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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~subject:"Method of moments"
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Search: subject_exact:"Estimation theory"
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Method of moments
Estimation theory
180
Schätztheorie
180
Time series analysis
64
Zeitreihenanalyse
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Nichtparametrisches Verfahren
42
Nonparametric statistics
42
Estimation
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Theorie
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Momentenmethode
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VAR model
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VAR-Modell
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Statistical theory
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Statistische Methodenlehre
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Bootstrap approach
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Bootstrap-Verfahren
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Börsenkurs
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Factor analysis
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Australia
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Australien
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Gao, Jiti
3
Hong, Han
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Sarafidis, Vasilis
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Sørensen, Michael
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Anderson, Heather M.
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Christensen, Bent Jesper
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Cui, Guowei
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1
Poskitt, Donald Stephen
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Working paper / Department of Econometrics and Business Statistics, Monash University
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
CEMMAP working papers / Centre for Microdata Methods and Practice
37
Cowles Foundation discussion paper
21
CESifo working papers
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Discussion paper / Tinbergen Institute
9
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Cambridge working papers in economics
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Discussion paper / Center for Economic Research, Tilburg University
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Discussion paper / University of Bristol, Department of Economics
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Discussion papers / University of Leicester, Department of Economics
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Memorandum / Department of Economics, University of Oslo
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Passauer Diskussionspapiere
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Waterloo economic series : working paper
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Working paper
3
Working papers / Federal Reserve Bank of Atlanta
3
Working papers / University of Connecticut, Department of Economics
3
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A linear estimator for factor-augmented fixed-t panels with endogenous regressors
Juodis, Arturas
;
Sarafid, Vasilis
-
2020
Persistent link: https://www.econbiz.de/10012606877
Saved in:
2
On GMM inference : partial identification, identification strength, and non-standard asymptotics
Poskitt, Donald Stephen
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2020
Persistent link: https://www.econbiz.de/10012610875
Saved in:
3
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure
Norkute, Milda
;
Sarafidis, Vasilis
;
Yamagata, Takashi
; …
-
2019
Persistent link: https://www.econbiz.de/10012606743
Saved in:
4
Bayesian indirect inference and the ABC of GMM
Creel, Michael D.
;
Gao, Jiti
;
Hong, Han
;
Kristensen, Dennis
-
2016
Persistent link: https://www.econbiz.de/10011781486
Saved in:
5
Testing for a structural break in dynamic panel data models with common factors
Zhu, Huanjun
;
Sarafidis, Vasilis
;
Silvapulle, Mervyn J.
; …
-
2015
Persistent link: https://www.econbiz.de/10011781404
Saved in:
6
A computational implementation of GMM
Gao, Jiti
;
Hong, Han
-
2014
Persistent link: https://www.econbiz.de/10011780875
Saved in:
7
Robust Bayesian exponentially tilted empirical likelihood method
Liu, Zhichao
;
Forbes, Catherine Scipione
;
Anderson, …
-
2017
Persistent link: https://www.econbiz.de/10011782265
Saved in:
8
Optimal inference in dynamic models with conditional moment restrictions
Christensen, Bent Jesper
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003774664
Saved in:
9
Efficient estimation for ergodic diffusions sampled at high frequency
Sørensen, Michael
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003734476
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