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~isPartOf:"CREATES research paper"
~person:"Crump, Richard K."
~person:"Gørgens, Tue"
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Nichtparametrisches Verfahren
3
Nonparametric statistics
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Statistical test
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Statistischer Test
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Estimation theory
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Schätztheorie
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Bootstrap-Verfahren
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Crump, Richard K.
Gørgens, Tue
Jansson, Michael
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Kristensen, Dennis
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Teräsvirta, Timo
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Nielsen, Morten Ørregaard
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Borup, Daniel
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Ergemen, Yunus Emre
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CREATES research paper
Working paper series / Center for Economic Institutions, Institute for Economic Research, Hitotsubashi University
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ECONIS (ZBW)
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Bootstrapping censity-weighted average derivatives
Cattaneo, Matias D.
;
Crump, Richard K.
;
Jansson, Michael
-
2010
Persistent link: https://www.econbiz.de/10003968433
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2
Robust data-driven inference for density-weighted average derivatives
Cattaneo, Matias D.
;
Crump, Richard K.
;
Jansson, Michael
-
2009
Persistent link: https://www.econbiz.de/10003883600
Saved in:
3
Testing a parametric function against nonparametric alternative in IV and GMM settings
Gørgens, Tue
;
Würtz, Allan H.
-
2009
Persistent link: https://www.econbiz.de/10003903437
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