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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"ind"
~person:"Hsiao, Cheng"
~subject:"Statistischer Test"
~type_genre:"Article in journal"
~type_genre:"Bibliographie enthalten"
~type_genre:"Lehrbuch"
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Statistischer Test
Estimation theory
11
Schätztheorie
11
Theorie
10
Theory
10
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Panel
7
Panel study
7
Statistical test
6
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5
Econometrics
4
Estimation
4
Method of moments
4
Momentenmethode
4
Schätzung
4
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Asymptotic bias
2
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2
Cointegration
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2
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2
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2
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1998-2000
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Cheng Hsiao
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Hsiao, Cheng
Andrews, Donald W. K.
8
Sun, Yixiao
8
Delgado, Miguel A.
7
Dufour, Jean-Marie
6
Khalaf, Lynda
6
Moreira, Marcelo J.
6
Phillips, Peter C. B.
6
Taylor, Robert
6
Cai, Zongwu
5
White, Halbert
5
Baltagi, Badi H.
4
Escanciano, Juan Carlos
4
Ghysels, Eric
4
Hausman, Jerry A.
4
Horowitz, Joel
4
Li, Qi
4
McCracken, Michael W.
4
Perron, Pierre
4
Shi, Xiaoxia
4
Su, Liangjun
4
Varneskov, Rasmus Tangsgaard
4
Yu, Jun
4
Andreou, Elena
3
Armstrong, Timothy B.
3
Canay, Ivan A.
3
Caner, Mehmet
3
Chen, Xiaohong
3
Clark, Todd E.
3
Escanciano, J. Carlos
3
Harvey, David I.
3
Hong, Yongmiao
3
Hsu, Yu-Chin
3
Kim, Min Seong
3
Lavergne, Pascal
3
Leybourne, Stephen James
3
Li, Yong
3
Linton, Oliver
3
Park, Joon Y.
3
Robinson, Peter M.
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Journal of econometrics
Journal of time series econometrics
1
Oxford bulletin of economics and statistics
1
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ECONIS (ZBW)
6
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1
Testing error serial correlation in fixed effects nonparametric panel data models
Green, Carl
;
Long, Wei
;
Hsiao, Cheng
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 466-473
Persistent link: https://www.econbiz.de/10011503631
Saved in:
2
Model specification test with correlated but not cointegrated variables
Gan, Li
;
Hsiao, Cheng
;
Shu Xu
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 80-85
Persistent link: https://www.econbiz.de/10010255463
Saved in:
3
A consistent model specification test with mixed discrete and continuous data
Hsiao, Cheng
;
Li, Qi
;
Racine, Jeffrey
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 802-826
Persistent link: https://www.econbiz.de/10003569974
Saved in:
4
Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process
Hsiao, Cheng
;
Wang, Siyan
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 427-463
Persistent link: https://www.econbiz.de/10003376092
Saved in:
5
Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
Li, Qi
;
Hsiao, Cheng
;
Zinn, Joel
- In:
Journal of econometrics
112
(
2003
)
2
,
pp. 295-325
Persistent link: https://www.econbiz.de/10001731319
Saved in:
6
Studies in estimation and testing
Hsiao, Cheng
(
contributor
);
Perrigne, Isabelle
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001585151
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