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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
subject:"Estimation theory"
~person:"Gospodinov, Nikolaj"
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Estimation theory
Schätztheorie
4
Method of moments
2
Momentenmethode
2
Bootstrap approach
1
Bootstrap-Verfahren
1
Estimation
1
GMM
1
Generalized lambda distribution
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IV-Schätzung
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Non-Gaussian errors
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Noninvertibility
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Gospodinov, Nikolaj
Li, Qi
9
Su, Liangjun
7
Gao, Jiti
6
Lan, Wei
6
Wang, Hansheng
6
Hansen, Christian Bailey
5
Lechner, Michael
5
Racine, Jeffrey
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Ahn, Hyungtaik
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Caner, Mehmet
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Ghysels, Eric
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Hansen, Bruce E.
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Härdle, Wolfgang
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Ichimura, Hidehiko
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Li, Dong
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Liesenfeld, Roman
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Ling, Shiqing
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Powell, James
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Ruud, Paul Arthur
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Tsai, Chih-Ling
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Zhang, Xinyu
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Bauwens, Luc
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Bollerslev, Tim
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Cai, Zongwu
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Cheung, Yin-Wong
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Fan, Jianqing
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Franses, Philip Hans
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González-Rivera, Gloria
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Hall, Alastair R.
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Hsu, Yu-Chin
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Huber, Martin
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Kong, Xinbing
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Koop, Gary
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Li, Degui
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Li, Deyuan
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Lieli, Robert P.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Working papers / Federal Reserve Bank of Atlanta
6
Journal of econometrics
2
A Chapman & Hall book
1
CEFIR and NES working papers
1
Econometric reviews
1
Essays in honor of Joon Y. Park : econometric theory
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Journal of empirical finance
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Journal of financial economics
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ECONIS (ZBW)
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Minimum distance estimation of possibly noninvertible moving average models
Gospodinov, Nikolaj
;
Ng, Serena
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
3
,
pp. 403-417
Persistent link: https://www.econbiz.de/10011390402
Saved in:
2
Further results on the limiting distribution of GMM sample moment conditions
Gospodinov, Nikolaj
;
Kan, Raymond
;
Robotti, Cesare
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
4
,
pp. 494-504
Persistent link: https://www.econbiz.de/10009667053
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3
Inference in nearly nonstationary SVAR models with long-run identifying restrictions
Gospodinov, Nikolaj
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10003992783
Saved in:
4
Bootstrap-based inference in models with a nearly noninvertible moving average component
Gospodinov, Nikolaj
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
2
,
pp. 254-268
Persistent link: https://www.econbiz.de/10001660381
Saved in:
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