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~subject:"Schätztheorie"
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Schätztheorie
economic models
69
econometrics
28
income
28
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24
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24
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20
investments
20
USA
16
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15
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12
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15
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Startz, Richard
15
Nelson, Charles R.
10
Kim, Myung-jig
3
Dueker, Michael
2
Basistha, Arabinda
1
Cogley, Timothy
1
Ma, Jun
1
Miller, Steve
1
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Technical working paper / National Bureau of Economic Research
2
The review of economics and statistics
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
In honor of Merton H. Miller's contributions to finance and economics : proceedings of a conference June 8 - 10, 1988
1
International economic review
1
Journal of econometrics
1
Kyŏngje-yŏn'gu
1
Research and Public Information Division working paper series
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The review of economic studies
1
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
1
Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
15
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1
Maximum-likelihood estimation of fractional cointegration with an application to the short end of the yield curve
Dueker, Michael
;
Startz, Richard
-
1994
Persistent link: https://www.econbiz.de/10000896983
Saved in:
2
Mean reversion in stock prices? : a reappraisal of the empirical evidence
Kim, Myung-jig
;
Nelson, Charles R.
;
Startz, Richard
-
1988
Persistent link: https://www.econbiz.de/10000759184
Saved in:
3
Measuring the NAIRU with reduced uncertainty : a multiple-indicator common-cycle approach
Basistha, Arabinda
;
Startz, Richard
- In:
The review of economics and statistics
90
(
2008
)
4
,
pp. 805-811
Persistent link: https://www.econbiz.de/10003772099
Saved in:
4
The zero-information-limit condition and spurious inference in weakly identified models
Nelson, Charles R.
;
Startz, Richard
- In:
Journal of econometrics
138
(
2007
)
1
,
pp. 47-62
Persistent link: https://www.econbiz.de/10003451736
Saved in:
5
Spurious inference in the GARCH (1,1) model : when it is weakly identified
Ma, Jun
;
Nelson, Charles R.
;
Startz, Richard
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
11
(
2007
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10009512627
Saved in:
6
Maximum-likelihood estimation of fractional cointegration with and application to US and Canadian bond rates
Dueker, Michael
- In:
The review of economics and statistics
80
(
1998
)
3
,
pp. 420-426
Persistent link: https://www.econbiz.de/10001245211
Saved in:
7
Mean reversion in stock prices? : a reappraisal of the empirical evidence
Kim, Myung-jig
- In:
The review of economic studies
58
(
1991
)
4
,
pp. 515-528
Persistent link: https://www.econbiz.de/10001114320
Saved in:
8
The distribution of the instrumental variables estimator and its t-ratio when the instrument is a poor one
Nelson, Charles R.
Persistent link: https://www.econbiz.de/10001274009
Saved in:
9
Valid confidence intervals and inference in the presence of weak instruments
Zivot, Eric
- In:
International economic review
39
(
1998
)
4
,
pp. 1119-1144
Persistent link: https://www.econbiz.de/10001338783
Saved in:
10
Some further results on the exact small sample properties of the instrumental variable estimator
Nelson, Charles R.
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
4
,
pp. 967-976
Persistent link: https://www.econbiz.de/10001091330
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