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~isPartOf:"Journal of econometrics"
~subject:"Nonparametric statistics"
~subject:"Statistical test"
~subject:"USA"
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Nonparametric statistics
Statistical test
USA
Theorie
1,608
Theory
1,608
Estimation theory
368
Schätztheorie
368
Time series analysis
326
Zeitreihenanalyse
326
Estimation
166
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166
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Linton, Oliver
10
Phillips, Peter C. B.
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6
Yu, Jun
6
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5
Khalaf, Lynda
5
Whang, Yoon-jae
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5
Delgado, Miguel A.
4
Horowitz, Joel
4
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4
Koop, Gary
4
Lewbel, Arthur
4
Robinson, Peter M.
4
Steel, Mark F. J.
4
Boswijk, Herman Peter
3
Carrasco, Marine
3
Chen, Songnian
3
Fan, Yanqin
3
Gagliardini, Patrick
3
Gallant, A. Ronald
3
Gao, Jiti
3
Hidalgo, Javier
3
Li, Qi
3
Maheu, John M.
3
Mariano, Roberto S.
3
Simar, Léopold
3
Slottje, Daniel Jonathan
3
Tsionas, Efthymios G.
3
Velasco, Carlos
3
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2
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2
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2
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2
Aït-Sahalia, Yacine
2
Bera, Anil K.
2
Bücher, Axel
2
Canay, Ivan A.
2
Chen, Jia
2
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2
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Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
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Journal of econometrics
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1,504
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396
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370
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315
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259
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256
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239
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215
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212
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131
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128
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123
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121
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118
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114
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ECONIS (ZBW)
335
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1
Asymmetries and nonlinearities in dynamic economic models
Burgess, Simon
(
contributor
)
-
1996
Persistent link: https://www.econbiz.de/10000596724
Saved in:
2
Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments
Andrews, Donald W. K.
;
Moreira, Marcelo J.
;
Stock, James H.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 241-254
Persistent link: https://www.econbiz.de/10003782963
Saved in:
3
Efficient forecast tests for conditional policy forecasts
Faust, Jon
;
Wright, Jonathan H.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 293-303
Persistent link: https://www.econbiz.de/10003782979
Saved in:
4
Quality control for structural credit risk models
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 364-375
Persistent link: https://www.econbiz.de/10003783002
Saved in:
5
Econometric estimation in long-range dependent volatility models : theory and practice
Casas, Isabel
;
Gao, Jiti
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 72-83
Persistent link: https://www.econbiz.de/10003783786
Saved in:
6
Fiscal policy and asset markets : a semiparametric analysis
Jansen, Dennis W.
;
Li, Qi
;
Wang, Zijun
;
Yang, Jian
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 141-150
Persistent link: https://www.econbiz.de/10003783794
Saved in:
7
Forecasting the yield curve in a data-rich environment : a no-arbitrage factor-augmented VAR approach
Mönch, Emanuel
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 26-43
Persistent link: https://www.econbiz.de/10003778196
Saved in:
8
Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities
Rosen, Adam M.
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 107-117
Persistent link: https://www.econbiz.de/10003778226
Saved in:
9
Local likelihood estimation of truncated regression and its partial derivatives : theory and application
Park, Byeong U.
;
Simar, Léopold
;
Zelenyuk, Valentin
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 185-198
Persistent link: https://www.econbiz.de/10003778287
Saved in:
10
Semiparametric estimation of a binary response model with a change-point due to a covariate threshold
Lee, Sokbae
;
Seo, Myung Hwan
- In:
Journal of econometrics
144
(
2008
)
2
,
pp. 492-499
Persistent link: https://www.econbiz.de/10003774693
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