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accessRights:"free"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Momentenmethode"
~subject:"Theorie"
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Momentenmethode
Theorie
Estimation theory
144
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Time series analysis
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Nichtparametrisches Verfahren
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Factor analysis
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IV-Schätzung
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Maximum likelihood estimation
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Gao, Jiti
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Sarafidis, Vasilis
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Working paper / Department of Econometrics and Business Statistics, Monash University
CEMMAP working papers / Centre for Microdata Methods and Practice
55
Discussion paper series / IZA
53
Cowles Foundation discussion paper
40
SFB 649 discussion paper
40
Working paper / National Bureau of Economic Research, Inc.
40
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
31
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Memorandum / Department of Economics, University of Oslo
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A linear estimator for factor-augmented fixed-t panels with endogenous regressors
Juodis, Arturas
;
Sarafid, Vasilis
-
2020
Persistent link: https://www.econbiz.de/10012606877
Saved in:
2
On GMM inference : partial identification, identification strength, and non-standard asymptotics
Poskitt, Donald Stephen
-
2020
Persistent link: https://www.econbiz.de/10012610875
Saved in:
3
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure
Norkute, Milda
;
Sarafidis, Vasilis
;
Yamagata, Takashi
; …
-
2019
Persistent link: https://www.econbiz.de/10012606743
Saved in:
4
Bayesian indirect inference and the ABC of GMM
Creel, Michael D.
;
Gao, Jiti
;
Hong, Han
;
Kristensen, Dennis
-
2016
Persistent link: https://www.econbiz.de/10011781486
Saved in:
5
Testing for a structural break in dynamic panel data models with common factors
Zhu, Huanjun
;
Sarafidis, Vasilis
;
Silvapulle, Mervyn J.
; …
-
2015
Persistent link: https://www.econbiz.de/10011781404
Saved in:
6
A computational implementation of GMM
Gao, Jiti
;
Hong, Han
-
2014
Persistent link: https://www.econbiz.de/10011780875
Saved in:
7
Tests for over-identifying restrictions in partially identified linear structural equations
Forchini, Giovanni
-
2006
Persistent link: https://www.econbiz.de/10003433850
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