the exponential function
Magnus, Jan R.
;
Pijls, Henk G. J.
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012309669
Saved in:
2
Sampling properties of the Bayesian posterior mean with an application to WALS estimation
De Luca, Giuseppe
;
Magnus, Jan R.
;
Peracchi, Franco
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 299-317
Persistent link: https://www.econbiz.de/10013463836
Saved in:
3
The Jacobian of the exponential function
Magnus, Jan R.
;
Pijls, Henk G. J.
;
Sentana, Enrique
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012668907
Saved in:
4
Normal's deconvolution and the independence of sample mean and variance : solution
Abadir, Karim Maher
;
Magnus, Jan R.
- In:
Econometric theory
20
(
2004
)
4
,
pp. 805-807
Persistent link: https://www.econbiz.de/10002163134
Saved in:
5
A classical problem in linear regression or how to estimate the mean of a univariate normal distribution with known variance
Magnus, Jan R.
;
Durbin, James
-
1996
Persistent link: https://www.econbiz.de/10000939772
Saved in:
6
On the maximum likelihood estimation of multivariate regression models containing serially correlated error components
Magnus, Jan R.
- In:
International economic review
29
(
1988
)
4
,
pp. 707-725
Persistent link: https://www.econbiz.de/10001056049
Saved in:
7
Asymptotic normality of maximum likelihood estimators obtained from normally distributed but dependent observations
Heijmans, Risto D. H.
- In:
Econometric theory
2
(
1986
)
3
,
pp. 374-412
Persistent link: https://www.econbiz.de/10001072739
Saved in:
8
Stochastic modelling of social processes
Diekmann, Andreas
(
contributor
);
Mitter, Peter
(
contributor
)
-
1984
Persistent link: https://www.econbiz.de/10000688225
Saved in:
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