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subject:"Theorie"
type_genre:"Übersichtsarbeit"
~person:"Francq, Christian"
~person:"Robinson, Peter M."
~subject:"Autocorrelation"
~subject:"Bootstrap-Verfahren"
~subject:"Panel study"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Francq, Christian
Robinson, Peter M.
Härdle, Wolfgang
63
Pesaran, M. Hashem
53
Phillips, Peter C. B.
40
Franses, Philip Hans
29
Swanson, Norman R.
27
Imbens, Guido
24
Maravall Herrero, Agustín
23
Gouriéroux, Christian
22
Kohn, Robert
19
McAleer, Michael
19
Heckman, James J.
18
Stahlecker, Peter
18
Weidner, Martin
18
Andrews, Donald W. K.
17
Kiviet, J. F.
17
Robert, Christian P.
17
Diebold, Francis X.
16
Fernández-Val, Iván
16
Gao, Jiti
16
Giles, David E. A.
16
Kilian, Lutz
16
Kleibergen, Frank
16
MacKinnon, James G.
16
Zakoïan, Jean-Michel
16
Sheather, Simon J.
15
Spokojnyj, Vladimir G.
15
Angrist, Joshua D.
14
Baltagi, Badi H.
14
Breitung, Jörg
14
Chernozhukov, Victor
14
Giles, Judith A.
14
Lucas, André
14
Newey, Whitney K.
14
Scaillet, Olivier
14
Teräsvirta, Timo
14
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13
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13
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11
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10
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7
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5
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ECONIS (ZBW)
28
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Higher-order least squares inference for spatial autoregressions
Rossi, Francesca
;
Robinson, Peter M.
-
2020
Persistent link: https://www.econbiz.de/10012307275
Saved in:
2
Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension
Gupta, Abhimanyu
;
Robinson, Peter M.
-
2015
Persistent link: https://www.econbiz.de/10011393194
Saved in:
3
Efficient inference on fractionally integrated panel data models with fixed effects
Robinson, Peter M.
;
Velasco, Carlos
-
2013
Persistent link: https://www.econbiz.de/10010260243
Saved in:
4
Properties of the QMLE and the weighted LSE for LARCH (q) models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935360
Saved in:
5
Non redundancy of high order moment conditions for efficient GMM estimation of weak ar processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001514932
Saved in:
6
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
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7
Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755835
Saved in:
8
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
9
Estimating ARCH models when the coefficients are allowed to be equal to zero
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755838
Saved in:
10
Finite sample improvements in statistical inference with I(1) processes
Marinucci, Domenico
;
Robinson, Peter M.
-
2001
Persistent link: https://www.econbiz.de/10001600245
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