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accessRights:"restricted"
person:"Jordà, Òscar"
~person:"Hahn, Jinyong"
~person:"Ullah, Aman"
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Estimation theory
28
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Jordà, Òscar
Hahn, Jinyong
Ullah, Aman
Tsionas, Efthymios G.
40
Gao, Jiti
28
Lee, Lung-fei
27
Phillips, Peter C. B.
27
Linton, Oliver
23
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Su, Liangjun
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Baltagi, Badi H.
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Kumbhakar, Subal
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Tu, Yundong
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Cai, Zongwu
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Bera, Anil K.
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Chen, Songnian
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Li, Qi
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Li, Degui
14
Peng, Bin
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Westerlund, Joakim
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Wooldridge, Jeffrey M.
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Bai, Jushan
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Francq, Christian
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Hsiao, Cheng
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Peng, Liang
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Sun, Yiguo
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10
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Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
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1
The influence function of semiparametric two-step estimators with estimated control variables
Hahn, Jinyong
;
Liao, Zhipeng
;
Ridder, Geert
;
Shi, Ruoyao
- In:
Economics letters
231
(
2023
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014460684
Saved in:
2
Forecasting under structural breaks using improved weighted estimation
Lee, Tae-hwy
;
Parsaeian, Shahnaz
;
Ullah, Aman
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
6
,
pp. 1485-1501
Persistent link: https://www.econbiz.de/10013468610
Saved in:
3
Joint time-series and cross-section limit theory under mixingale assumptions
Hahn, Jinyong
;
Kuersteiner, Guido M.
;
Mazzocco, Maurizio
- In:
Econometric theory
38
(
2022
)
5
,
pp. 942-958
Persistent link: https://www.econbiz.de/10013469685
Saved in:
4
Efficient combined estimation under structural breaks
Lee, Tae-hwy
;
Parsaeian, Shahnaz
;
Ullah, Aman
- In:
Essays in honor of M. Hashem Pesaran : prediction and …
,
(pp. 119-142)
.
2022
Persistent link: https://www.econbiz.de/10013201836
Saved in:
5
Jackknife bias reduction for simulated maximum likelihood estimator of discrete choice models
Hahn, Jinyong
;
Liu, Xueyuan
- In:
Economics letters
219
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013470559
Saved in:
6
Maximum entropy analysis of consumption-based capital asset pricing model and volatility
Lee, Tae-hwy
;
Mao, Millie Yi
;
Ullah, Aman
- In:
Journal of econometric methods
10
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437809
Saved in:
7
A small sigma approach to certain problems in errors-in-variables models
Hahn, Jinyong
;
Hausman, Jerry A.
;
Kim, Jeonghwan
- In:
Economics letters
208
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013207287
Saved in:
8
Problems with the control variable approach in achieving unbiased estimates in nonlinear models in the presence of many instruments
Hahn, Jinyong
;
Hausman, Jerry A.
- In:
Journal of quantitative economics
19
(
2021
),
pp. 39-58
Persistent link: https://www.econbiz.de/10013441705
Saved in:
9
An information-theoretic approach for forecasting interval-valued SP500 daily returns
Buansing, T. S. Tuang
;
Golan, Amos
;
Ullah, Aman
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 800-813
Persistent link: https://www.econbiz.de/10012496866
Saved in:
10
Nonparametric estimation of marginal effects in regression-spline random effects models
Ma, Shujie
;
Racine, Jeffrey
;
Ullah, Aman
- In:
Econometric reviews
39
(
2020
)
8
,
pp. 792-825
Persistent link: https://www.econbiz.de/10012295582
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