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subject:"Schätzung"
subject:"Time series analysis"
~accessRights:"restricted"
~person:"Robinson, Peter M."
~subject:"Autokorrelation"
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Schätzung
Time series analysis
Autokorrelation
Estimation theory
11
Schätztheorie
11
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Panel
5
Panel study
5
Autocorrelation
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Regional economics
3
Regionalökonomik
3
Regression analysis
3
Regressionsanalyse
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Spatial autoregression
3
Statistical test
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Statistischer Test
3
Asymptotic normality
2
Consistency
2
Correlation
2
Cross-sectional dependence
2
Edgeworth expansion
2
Korrelation
2
Nonparametric regression
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Panel data
2
Räumliche Interaktion
2
Spatial interaction
2
Zeitreihenanalyse
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Adaptive estimation
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Data-driven studentization
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Efficient test
1
Estimation
1
Finite sample performance
1
Fixed effects
1
Functional central limit theorem
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Generalized least squares
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Heteroscedasticity
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Higher-order inference
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Robinson, Peter M.
Lee, Lung-fei
19
Gao, Jiti
17
Linton, Oliver
13
Marcellino, Massimiliano
12
Phillips, Peter C. B.
12
Baltagi, Badi H.
11
Kapetanios, George
10
Li, Jia
10
Jin, Fei
9
Kumbhakar, Subal
9
Sun, Yiguo
9
Sun, Yixiao
9
Zhu, Ke
9
Cai, Zongwu
8
Demetrescu, Matei
8
Francq, Christian
8
Li, Dong
8
Lütkepohl, Helmut
8
Teräsvirta, Timo
8
Todorov, Viktor
8
Tu, Yundong
8
Westerlund, Joakim
8
Koopman, Siem Jan
7
Kumar, Dilip
7
Li, Degui
7
Ling, Shiqing
7
Su, Liangjun
7
Tauchen, George Eugene
7
Taylor, Robert
7
Tsionas, Efthymios G.
7
Wang, Hansheng
7
Wang, Shouyang
7
Zakoïan, Jean-Michel
7
Kim, Donggyu
6
Li, Qi
6
Li, Yingying
6
Lucas, André
6
Nielsen, Morten Ørregaard
6
Omay, Tolga
6
Park, Joon Y.
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Journal of econometrics
5
Econometric theory
1
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ECONIS (ZBW)
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1
Higher-order least squares inference for spatial autoregressions
Rossi, Francesca
;
Robinson, Peter M.
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 244-269
Persistent link: https://www.econbiz.de/10013472898
Saved in:
2
Estimation for dynamic panel data with individual effects
Robinson, Peter M.
;
Velasco, Carlos
- In:
Econometric theory
36
(
2020
)
2
,
pp. 185-222
Persistent link: https://www.econbiz.de/10012193732
Saved in:
3
Asymptotic theory for time series with changing mean and variance
Dalla, Violetta
;
Giraitis, Liudas
;
Robinson, Peter M.
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 281-313
Persistent link: https://www.econbiz.de/10012483387
Saved in:
4
Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension
Gupta, Abhimanyu
;
Robinson, Peter M.
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 92-107
Persistent link: https://www.econbiz.de/10011974555
Saved in:
5
Series estimation under cross-sectional dependence
Lee, Jungyoon
;
Robinson, Peter M.
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011591611
Saved in:
6
Refinements in maximum likelihood inference on spatial autocorrelation in panel data
Robinson, Peter M.
;
Rossi, Francesca
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 447-456
Persistent link: https://www.econbiz.de/10011504614
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