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Estimating VAR's sampled at mi...
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Estimation theory
137
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137
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41
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40
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Andrews, Donald W. K.
Phillips, Peter C. B.
458
Gupta, Rangan
438
Pesaran, M. Hashem
419
McAleer, Michael
411
Franses, Philip Hans
389
Gil-Alaña, Luis A.
345
Caporale, Guglielmo Maria
339
Koopman, Siem Jan
329
Marcellino, Massimiliano
295
Härdle, Wolfgang
281
Kapetanios, George
277
Diebold, Francis X.
276
Lütkepohl, Helmut
257
Koop, Gary
244
Schorfheide, Frank
240
Gao, Jiti
233
Ravazzolo, Francesco
229
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220
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207
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203
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195
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194
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178
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176
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171
Hendry, David F.
162
Pierdzioch, Christian
159
Watson, Mark W.
157
Ghysels, Eric
148
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147
Nielsen, Morten Ørregaard
146
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144
Giannone, Domenico
144
Tsionas, Efthymios G.
143
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142
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140
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140
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Cowles Foundation discussion paper
42
Cowles Foundation Discussion Paper
30
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
Journal of econometrics
11
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8
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4
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3
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2
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1
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1
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Identification and inference for econometric models : essays in honor of Thomas Rothenberg
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ECONIS (ZBW)
144
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The large sample correspondence between classical hypothesis tests and Bayesian posterior odds tests
Andrews, Donald W. K.
-
1992
Persistent link: https://www.econbiz.de/10000852463
Saved in:
2
The limit of finite-sample size and a problem with subsampling
Andrews, Donald W. K.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003462548
Saved in:
3
Hybrid and size-corrected subsample methods
Andrews, Donald W. K.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003462549
Saved in:
4
Semiparametric estimation of the intercept of a sample selection model
Andrews, Donald W. K.
- In:
The review of economic studies
65
(
1998
)
3
,
pp. 497-517
Persistent link: https://www.econbiz.de/10001244371
Saved in:
5
Semiparametric estimation of the intercept of a sample selection model
Andrews, Donald W. K.
;
Schafgans, Marcia M. A.
-
1998
Persistent link: https://www.econbiz.de/10001389316
Saved in:
6
Nonlinear econometric models with deterministically trending variables
Andrews, Donald W. K.
;
McDermott, C. John
-
1993
Persistent link: https://www.econbiz.de/10000883176
Saved in:
7
Exactly unbiased estimation of first order autoregressive unit root models
Andrews, Donald W. K.
-
1991
-
Rev
Persistent link: https://www.econbiz.de/10000828074
Saved in:
8
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
Andrews, Donald W. K.
(
ed.
);
Rothenberg, Thomas J.
(
honouree
)
-
2005
Persistent link: https://www.econbiz.de/10002380727
Saved in:
9
An improved heteroskedasticity and autocorrelation consistent covariance matrix estimator
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
4
,
pp. 953-966
Persistent link: https://www.econbiz.de/10001129056
Saved in:
10
Approximately median-unbiased estimation of autoregressive models
Andrews, Donald W. K.
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
2
,
pp. 187-204
Persistent link: https://www.econbiz.de/10001167115
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