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subject:"Wechselkurs"
type:"article"
~isPartOf:"Economics letters"
~isPartOf:"International economic review"
~isPartOf:"Journal of econometrics"
~person:"Liu, Te-ru"
~person:"Wooldridge, Jeffrey M."
~subject:"Estimation"
~subject:"Mikroökonometrie"
~subject:"Statistical test"
~subject:"Theory"
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Wechselkurs
Estimation
Mikroökonometrie
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Estimation theory
15
Schätztheorie
15
Theorie
6
Correlation
3
Korrelation
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
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3
Regressionsanalyse
3
Average structural function
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Dynamische Wirtschaftstheorie
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Liu, Te-ru
Wooldridge, Jeffrey M.
Li, Qi
17
Phillips, Peter C. B.
14
Lee, Lung-fei
11
Baltagi, Badi H.
10
Su, Liangjun
10
Schmidt, Peter
9
Cai, Zongwu
8
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8
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8
Gouriéroux, Christian
8
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8
Tauchen, George Eugene
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8
Ai, Chunrong
7
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7
Francq, Christian
7
Gao, Jiti
7
Hahn, Jinyong
7
Hall, Alastair R.
7
King, Maxwell L.
7
Linton, Oliver
7
Pesaran, M. Hashem
7
Ullah, Aman
7
White, Halbert
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6
Chen, Songnian
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Donald, Stephen G.
6
Ghysels, Eric
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Hausman, Jerry A.
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Ohtani, Kazuhiro
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Powell, James
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Sun, Yixiao
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5
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Economics letters
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6
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2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Handbook of econometrics ; Vol. 4
1
Información comercial española / Cuadernos económicos
1
International journal of forecasting
1
Journal of applied econometrics
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ECONIS (ZBW)
9
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1
A control function approach to estimating switching regression models with endogenous explanatory variables and endogenous switching
Murtazashvili, Irina
;
Wooldridge, Jeffrey M.
- In:
Journal of econometrics
190
(
2016
)
2
,
pp. 252-266
Persistent link: https://www.econbiz.de/10011592263
Saved in:
2
Quasi-maximum likelihood estimation and testing for nonlinear models with endogenous explanatory variables
Wooldridge, Jeffrey M.
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 226-234
Persistent link: https://www.econbiz.de/10010497086
Saved in:
3
A simple method for estimating unconditional heterogeneity distributions in correlated random effects models
Wooldridge, Jeffrey M.
- In:
Economics letters
113
(
2011
)
1
,
pp. 12-15
Persistent link: https://www.econbiz.de/10009303208
Saved in:
4
A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables
Wooldridge, Jeffrey M.
- In:
Economics letters
68
(
2000
)
3
,
pp. 245-250
Persistent link: https://www.econbiz.de/10001499209
Saved in:
5
Distribution-free estimation of some nonlinear panel data models
Wooldridge, Jeffrey M.
- In:
Journal of econometrics
90
(
1999
)
1
,
pp. 77-97
Persistent link: https://www.econbiz.de/10001353785
Saved in:
6
On two stage least squares estimation of the average treatment effect in a random coefficient model
Wooldridge, Jeffrey M.
- In:
Economics letters
56
(
1997
)
2
,
pp. 129-133
Persistent link: https://www.econbiz.de/10001232400
Saved in:
7
Some alternatives to the box-cox regression model
Wooldridge, Jeffrey M.
- In:
International economic review
33
(
1992
)
4
,
pp. 935-955
Persistent link: https://www.econbiz.de/10001133624
Saved in:
8
A note on computing r-squared and adjusted r-squared for trending and seasonal data
Wooldridge, Jeffrey M.
- In:
Economics letters
36
(
1991
)
1
,
pp. 49-54
Persistent link: https://www.econbiz.de/10001104842
Saved in:
9
A computationally simple heteroskedasticity and serial correlation robust standard error for the linear regression model
Wooldridge, Jeffrey M.
- In:
Economics letters
31
(
1989
)
3
,
pp. 239-243
Persistent link: https://www.econbiz.de/10001076302
Saved in:
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