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Search: subject_exact:"Estimation theory"
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Estimation theory
904
Schätztheorie
904
Theorie
335
Theory
335
Time series analysis
222
Zeitreihenanalyse
222
Nichtparametrisches Verfahren
116
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116
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107
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58
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Kohn, Robert
23
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20
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12
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11
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11
Li, Qi
9
Saikkonen, Pentti
9
White, Halbert
9
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8
Chen, Songnian
8
Pötscher, Benedikt M.
8
Wand, M. P.
8
Ansley, Craig F.
7
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7
Chan, Ngai Hang
7
Francq, Christian
7
Horváth, Lajos
7
Jong, Robert M. de
7
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7
Otsu, Taisuke
7
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7
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7
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7
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6
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6
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6
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6
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6
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6
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6
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6
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6
Su, Liangjun
6
Xiao, Zhijie
6
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5
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5
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5
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5
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Econometric theory
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970
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602
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437
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324
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316
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304
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268
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236
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221
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219
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215
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213
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197
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193
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187
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184
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181
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173
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168
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167
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163
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150
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150
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137
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129
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ECONIS (ZBW)
904
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61
Semiparametric identification and fisher information
Escanciano, Juan Carlos
- In:
Econometric theory
38
(
2022
)
2
,
pp. 301-338
Persistent link: https://www.econbiz.de/10013187226
Saved in:
62
Consistent local spectrum inference for predictive return regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1253-1307
Persistent link: https://www.econbiz.de/10013539347
Saved in:
63
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:
64
Nonstationary linear processes with infinite variance GARCH errors
Zhang, Rongmao
;
Chan, Ngai Hang
- In:
Econometric theory
37
(
2021
)
5
,
pp. 892-925
Persistent link: https://www.econbiz.de/10012656388
Saved in:
65
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
66
Average derivative estimation under measurement error
Dong, Hao
;
Otsu, Taisuke
;
Taylor, Luke
- In:
Econometric theory
37
(
2021
)
5
,
pp. 1004-1033
Persistent link: https://www.econbiz.de/10012656392
Saved in:
67
A primer on bootstrap testing of hypotheses in time series models : with an application to double autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
- In:
Econometric theory
37
(
2021
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10012437042
Saved in:
68
Instrumental variable quantile regression with misclassification
Ura, Takuya
- In:
Econometric theory
37
(
2021
)
1
,
pp. 169-204
Persistent link: https://www.econbiz.de/10012437046
Saved in:
69
Consumption, aggregate wealth and expected stock returns : an FCVAR approach
Quineche, Ricardo
- In:
Journal of time series econometrics
13
(
2021
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10012437824
Saved in:
70
Inference in instrumental variable models with heteroskedasticity and many instruments
Crudu, Federico
;
Mellace, Giovanni
;
Sándor, Zsolt
- In:
Econometric theory
37
(
2021
)
2
,
pp. 281-310
Persistent link: https://www.econbiz.de/10012505392
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