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institution:"University of Exeter / Department of Economics"
subject:"Estimation theory"
~institution:"Australian National University / Faculty of Economics"
~institution:"Banque de France / Direction des Etudes Economiques et de la Recherche"
~institution:"European University Institute / Department of Economics"
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Estimation theory
Theorie
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372
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28
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Maravall Herrero, Agustín
7
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4
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3
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2
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2
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2
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2
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2
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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
Hadri, Kaddour
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University of Exeter / Department of Economics
Australian National University / Faculty of Economics
Banque de France / Direction des Etudes Economiques et de la Recherche
European University Institute / Department of Economics
Ekonomiska forskningsinstitutet <Stockholm>
25
Umeå universitet
21
University of New England / Department of Econometrics
18
Center for Economic Research <Tilburg>
16
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
11
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10
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9
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9
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8
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7
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6
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5
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5
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5
Rodney L. White Center for Financial Research
5
Rutgers University / Department of Economics
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Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
3
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3
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3
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3
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3
Shakai-Keizai-Kenkyūsho <Osaka>
3
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3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
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EUI working paper / ECO
20
Discussion papers in economics
9
Notes d'études et de recherche : NER
4
Working papers in economics and econometrics
3
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ECONIS (ZBW)
36
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1
Designing non-parametric estimates and tests for means
Schlag, Karl H.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003365687
Saved in:
2
Practical problems with reduced rank ML estimators for cointegration parameters and a simple alternative
Brüggemann, Ralf
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113163
Saved in:
3
Moment approximation for least squares estimators in dynamic regression models with a unit root
Kiviet, J. F.
;
Phillips, Garry D. A.
-
1999
Persistent link: https://www.econbiz.de/10001398338
Saved in:
4
Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models
Kiviet, J. F.
;
Phillips, Garry D. A.
-
1998
Persistent link: https://www.econbiz.de/10000168159
Saved in:
5
La modélisation VAR structurel : application à la politique monétaire en France
Bruneau, Catherine
;
Bandt, Olivier de
-
1998
Persistent link: https://www.econbiz.de/10000983202
Saved in:
6
Inference for unit roots in dynamic panels with heteroscedastic and serially correlated errors
Harris, Richard D. F.
;
Tzavalis, Elias
-
1998
Persistent link: https://www.econbiz.de/10000992997
Saved in:
7
Forecasting (LOG) volatility models
Christodoulakis, George A.
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000998647
Saved in:
8
An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models
Phillips, Garry D. A.
-
1998
Persistent link: https://www.econbiz.de/10001366901
Saved in:
9
Représentation VAR et test de la théorie des anticipations de la structure par terme
Jondeau, Eric
-
1997
Persistent link: https://www.econbiz.de/10000968630
Saved in:
10
Estimation et interprétation des densités neutres au risque : une comparaison de méthodes
Jondeau, Eric
;
Rockinger, Michael
-
1997
Persistent link: https://www.econbiz.de/10000972674
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