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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~person:"Banerjee, Anindya"
~person:"Giles, Judith A."
~subject:"Simulation"
~subject:"Theorie"
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Search: subject_exact:"Estimation theory"
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Simulation
Theorie
Estimation theory
24
Schätztheorie
24
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19
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4
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4
Time series analysis
4
Zeitreihenanalyse
4
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3
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3
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3
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3
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3
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3
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2
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Großbritannien
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Banerjee, Anindya
Giles, Judith A.
Härdle, Wolfgang
56
Pesaran, M. Hashem
34
Franses, Philip Hans
29
Imbens, Guido
25
Swanson, Norman R.
25
Maravall Herrero, Agustín
23
Gouriéroux, Christian
22
Phillips, Peter C. B.
22
Kohn, Robert
19
Stahlecker, Peter
19
Heckman, James J.
18
McAleer, Michael
18
Robert, Christian P.
17
Kleibergen, Frank
16
Diebold, Francis X.
15
Giles, David E. A.
15
Sheather, Simon J.
15
Spokojnyj, Vladimir G.
15
Angrist, Joshua D.
14
Scaillet, Olivier
14
Zakoïan, Jean-Michel
14
Feng, Yuanhua
13
Newey, Whitney K.
13
Andrews, Donald W. K.
12
Arnold, Bernhard
12
Breitung, Jörg
12
Brännäs, Kurt
12
Francq, Christian
12
Guégan, Dominique
12
Huschens, Stefan
12
Kiviet, J. F.
12
Abberger, Klaus
11
Bera, Anil K.
11
Dufour, Jean-Marie
11
Kleijnen, Jack P. C.
11
Lechner, Michael
11
Lucas, André
11
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11
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11
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Discussion paper / Department of Economics, University of Canterbury
12
Discussion paper / Centre for Economic Forecasting
3
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2
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1
Documentos de trabajo / Banco de España, Servicio de Estudios
1
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ECONIS (ZBW)
19
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1
Bootstrapping sequential tests for multiple structural breaks
Banerjee, Anindya
;
Lazarová, Stěpána
;
Urga, Giovanni
-
1998
Persistent link: https://www.econbiz.de/10000990146
Saved in:
2
Sequential methods for detecting structural breaks in cointegrated systems
Banerjee, Anindya
;
Urga, Giovanni
-
1998
Persistent link: https://www.econbiz.de/10001353935
Saved in:
3
Bootstrapping sequential tests for multiple structural breaks
Banerjee, Anindya
;
Lazarova, Stepana
;
Urga, Giovanni
-
1998
Persistent link: https://www.econbiz.de/10001354292
Saved in:
4
The exact risks of some pre-test and Stein-type regression estimators under balanced loss
Giles, Judith A.
;
Giles, David E. A.
;
Ohtani, Kazuhiro
-
1996
Persistent link: https://www.econbiz.de/10000168487
Saved in:
5
Sequential methods for detecting structural breaks in co-integrated systems
Banerjee, Anindya
;
Urga, Giovanni
-
1996
Persistent link: https://www.econbiz.de/10000951490
Saved in:
6
Investigating structural breaks in the UK manufacturing trade
Banerjee, Anindya
;
Urga, Giovanni
-
1995
Persistent link: https://www.econbiz.de/10000924217
Saved in:
7
Pre-test estimation of the regression scale parameter with multivariate student-t errors and independent sub-samples
Anderson, Juston Z.
;
Giles, Judith A.
-
1993
Persistent link: https://www.econbiz.de/10000856952
Saved in:
8
The exact risks of some pre-test and Stein-type regression estimators under balanced loss
Giles, Judith A.
;
Giles, David E. A.
;
Ohtani, Kazuhiro
-
1993
Persistent link: https://www.econbiz.de/10000859965
Saved in:
9
The risk behavior of a pre-test estimator in a linear regression model with possible heteroscedasticity under the linex loss function
Ohtani, Kazuhiro
;
Giles, David E. A.
;
Giles, Judith A.
-
1993
Persistent link: https://www.econbiz.de/10000859966
Saved in:
10
Testing for ARCH-GARCH errors in a mis-specified regression
Giles, David E. A.
;
Giles, Judith A.
;
Wong, Jason
-
1992
Persistent link: https://www.econbiz.de/10000835468
Saved in:
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