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Estimation theory
478
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478
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463
Regressionsanalyse
463
Panel
309
Panel study
309
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303
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303
Nichtparametrisches Verfahren
223
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223
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165
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164
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140
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130
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113
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Phillips, Peter C. B.
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15
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14
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13
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12
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12
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11
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11
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11
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11
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10
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9
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9
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9
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9
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9
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8
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8
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7
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7
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7
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7
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7
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7
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7
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7
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7
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6
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6
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6
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6
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(EC)2 Conference <1, 1990; 2, 1991>
1
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1
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1
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Journal of econometrics
MPRA Paper
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IZA Discussion Papers
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278
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194
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179
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179
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168
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153
SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
150
Discussion paper
147
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
146
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
144
International Journal of Energy Economics and Policy : IJEEP
143
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138
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132
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ECONIS (ZBW)
945
USB Cologne (EcoSocSci)
7
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1
Ill-posed estimation in high-dimensional models with instrumental variables
Breunig, Christoph
;
Mammen, Enno
;
Simoni, Anna
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 171-200
Persistent link: https://www.econbiz.de/10012483200
Saved in:
2
Non parametric analysis of panel data models with endogenous variables
Fève, Frédérique
;
Florens, Jean-Pierre
- In:
Journal of econometrics
181
(
2014
)
2
,
pp. 151-164
Persistent link: https://www.econbiz.de/10010473323
Saved in:
3
Estimating and testing a quantile
regression
model with interactive effects
Harding, Matthew C.
;
Lamarche, Carlos
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 101-113
Persistent link: https://www.econbiz.de/10010255458
Saved in:
4
Sieve instrumental variable quantile
regression
estimation of functional coefficient models
Su, Liangjun
;
Hoshino, Tadao
- In:
Journal of econometrics
191
(
2016
)
1
,
pp. 231-254
Persistent link: https://www.econbiz.de/10011598110
Saved in:
5
Jackknife estimation of a cluster-sample IV
regression
model with many weak instruments
Chao, John C.
;
Swanson, Norman R.
;
Woutersen, Tiemen
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1747-1769
Persistent link: https://www.econbiz.de/10014471426
Saved in:
6
Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing
Escanciano, Juan Carlos
;
Jacho-Chávez, David T.
; …
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 426-443
Persistent link: https://www.econbiz.de/10010256201
Saved in:
7
Instrument strength in IV estimation and inference : a guide to theory and practice
Keane, Michael P.
;
Neal, Timothy
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1625-1653
Persistent link: https://www.econbiz.de/10014471419
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8
IV,
GMM
or likelihood approach to estimate dynamic panel models when either N or T or both are large
Hsiao, Cheng
;
Zhang, Junwei
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 312-322
Persistent link: https://www.econbiz.de/10011499447
Saved in:
9
Consistent estimation of linear panel data models with measurement error
Meijer, Erik
;
Spierdijk, Laura
;
Wansbeek, Tom
- In:
Journal of econometrics
200
(
2017
)
2
,
pp. 169-180
Persistent link: https://www.econbiz.de/10011917166
Saved in:
10
An incidental parameters free inference approach for panels with common shocks
Juodis, Artūras
;
Sarafidis, Vasilis
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 19-54
Persistent link: https://www.econbiz.de/10013441827
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