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~isPartOf:"Technical working paper / National Bureau of Economic Research"
~language:"eng"
~person:"Watson, Mark W."
~type:"book"
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Estimation theory
3
Schätztheorie
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Time series analysis
3
Zeitreihenanalyse
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Cointegration
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1
Estimation
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Watson, Mark W.
Imbens, Guido
15
Angrist, Joshua D.
12
Stock, James H.
7
West, Kenneth D.
7
Diebold, Francis X.
5
Abadie, Alberto
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Nelson, Daniel B.
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Aït-Sahalia, Yacine
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Den Haan, Wouter J.
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Krueger, Alan B.
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Levin, Andrew T.
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Abowd, John M.
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Altonji, Joseph G.
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Campbell, John Y.
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Crépon, Bruno
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Elliott, Graham
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Foster, Dean P.
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Heckman, James J.
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Kramarz, Francis
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Leamer, Edward E.
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Mykland, Per A.
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Newey, Whitney K.
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Singleton, Kenneth J.
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Startz, Richard
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Wilcox, David W.
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Aakvik, Arild
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Ackerberg, Daniel A.
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An, Jong beom
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Attanasio, Orazio P.
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Technical working paper / National Bureau of Economic Research
NBER Working Paper
8
Working paper / National Bureau of Economic Research, Inc.
5
NBER technical working paper series
4
NBER working paper series
4
Working paper series / Research Department, Federal Reserve Bank of Chicago
3
Working paper series / Research Department, Federal Reserve Bank of Chicago / Research Department, Federal Reserve Bank of Chicago
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ECONIS (ZBW)
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Asymptotically median unbiased estimation of coefficient variance in a time varying parameter model
Stock, James H.
;
Watson, Mark W.
-
1996
Persistent link: https://www.econbiz.de/10000945159
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2
Estimating deterministic trends in the presence of serially correlated errors
Canjels, Eugene
-
1994
Persistent link: https://www.econbiz.de/10000920895
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3
A simple MLE of cointegrating vectors in higher order integrated systems
Stock, James H.
;
Watson, Mark W.
-
1989
Persistent link: https://www.econbiz.de/10013452141
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