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~person:"MacKinnon, James G."
~source:"econis"
~subject:"Statistik"
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Search: subject_exact:"Estimation theory"
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Statistik
Estimation theory
61
Schätztheorie
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Bootstrap approach
21
Bootstrap-Verfahren
21
Cluster analysis
18
Clusteranalyse
18
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17
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cluster-robust variance estimator
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wild cluster bootstrap
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clustered data
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Induktive Statistik
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robust inference
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Regressionsanalyse
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grouped data
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Korrelation und Regression
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English
12
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MacKinnon, James G.
Davidson, Russell
8
Lee, Lung-Fei
7
Lee, Cheng F.
6
Lee, John C.
6
Dastoor, Naorayex K.
5
Fisher, Gordon
5
Godfrey, L. G.
5
Magnus, Jan R.
5
McAleer, Michael
5
Pesaran, M. Hashem
5
Ilmakunnas, Pekka
4
Jarque, Carlos M.
4
Bera, Anil K.
3
Kariya, Takeaki
3
Krämer, Walter
3
Lee, Lung-fei
3
Patterson, K. D.
3
Pesaran, Bahram
3
Poirier, Dale J.
3
Powell, James L.
3
Richmond, J.
3
Robilliard, Anne-Sophie
3
Robinson, Sherman
3
Anderson, T. W.
2
Beach, Charles M.
2
Bera, A. K.
2
Bierens, Herman J.
2
Chamberlain, Gary
2
Don, Henk
2
Fahrmeir, Ludwig
2
Hall, Anthony D.
2
Hoque, Asraul
2
Hsiao, Cheng
2
Kaufmann, Heinz
2
King, Maxwell L.
2
Lee, Chiang-Sheng
2
MacKinnon, James C.
2
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2
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Discussion paper
9
Discussion paper - Institute for Economic Research, Queen's University
1
Discussion paper / Queen's University, Institute for Economic Research
1
Oxford bulletin of economics and statistics
1
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ECONIS (ZBW)
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1
Practitioners' corner : double length artificial regressions
Davidson, Russell
;
MacKinnon, James G.
- In:
Oxford bulletin of economics and statistics
50
(
1988
)
2
,
pp. 203-217
Persistent link: https://www.econbiz.de/10003522163
Saved in:
2
Testing for consistency using artificial regressions
MacKinnon, James G.
;
Davidson, Russell
-
1987
Persistent link: https://www.econbiz.de/10003522198
Saved in:
3
Testing for transformations of the dependent variable
MacKinnon, James G.
;
Magee, Lonnie
-
1986
Persistent link: https://www.econbiz.de/10003532215
Saved in:
4
Testing for specification of econometric models in regression and non-regression directions
Davidson, Russell
;
MacKinnon, James G.
-
1986
Persistent link: https://www.econbiz.de/10003523093
Saved in:
5
A differencing specification test for models with serially correlated errors
Boothe, Paul
;
MacKinnon, James G.
-
1985
Persistent link: https://www.econbiz.de/10003498416
Saved in:
6
A modified heteroskedasticity consistent covariance matrix estimator with improved finite sample properties
MacKinnon, James G.
;
White, Halbert
-
1983
Persistent link: https://www.econbiz.de/10003529317
Saved in:
7
Convenient methods for estimation of linear regression models with ma(1) errors
MacDonald, Glenn M.
;
MacKinnon, James G.
-
1983
Persistent link: https://www.econbiz.de/10003529372
Saved in:
8
Model specification tests based on artificial linear regressions
Davidson, Russell
;
MacKinnon, James G.
-
1981
-
Rev. version of discussion paper nr 390
Persistent link: https://www.econbiz.de/10003522123
Saved in:
9
Small sample properties of alternative forms of the Lagrange multiplier test
Davidson, Russell
;
MacKinnon, James G.
-
1981
Persistent link: https://www.econbiz.de/10003522191
Saved in:
10
Tests for model specification in the presence of alternative hypotheses: some further results
Davidson, Russell
;
MacKinnon, James G.
-
1981
Persistent link: https://www.econbiz.de/10003523319
Saved in:
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