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isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
subject:"Regression analysis"
~subject:"Forecasting model"
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Search: subject_exact:"Estimation theory"
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Discussion paper / Department of Economics, University of California San Diego
Journal of econometrics
316
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
122
International journal of forecasting
116
Economics letters
111
Journal of the American Statistical Association : JASA
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Consistent HAC estimation and robust regression testing using sharp origin kernels with no truncation
Phillips, Peter C. B.
;
Sun, Yixiao
;
Jin, Sainan
-
2003
Persistent link: https://www.econbiz.de/10001753309
Saved in:
2
Estimation, inference, and specification testing for possibly misspecified quantile regression
Kim, Tae-hwan
;
White, Halbert
-
2002
Persistent link: https://www.econbiz.de/10001683571
Saved in:
3
James-Stein type estimators in large samples with application to the least absolute deviations estimator
Kim, Tae-hwan
;
White, Halbert
-
2000
Persistent link: https://www.econbiz.de/10001495720
Saved in:
4
James-Stein type estimators in large samples with application to the least absolute deviation estimator
Kim, Tae-Hwan
;
White, Halbert
-
1999
Persistent link: https://www.econbiz.de/10001366190
Saved in:
5
Testing for unit roots with prediction errors
Sánchez, Ismael
-
1998
Persistent link: https://www.econbiz.de/10000993941
Saved in:
6
Inference in models with nearly integrated regressors
Cavanagh, Christopher Lorne
;
Elliott, Graham
;
Stock, …
-
1995
Persistent link: https://www.econbiz.de/10000929623
Saved in:
7
Regression based tests for non-nested alternatives in grouped duration models
Sueyoshi, Glenn T.
-
1994
Persistent link: https://www.econbiz.de/10000892039
Saved in:
8
Asymptotic properties of s-estimators for nonlinear regression models with dependent, heterogeneous processes
Sakata, Shinichi
;
White, Halbert
-
1994
Persistent link: https://www.econbiz.de/10000892123
Saved in:
9
An alternative definition of finite sample breakdown point with applications to regression model estimators
Sakata, Shinichi
;
White, Halbert
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000892192
Saved in:
10
An alternative definition of finite sample breakdown point with applications to regression model estimators
Sakata, Shinichi
;
White, Halbert
-
1993
Persistent link: https://www.econbiz.de/10000878848
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