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~accessRights:"restricted"
~person:"Caporale, Guglielmo Maria"
~person:"Kilian, Lutz"
~person:"Lewbel, Arthur"
~person:"Li, Qi"
~person:"Teräsvirta, Timo"
~subject:"Panel"
~subject:"Schätztheorie"
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Panel
Schätztheorie
Estimation theory
36
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21
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19
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17
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15
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Caporale, Guglielmo Maria
Kilian, Lutz
Lewbel, Arthur
Li, Qi
Teräsvirta, Timo
Tsionas, Efthymios G.
28
Gao, Jiti
20
Phillips, Peter C. B.
20
Linton, Oliver
18
Su, Liangjun
18
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18
Cai, Zongwu
16
Wooldridge, Jeffrey M.
16
Tu, Yundong
15
Baltagi, Badi H.
14
Chen, Songnian
13
Li, Degui
13
Parmeter, Christopher F.
13
Bera, Anil K.
12
Omay, Tolga
12
Zhang, Xinyu
12
Escanciano, Juan Carlos
11
Kumbhakar, Subal
11
Demetrescu, Matei
10
Florens, Jean-Pierre
10
Hahn, Jinyong
10
Peng, Liang
10
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9
Hsu, Yu-Chin
9
Kapetanios, George
9
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9
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9
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9
Simar, Léopold
9
Sun, Yiguo
9
Ullah, Aman
9
Zhang, Xibin
9
Bresson, Georges
8
Chen, Xiaohong
8
Chernozhukov, Victor
8
Doğan, Osman
8
Fan, Yanqin
8
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8
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3
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2
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Essays in honor of Joon Y. Park : econometric methodology in empirical applications
1
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1
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1
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1
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
1
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ECONIS (ZBW)
37
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1
Over-identified doubly robust identification and estimation
Lewbel, Arthur
;
Choi, Jin-young
;
Zhou, Zhuzhu
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 25-42
Persistent link: https://www.econbiz.de/10014434376
Saved in:
2
Optimal model averaging of mixed-data kernel-weighted spline regressions
Racine, Jeffrey
;
Li, Qi
;
Yu, Dalei
;
Zheng, Li
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1251-1261
Persistent link: https://www.econbiz.de/10014448627
Saved in:
3
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 966-984
Persistent link: https://www.econbiz.de/10013364922
Saved in:
4
The uniform validity of impulse response inference in autoregressions
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 450-472
Persistent link: https://www.econbiz.de/10012439494
Saved in:
5
Nonparametric quantile regression estimation with mixed discrete and continuous data
Li, Degui
;
Li, Qi
;
Li, Zheng
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 741-756
Persistent link: https://www.econbiz.de/10012587976
Saved in:
6
The role of the prior in estimating var models with sign restrictions
Inoue, Atsushi
;
Kilian, Lutz
-
2020
Persistent link: https://www.econbiz.de/10012417697
Saved in:
7
The econometrics of oil market VAR models
Kilian, Lutz
;
Zhou, Xiaoqing
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 65-95)
.
2023
Persistent link: https://www.econbiz.de/10014315146
Saved in:
8
Nonparametric euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
- In:
Econometric theory
37
(
2021
)
5
,
pp. 851-891
Persistent link: https://www.econbiz.de/10012656387
Saved in:
9
Estimation of average treatment effect based on a semiparametric propensity score
Sun, Yu
;
Yan, Karen X.
;
Li, Qi
- In:
Econometric reviews
40
(
2021
)
9
,
pp. 852-866
Persistent link: https://www.econbiz.de/10012624542
Saved in:
10
Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates
Chen, Xirong
;
Li, Degui
;
Li, Qi
;
Li, Zheng
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 433-450
Persistent link: https://www.econbiz.de/10012304042
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