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subject:"Wechselkurs"
type:"article"
~person:"Liu, Te-ru"
~person:"Lütkepohl, Helmut"
~person:"Wooldridge, Jeffrey M."
~subject:"Bootstrap-Verfahren"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Theory"
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Wechselkurs
Bootstrap-Verfahren
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Estimation theory
77
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77
Theorie
33
Time series analysis
17
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17
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12
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12
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10
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Liu, Te-ru
Lütkepohl, Helmut
Wooldridge, Jeffrey M.
Andrews, Donald W. K.
36
Lee, Lung-fei
35
Phillips, Peter C. B.
35
Newey, Whitney K.
29
Li, Qi
27
Gouriéroux, Christian
26
Baltagi, Badi H.
25
Pesaran, M. Hashem
25
Ohtani, Kazuhiro
23
Horowitz, Joel
22
Robinson, Peter M.
22
McAleer, Michael
21
Giles, David E. A.
20
King, Maxwell L.
20
Krämer, Walter
20
MacKinnon, James G.
19
Ullah, Aman
18
Granger, C. W. J.
17
Simar, Léopold
17
Bai, Jushan
16
Hahn, Jinyong
16
Srivastava, Virendra K.
16
Zakoïan, Jean-Michel
16
Bera, Anil K.
15
Maddala, Gangadharrao S.
15
Schmidt, Peter
15
White, Halbert
15
Dufour, Jean-Marie
14
Hendry, David F.
14
Hsiao, Cheng
14
Kelejian, Harry H.
14
Linton, Oliver
14
Rilstone, Paul
14
Smith, Richard J.
14
Davidson, Russell
13
Franses, Philip Hans
13
Godfrey, L. G.
13
Hill, Rufus Carter
13
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8
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6
Economics letters
5
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4
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2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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2
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1
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
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1
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ECONIS (ZBW)
40
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1
An alternative bootstrap for proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Computational economics
62
(
2023
)
4
,
pp. 1857-1882
Persistent link: https://www.econbiz.de/10014442568
Saved in:
2
Inference in approximately sparse correlated random effects probit models with panel data
Wooldridge, Jeffrey M.
;
Zhu, Ying
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012179412
Saved in:
3
On the consistency of the logistic quasi-MLE under conditional symmetry
Wooldridge, Jeffrey M.
- In:
Economics letters
194
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509308
Saved in:
4
Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH
Lütkepohl, Helmut
;
Schlaak, Thore
- In:
Journal of economic dynamics & control
101
(
2019
),
pp. 41-61
Persistent link: https://www.econbiz.de/10012131020
Saved in:
5
Comparison of methods for constructing joint confidence bands for impulse response functions
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 782-798
Persistent link: https://www.econbiz.de/10011474568
Saved in:
6
Control function methods in applied econometrics
Wooldridge, Jeffrey M.
- In:
Journal of human resources : JHR
50
(
2015
)
2
,
pp. 420-445
Persistent link: https://www.econbiz.de/10011305698
Saved in:
7
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:
8
Partial maximum likelihood estimation of spatial probit models
Wang, Honglin
;
Iglesias, Emma M.
;
Wooldridge, Jeffrey M.
- In:
Journal of econometrics
172
(
2013
)
1
,
pp. 77-89
Persistent link: https://www.econbiz.de/10009702312
Saved in:
9
Practical problems with reduced-rank ML estimators for cointegration parameters and a simple alternative
Brüggemann, Ralf
;
Lütkepohl, Helmut
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
5
,
pp. 673-690
Persistent link: https://www.econbiz.de/10003142844
Saved in:
10
Semiparametric estimation of partially linear models for dependent data with generated regressors
Li, Qi
;
Wooldridge, Jeffrey M.
- In:
Econometric theory
18
(
2002
)
3
,
pp. 625-645
Persistent link: https://www.econbiz.de/10001673440
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