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~person:"Heckman, James J."
~person:"Johansen, Søren"
~person:"Phillips, Peter C.B."
~person:"Čížek, Pavel"
~subject:"Nonparametric statistics"
~subject:"Regression analysis"
~subject:"Robustes Verfahren"
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Nonparametric statistics
Regression analysis
Robustes Verfahren
Theorie
60
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59
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54
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44
IV-Schätzung
43
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41
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Heckman, James J.
Johansen, Søren
Phillips, Peter C.B.
Čížek, Pavel
Phillips, Peter C. B.
144
Chernozhukov, Victor
104
Dette, Holger
87
Härdle, Wolfgang
82
Gao, Jiti
74
Linton, Oliver
64
Fernández-Val, Iván
41
Xiao, Zhijie
41
Belloni, Alexandre
40
Kapetanios, George
40
Otsu, Taisuke
38
Hansen, Christian Bailey
37
Kneib, Thomas
37
Cai, Zongwu
36
Doucouliagos, Chris
36
Florens, Jean-Pierre
35
Koenker, Roger
35
Stanley, Tom D.
35
Horowitz, Joel
34
Chen, Xiaohong
33
Frölich, Markus
33
Gupta, Rangan
33
Li, Degui
33
Lang, Stefan
32
Lewbel, Arthur
31
Marcellino, Massimiliano
30
Melly, Blaise
30
Su, Liangjun
30
Croux, Christophe
29
Nielsen, Bent
29
Sun, Yixiao
29
Wang, Qiying
29
Winkelmann, Rainer
29
Dufour, Jean-Marie
28
Koop, Gary
28
Li, Qi
28
Newey, Whitney K.
28
Pesaran, M. Hashem
28
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27
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26
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5
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ECONIS (ZBW)
61
EconStor
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1
Fifty Years of Mincer Earnings Regressions
Heckman, James J.
;
Lochner, Lance
;
Todd, Petra
-
2021
more general model differ substantially from inferences drawn from estimates based on a Mincer earnings
regression
…
Persistent link: https://www.econbiz.de/10013319933
Saved in:
2
Fifty Years of Mincer Earnings Regressions
Heckman, James J.
;
Lochner, Lance
;
Todd, Petra
-
2021
general model differ substantially from inferences drawn from estimates based on a Mincer earnings
regression
. Important …
Persistent link: https://www.econbiz.de/10013248669
Saved in:
3
Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012492559
Saved in:
4
Bias-corrected quantile
regression
estimation of censored
regression
models
Čížek, Pavel
;
Sadikoglu, Serhan
-
2014
Persistent link: https://www.econbiz.de/10011284539
Saved in:
5
Tightness of M-estimators for multiple linear
regression
in time series
Johansen, Søren
;
Nielsen, Bent
-
2016
Persistent link: https://www.econbiz.de/10011524093
Saved in:
6
Tightness of M-estimators for multiple linear
regression
in time series
Johansen, Søren
;
Nielsen, Bent
-
2016
Persistent link: https://www.econbiz.de/10011524565
Saved in:
7
Boundedness of m-estimators for linear
regression
in time series
Johansen, Søren
;
Nielsen, Bent
- In:
Econometric theory
35
(
2019
)
3
,
pp. 653-683
Persistent link: https://www.econbiz.de/10012146163
Saved in:
8
Models where the least trimmed squares and least median of squares estimators are maximum likelihood
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012193987
Saved in:
9
Outlier detection algorithms for least squares time series
regression
Johansen, Søren
;
Nielsen, Bent
-
2014
Persistent link: https://www.econbiz.de/10010416823
Saved in:
10
Outlier detection algorithms for least squares time series
regression
Johansen, Søren
;
Nielsen, Bent
-
2014
Persistent link: https://www.econbiz.de/10010418994
Saved in:
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