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type:"article"
type_genre:"Bibliography included"
~person:"Gredenhoff, Mikael P."
~person:"Stock, James H."
~source:"econis"
~type_genre:"Book section"
~type_genre:"Collection of articles of several authors"
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Estimation theory
10
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6
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6
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2
1955-1994
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Bibliography included
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Gredenhoff, Mikael P.
Stock, James H.
Baltagi, Badi H.
10
Ullah, Aman
10
Gouriéroux, Christian
9
Renault, Eric
8
Barnett, William A.
7
Dufour, Jean-Marie
7
Songsak Sriboonchitta
7
Hausman, Jerry A.
6
Judge, George G.
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Li, Qi
6
Maddala, Gangadharrao S.
6
Mittelhammer, Ron C.
6
Fomby, Thomas B.
5
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King, Maxwell L.
5
Newey, Whitney K.
5
Pesaran, M. Hashem
5
Phillips, Peter C. B.
5
Andersson, Michael K.
4
Anselin, Luc
4
Arminger, Gerhard
4
Bresson, Georges
4
Carrasco, Marine
4
Edgerton, David L.
4
Eitrheim, Øyvind
4
Florens, Jean-Pierre
4
Gallant, A. Ronald
4
Hill, Rufus Carter
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Huschens, Stefan
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Lee, Myoung-jae
4
Lee, Tae-hwy
4
Locarek-Junge, Hermann
4
Monfort, Alain
4
Powell, James
4
Račev, Svetlozar T.
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Bootstrap inference in time series econometrics
5
Advances in economics and econometrics ; Vol. 3
1
Advances in economics and econometrics: theory and applications ; Vol. 3
1
Handbook of econometrics ; Vol. 4
1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
1
Reducing inflation : motivation and strategy
1
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ECONIS (ZBW)
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1
Inference with weak instruments
Andrews, Donald W. K.
;
Stock, James H.
-
2007
Persistent link: https://www.econbiz.de/10003691501
Saved in:
2
Testing for weak instruments in linear IV regression
Stock, James H.
;
Yogo, Motohiro
- In:
Identification and inference for econometric models : …
,
(pp. 80-120)
.
2005
Persistent link: https://www.econbiz.de/10003351925
Saved in:
3
Bootstrap testing and approximate finite sample distributions for tests of linear restrictions on cointegrating vectors
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 121-148)
.
1998
Persistent link: https://www.econbiz.de/10001304235
Saved in:
4
Power and bias of likelihood based inference in the cointegration model under fractional cointegration
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 101-120)
.
1998
Persistent link: https://www.econbiz.de/10001304236
Saved in:
5
Lag-length selection in VAR-models using equal and unequal lag-length procedures
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 59-100)
.
1998
Persistent link: https://www.econbiz.de/10001304237
Saved in:
6
Robust testing for fractional integration using the bootstrap
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 39-58)
.
1998
Persistent link: https://www.econbiz.de/10001304238
Saved in:
7
Bootstrap testing for fractional integration
Gredenhoff, Mikael P.
- In:
Bootstrap inference in time series econometrics
,
(pp. 25-38)
.
1998
Persistent link: https://www.econbiz.de/10001304239
Saved in:
8
Cointegration, long-run comovements, and long-horizon forecasting
Stock, James H.
-
1997
Persistent link: https://www.econbiz.de/10001328736
Saved in:
9
How precise are estimates of the natural rate of unemployment?
Staiger, Douglas
- In:
Reducing inflation : motivation and strategy
,
(pp. 195-242)
.
1997
Persistent link: https://www.econbiz.de/10001323451
Saved in:
10
Unit roots, structural breaks and trends
Stock, James H.
-
1994
Persistent link: https://www.econbiz.de/10001327600
Saved in:
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