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Robust inference in autoregressions with multiple outliers
Cavaliere, Giuseppe; Georgiev, Iliyan - In: Econometric theory 25 (2009) 6, pp. 1625-1661
Persistent link: https://www.econbiz.de/10003904429
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Estimation and inference of the vector autoregressive process under heteroscedasticity
Bodnar, Taras; Zabolotskyy, Taras - 2009
Persistent link: https://www.econbiz.de/10003905996
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T-statistic based correlation and heterogeneity robust inference
Ibragimov, Rustam (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003480434
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Regression and weighting methods for causal inference using instrumental variables
Tan, Zhiqiang - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 1607-1618
Persistent link: https://www.econbiz.de/10003406820
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A distributional approach for causal inference using propensity scores
Tan, Zhiqiang - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 1619-1637
Persistent link: https://www.econbiz.de/10003406827
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Inference on the number of species through geometric lower bounds
Mao, Chang Xuan - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 1663-1670
Persistent link: https://www.econbiz.de/10003406868
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Inference with weak instruments
Andrews, Donald W. K. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003468408
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Structural inference for parameters of a power function distribution
Ariyawansa, K. A.; Templeton, J. G. C. - In: Statistische Hefte : internationale Zeitschrift für … 27 (1986) 2, pp. 117-139
Persistent link: https://www.econbiz.de/10003473507
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Linear statistical inference for global and local minimum variance portfolios
Frahm, Gabriel (contributor) - 2007
Traditional portfolio optimization has been often criticized since it does not account for estimation risk. Theoretical considerations indicate that estimation risk is mainly driven by the parameter uncertainty regarding the expected asset returns rather than their variances and covariances....
Persistent link: https://www.econbiz.de/10003449380