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subject:"Regressionsanalyse"
type_genre:"Collection of articles written by one author"
~person:"Newey, Whitney K."
~person:"Westerlund, Joakim"
~subject:"Bootstrap approach"
~type_genre:"Article in journal"
~type_genre:"Übersichtsarbeit"
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Search: subject_exact:"Estimation theory"
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Regressionsanalyse
Bootstrap approach
Estimation theory
76
Schätztheorie
76
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28
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28
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19
Panel study
19
Regression analysis
17
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11
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8
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Method of moments
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Collection of articles written by one author
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Newey, Whitney K.
Westerlund, Joakim
Phillips, Peter C. B.
20
Linton, Oliver
18
Su, Liangjun
18
Chen, Songnian
14
Cai, Zongwu
13
Li, Qi
13
Tu, Yundong
11
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10
Galvão Júnior, Antônio Fialho
10
Otsu, Taisuke
10
Parmeter, Christopher F.
10
Sun, Yiguo
10
Xiao, Zhijie
10
Andrews, Donald W. K.
9
Florens, Jean-Pierre
9
Henderson, Daniel J.
9
MacKinnon, James G.
9
Taylor, Robert
9
Tsionas, Efthymios G.
9
Yu, Ping
9
Baltagi, Badi H.
8
Cavaliere, Giuseppe
8
Hansen, Bruce E.
8
Hansen, Christian Bailey
8
Racine, Jeffrey
8
Wang, Hansheng
8
Wang, Qiying
8
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8
Breunig, Christoph
7
Cattaneo, Matias D.
7
Demetrescu, Matei
7
Escanciano, Juan Carlos
7
Gao, Jiti
7
Hsu, Yu-Chin
7
Kapetanios, George
7
Lee, Ji Hyung
7
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7
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Journal of econometrics
4
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3
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2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of international financial markets, institutions & money
1
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ECONIS (ZBW)
18
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11
On the role of the rank condition in CCE estimation of factor-augmented panel regressions
Karabiyik, Hande
;
Reese, Simon
;
Westerlund, Joakim
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 60-64
Persistent link: https://www.econbiz.de/10011818341
Saved in:
12
On the estimation and testing of predictive panel regressions
Karabiyik, Hande
;
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
Journal of international financial markets, …
45
(
2016
),
pp. 115-125
Persistent link: https://www.econbiz.de/10011690459
Saved in:
13
Cross-sectional averages versus principal components
Westerlund, Joakim
;
Urbain, Jean-Pierre
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 372-377
Persistent link: https://www.econbiz.de/10011349044
Saved in:
14
On the estimation and inference in factor-augmented panel regressions with correlated loadings
Westerlund, Joakim
;
Urbain, Jean-Pierre
- In:
Economics letters
119
(
2013
)
3
,
pp. 247-250
Persistent link: https://www.econbiz.de/10009755754
Saved in:
15
Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instruments
Chao, John C.
;
Swanson, Norman R.
;
Hausman, Jerry A.
; …
- In:
Econometric theory
28
(
2012
)
1
,
pp. 42-86
Persistent link: https://www.econbiz.de/10009520974
Saved in:
16
Least squares asymptotics in spurious and cointegrated panel regressions with common and indiosyncratic stochastic trends
Urbain, Jean-Pierre
;
Westerlund, Joakim
- In:
Oxford bulletin of economics and statistics
73
(
2011
)
1
,
pp. 119-139
Persistent link: https://www.econbiz.de/10009011869
Saved in:
17
Generalized method of moments, efficient bootstrapping, and improved inference
Brown, Bryan W.
;
Newey, Whitney K.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
4
,
pp. 507-517
Persistent link: https://www.econbiz.de/10001705963
Saved in:
18
Flexible simulated moment estimation of nonlinear errors-in-variables models
Newey, Whitney K.
- In:
The review of economics and statistics
83
(
2001
)
4
,
pp. 616-627
Persistent link: https://www.econbiz.de/10001627239
Saved in:
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