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~isPartOf:"CREATES research paper"
~person:"Gørgens, Tue"
~person:"Jansson, Michael"
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Statistical test
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Statistischer Test
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Nichtparametrisches Verfahren
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Estimation theory
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Maximum likelihood estimation
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Gørgens, Tue
Jansson, Michael
Kristensen, Dennis
4
Teräsvirta, Timo
4
Nielsen, Morten Ørregaard
3
Borup, Daniel
2
Caner, Mehmet
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Cattaneo, Matias D.
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CREATES research paper
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
CREATES Research Paper 2009-55
1
Discussion paper / Tinbergen Institute
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Econometric theory
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Identification and inference for econometric models : essays in honor of Thomas Rothenberg
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Massachusetts Institute of Technology Department of Economics working paper series : working paper
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Tinbergen Institute Discussion Paper 12-097/III
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ECONIS (ZBW)
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Improved likelihood ratio tests for cointegration rank in the VAR model
Boswijk, Herman Peter
;
Jansson, Michael
;
Nielsen, …
-
2012
Persistent link: https://www.econbiz.de/10009621930
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2
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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3
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:
4
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
Saved in:
5
Efficient likelihood ratio tests for seasonal unit roots
Jansson, Michael
;
Nielsen, Morten Ørregaard
-
2009
Persistent link: https://www.econbiz.de/10003903502
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