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Estimation theory
272
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272
Nichtparametrisches Verfahren
60
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60
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55
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40
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Phillips, Peter C. B.
5
Baltagi, Badi H.
4
Perron, Pierre
4
Shin, Youngki
4
Xiao, Zhijie
4
Bai, Jushan
3
Bravo, Francesco
3
Chen, Jia
3
Chong, Terence Tai-Leung
3
Davidson, Russell
3
Gørgens, Tue
3
Haiqing Xu
3
Jochmans, Koen
3
Lee, Lung-fei
3
MacKinnon, James G.
3
Mammen, Enno
3
Moon, Hyungsik Roger
3
Otsu, Taisuke
3
Preminger, Arie
3
Wu, Ximing
3
Zhang, Zhengyu
3
Čížek, Pavel
3
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2
Ai, Chunrong
2
Blevins, Jason R.
2
Bohn Nielsen, Heino
2
Camponovo, Lorenzo
2
Canay, Ivan A.
2
Chen, Le-Yu
2
Delgado, Miguel A.
2
Dufour, Jean-Marie
2
Fan, Jianqing
2
Florens, Jean-Pierre
2
Gao, Jiti
2
Hadri, Kaddour
2
Hausman, Jerry A.
2
Hoderlein, Stefan
2
Honoré, Bo E.
2
Hsu, Yu-Chin
2
Hu, Luojia
2
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1,690
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1,523
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1,516
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1,442
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972
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655
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647
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1
Semiparametric cointegrating rank selection
Cheng, Xu
;
Phillips, Peter C. B.
- In:
The econometrics journal
12
(
2009
),
pp. 83-104
Persistent link: https://www.econbiz.de/10003876315
Saved in:
2
Rank estimation of partially linear index models
Abrevaya, Jason
;
Shin, Youngki
- In:
The econometrics journal
14
(
2011
)
3
,
pp. 409-437
Persistent link: https://www.econbiz.de/10009382516
Saved in:
3
Consistent co-trending rank selection when both stochastic and non-linear deterministic trends are present
Guo, Zheng-feng
;
Shintani, Mototsugu
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 473-484
Persistent link: https://www.econbiz.de/10010253630
Saved in:
4
Exact computation of maximum rank correlation estimator
Shin, Youngki
;
Todorov, Zvezdomir
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 589-607
Persistent link: https://www.econbiz.de/10012620739
Saved in:
5
A class of indirect inference estimators : higher-order asymptotics and approximate
bias
correction
Arvanitis, Stelios
;
Dēmos, Antōnēs A.
- In:
The econometrics journal
18
(
2015
)
2
,
pp. 200-241
Persistent link: https://www.econbiz.de/10011378482
Saved in:
6
Information technology outsourcing and firm productivity : eliminating
bias
from selective missingness in the dependent variable
Breunig, Christoph
;
Kummer, Michael E.
;
Ohnemus, Joerg
; …
- In:
The econometrics journal
23
(
2020
)
1
,
pp. 88-114
Persistent link: https://www.econbiz.de/10012167245
Saved in:
7
A simple estimator for quantile panel data models using smoothed quantile regressions
Chen, Liang
;
Huo, Yulong
- In:
The econometrics journal
24
(
2021
)
2
,
pp. 247-263
Persistent link: https://www.econbiz.de/10012594992
Saved in:
8
Novel panel cointegration tests emending for cross-section dependence with N fixed
Hadri, Kaddour
;
Kurozumi, Eiji
;
Rao, Yao
- In:
The econometrics journal
18
(
2015
)
3
,
pp. 363-411
Persistent link: https://www.econbiz.de/10011473812
Saved in:
9
Identifying present
bias
and time preferences with an application to land-lease-contract data
Gautier, Pieter
;
Vuuren, Aico van
- In:
The econometrics journal
23
(
2020
)
3
,
pp. 363-385
Persistent link: https://www.econbiz.de/10012385273
Saved in:
10
On the sensitivity of the restricted least squares estimators to covariance misspecification
Wan, Alan T. K.
;
Zou, Guohua
;
Qin, Huaizhen
- In:
The econometrics journal
10
(
2007
)
3
,
pp. 471-487
Persistent link: https://www.econbiz.de/10003637591
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