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type_genre:"Sammelwerk"
~person:"Diebold, Francis X."
~person:"Horowitz, Joel"
~person:"Kleibergen, Frank"
~person:"Kohn, Robert"
~subject:"Monte Carlo simulation"
~subject:"Statistical test"
~subject:"Stichprobenerhebung"
~subject:"Theorie"
~subject:"USA"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Monte Carlo simulation
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USA
Estimation theory
176
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176
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95
Nichtparametrisches Verfahren
36
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36
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24
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24
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23
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23
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Diebold, Francis X.
Horowitz, Joel
Kleibergen, Frank
Kohn, Robert
Phillips, Peter C. B.
83
Pesaran, M. Hashem
72
Härdle, Wolfgang
68
Andrews, Donald W. K.
56
McAleer, Michael
44
Newey, Whitney K.
44
Franses, Philip Hans
41
Baltagi, Badi H.
40
Gouriéroux, Christian
40
Bera, Anil K.
39
Imbens, Guido
39
Swanson, Norman R.
37
Giles, David E. A.
36
Sentana, Enrique
35
Dufour, Jean-Marie
34
Robinson, Peter M.
32
Li, Qi
30
Chernozhukov, Victor
29
Heckman, James J.
28
King, Maxwell L.
28
Kiviet, J. F.
28
Lechner, Michael
28
White, Halbert
28
Fiorentini, Gabriele
26
Ghysels, Eric
26
Maravall Herrero, Agustín
25
Robert, Christian P.
25
Zakoïan, Jean-Michel
25
Granger, C. W. J.
24
Ohtani, Kazuhiro
24
Stahlecker, Peter
24
Wooldridge, Jeffrey M.
24
Perron, Pierre
23
Ullah, Aman
23
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22
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22
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Journal of econometrics
16
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1
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1
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1
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ECONIS (ZBW)
124
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91
Exact maximum likelihood estimation of observation-driven econometric models
Diebold, Francis X.
;
Schuermann, Til
-
1996
-
Rev. ed
Persistent link: https://www.econbiz.de/10000945190
Saved in:
92
Additive nonparametric regression for time series
Smith, Michael S.
;
Wong, Chi-ming
;
Kohn, Robert
-
1996
Persistent link: https://www.econbiz.de/10000947881
Saved in:
93
Identification and robustness with contaminated and corrupted data
Horowitz, Joel
- In:
Econometrica : journal of the Econometric Society, an …
63
(
1995
)
2
,
pp. 281-302
Persistent link: https://www.econbiz.de/10001181465
Saved in:
94
Modeling volatility dynamics
Diebold, Francis X.
;
García López, José A.
-
1995
Persistent link: https://www.econbiz.de/10000920972
Saved in:
95
Bayesian analysis of arma models using noninformative priors
Kleibergen, Frank
;
Hoek, Henk
-
1995
Persistent link: https://www.econbiz.de/10000926871
Saved in:
96
A cointegration study of aggregate imports using likelihood based testing principles
Kleibergen, Frank
;
Urbain, Jean-Pierre
;
Dijk, Herman K. van
-
1995
Persistent link: https://www.econbiz.de/10000916991
Saved in:
97
Semiparametric Bayesian inference for time series with mixed spectra
Carter, Chris K.
;
Kohn, Robert
-
1995
Persistent link: https://www.econbiz.de/10000912047
Saved in:
98
Direct cointegration testing in periodic vector autoregressive models
Kleibergen, Frank
;
Franses, Philip Hans
-
1995
Persistent link: https://www.econbiz.de/10000915606
Saved in:
99
Markov chain Monte Carlo in conditionally Gaussian state space models
Carter, Chris K.
;
Kohn, Robert
-
1994
Persistent link: https://www.econbiz.de/10000887142
Saved in:
100
Bootstrap-based critical values for the information matrix test
Horowitz, Joel
- In:
Journal of econometrics
61
(
1994
)
2
,
pp. 395-411
Persistent link: https://www.econbiz.de/10001155760
Saved in:
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