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type_genre:"Sammelwerk"
~person:"Diebold, Francis X."
~person:"Kleibergen, Frank"
~person:"Kohn, Robert"
~person:"Phillips, Peter C. B."
~subject:"Statistical test"
~subject:"Statistical theory"
~subject:"Stichprobenerhebung"
~subject:"Theorie"
~subject:"USA"
~subject:"Wechselkurs"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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303
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122
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77
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40
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Diebold, Francis X.
Kleibergen, Frank
Kohn, Robert
Phillips, Peter C. B.
Pesaran, M. Hashem
72
Härdle, Wolfgang
69
Andrews, Donald W. K.
56
McAleer, Michael
46
Imbens, Guido
43
Newey, Whitney K.
43
Franses, Philip Hans
42
Gouriéroux, Christian
42
Bera, Anil K.
40
Baltagi, Badi H.
39
Swanson, Norman R.
37
Dufour, Jean-Marie
36
Giles, David E. A.
36
Sentana, Enrique
35
Horowitz, Joel
33
Robinson, Peter M.
31
Li, Qi
30
Chernozhukov, Victor
29
Heckman, James J.
29
White, Halbert
29
Ghysels, Eric
27
Robert, Christian P.
27
Fiorentini, Gabriele
26
King, Maxwell L.
26
Kiviet, J. F.
26
Maravall Herrero, Agustín
25
Ohtani, Kazuhiro
25
Granger, C. W. J.
24
Stahlecker, Peter
24
Zakoïan, Jean-Michel
24
Perron, Pierre
23
Steel, Mark F. J.
23
Ullah, Aman
23
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23
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22
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Special issue on new developments in time series econometrics
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Testing integration and cointegration
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ECONIS (ZBW)
172
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1
Comment on: identification robust testing of risk premia in finite samples
Zaffaroni, Paolo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 303-305
Persistent link: https://www.econbiz.de/10014314744
Saved in:
2
Rejoinder on: identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 311-315
Persistent link: https://www.econbiz.de/10014314746
Saved in:
3
A test for kronecker product structure covariance matrix
Guggenberger, Patrik
;
Kleibergen, Frank
;
Mavroeidis, …
-
2022
Persistent link: https://www.econbiz.de/10012814351
Saved in:
4
Robust inference on correlation under general heterogeneity
Giraitis, Liudas
;
Li, Yufei
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10014235297
Saved in:
5
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
6
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
7
Comment on: identification robust testing of risk premia in finite samples
Khalaf, Lynda
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 298-302
Persistent link: https://www.econbiz.de/10014314743
Saved in:
8
Discussion of identification robust testing of risk premia in finite samples
Peñaranda, Francisco
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 306-310
Persistent link: https://www.econbiz.de/10014314745
Saved in:
9
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
10
Consistent misspecification testing in spatial autoregressive models
Lee, Jungyoon
;
Phillips, Peter C. B.
;
Rossi, Francesca
-
2020
Persistent link: https://www.econbiz.de/10012322364
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