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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Econometric theory"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"The review of financial studies"
~person:"Perron, Pierre"
~person:"Stock, James H."
~subject:"Theorie"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
USA
Theorie
Estimation theory
12
Schätztheorie
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Theory
7
Time series analysis
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Zeitreihenanalyse
7
Probability theory
3
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Perron, Pierre
Stock, James H.
Angrist, Joshua D.
12
Imbens, Guido
12
Diebold, Francis X.
7
Lee, Lung-fei
7
Linton, Oliver
7
Phillips, Peter C. B.
7
Saikkonen, Pentti
7
Aït-Sahalia, Yacine
5
Chambers, Marcus J.
5
Jong, Robert M. de
5
Newey, Whitney K.
5
White, Halbert
5
Wooldridge, Jeffrey M.
5
Andrews, Donald W. K.
4
Chen, Xiaohong
4
Davidson, James E. H.
4
Fan, Yanqin
4
Knight, John L.
4
Park, Joon Y.
4
Pötscher, Benedikt M.
4
Satchell, Stephen
4
Zinde-Walsh, Victoria
4
Abadie, Alberto
3
Chen, Songnian
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Donald, Stephen G.
3
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3
Hidalgo, Javier
3
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Kuan, Chung-ming
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3
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3
Lütkepohl, Helmut
3
Mykland, Per A.
3
Nabeya, Seiji
3
Nelson, Daniel B.
3
Shin, Dong-wan
3
Tanaka, Katsuto
3
West, Kenneth D.
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Econometric theory
Technical working paper / National Bureau of Economic Research
The journal of finance : the journal of the American Finance Association
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7
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4
Cahier / Département de Sciences Économiques, Université de Montréal
2
The econometrics journal
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Advances in economics and econometrics: theory and applications ; Vol. 3
1
Carnegie Rochester conference series on public policy : a bi-annual conference proceedings
1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Handbook of econometrics ; Vol. 4
1
Información comercial española / Cuadernos económicos
1
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1
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Reducing inflation : motivation and strategy
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ECONIS (ZBW)
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1
An autoregressive spectral density estimator at frequency zero for nonstationarity tests
Perron, Pierre
;
Ng, Serena
- In:
Econometric theory
14
(
1998
)
5
,
pp. 560-603
Persistent link: https://www.econbiz.de/10001381121
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2
Asymptotically median unbiased estimation of coefficient variance in a time varying parameter model
Stock, James H.
;
Watson, Mark W.
-
1996
Persistent link: https://www.econbiz.de/10000945159
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3
Asymptotics for GMM estomators with weak instruments
Stock, James H.
-
1996
Persistent link: https://www.econbiz.de/10013453509
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4
Inference in time series regression when the order of integration of a regressor is unknown
Elliott, Graham
;
Stock, James H.
-
1992
Persistent link: https://www.econbiz.de/10000840062
Saved in:
5
Deciding between I(1) and I(0)
Stock, James H.
-
1992
Persistent link: https://www.econbiz.de/10000840063
Saved in:
6
A continuous time approximation to the stationary first-order autoregressive model
Perron, Pierre
- In:
Econometric theory
7
(
1991
)
2
,
pp. 236-252
Persistent link: https://www.econbiz.de/10001118076
Saved in:
7
The calculation of the limiting distribution of the least-squares estimator in a near-integrated model
Perron, Pierre
- In:
Econometric theory
5
(
1989
)
2
,
pp. 241-255
Persistent link: https://www.econbiz.de/10001069079
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