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Estimation theory
72
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Stock, James H.
Phillips, Peter C. B.
308
Pesaran, M. Hashem
243
McAleer, Michael
228
Gao, Jiti
170
Härdle, Wolfgang
152
Linton, Oliver
149
Andrews, Donald W. K.
144
Kapetanios, George
131
Newey, Whitney K.
131
Baltagi, Badi H.
118
Koopman, Siem Jan
114
Chernozhukov, Victor
111
Heckman, James J.
109
Chen, Xiaohong
99
Gouriéroux, Christian
98
Imbens, Guido
95
White, Halbert
94
Diebold, Francis X.
87
Otsu, Taisuke
87
Robinson, Peter M.
87
Franses, Philip Hans
86
MacKinnon, James G.
85
Swanson, Norman R.
85
Lütkepohl, Helmut
84
Lechner, Michael
81
Lee, Lung-fei
79
Ullah, Aman
79
Li, Qi
78
Wooldridge, Jeffrey M.
78
Bera, Anil K.
77
Davidson, Russell
77
Engle, Robert F.
77
Croux, Christophe
74
Dette, Holger
74
Lucas, André
74
Teräsvirta, Timo
74
Horowitz, Joel
73
Su, Liangjun
71
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70
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14
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10
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7
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5
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5
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4
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4
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
1
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1
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1
Reducing inflation : motivation and strategy
1
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1
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1
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ECONIS (ZBW)
72
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1
Instrumental variables regression with weak instruments
Staiger, Douglas
;
Stock, James H.
-
1994
Persistent link: https://www.econbiz.de/10000883140
Saved in:
2
Asymptotically median unbiased estimation of coefficient variance in a time varying parameter model
Stock, James H.
;
Watson, Mark W.
-
1996
Persistent link: https://www.econbiz.de/10000945159
Saved in:
3
Efficient tests for an autoregressive unit root
Elliott, Graham
;
Rothenberg, Thomas J.
;
Stock, James H.
-
1992
Persistent link: https://www.econbiz.de/10000849716
Saved in:
4
Inference in time series regression when the order of integration of a regressor is unknown
Elliott, Graham
;
Stock, James H.
-
1992
Persistent link: https://www.econbiz.de/10000840062
Saved in:
5
Deciding between I(1) and I(0)
Stock, James H.
-
1992
Persistent link: https://www.econbiz.de/10000840063
Saved in:
6
A simple
estimator
of cointegrating vectors in higher order integrated systems
Stock, James H.
;
Watson, Mark W.
-
1991
Persistent link: https://www.econbiz.de/10000812979
Saved in:
7
Recursive and sequential tests of the unit root and trend break hypotheses : theory and international evidence
Banerjee, Anindya
;
Lumsdaine, Robin L.
;
Stock, James H.
-
1990
Persistent link: https://www.econbiz.de/10000803376
Saved in:
8
How precise are estimates of the natural rate of unemployment?
Staiger, Douglas
;
Stock, James H.
;
Watson, Mark W.
-
1996
Persistent link: https://www.econbiz.de/10000572814
Saved in:
9
Unit roots, structural breaks and trends
Stock, James H.
-
1994
Persistent link: https://www.econbiz.de/10001327600
Saved in:
10
Cointegration, long-run comovements, and long-horizon forecasting
Stock, James H.
-
1997
Persistent link: https://www.econbiz.de/10001328736
Saved in:
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