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isPartOf:"Journal of econometrics"
subject:"Schätztheorie"
~isPartOf:"Econometrics, London School of Economics and Political Science, International Centre for Economics and Related Disciplines"
~person:"Magnus, Jan R."
~subject:"Test market"
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Schätztheorie
Test market
Estimation theory
11
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Theorie
3
Theory
3
Time series analysis
3
Zeitreihenanalyse
3
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Schätzmethodik und Testmethodik
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Statistical theory
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Magnus, Jan R.
Phillips, Peter C. B.
32
Lee, Lung-fei
21
Linton, Oliver
21
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20
Su, Liangjun
18
Li, Qi
17
Robinson, Peter M.
17
Cai, Zongwu
13
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Gao, Jiti
13
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12
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12
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11
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11
Hsiao, Cheng
11
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11
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11
White, Halbert
11
Baltagi, Badi H.
10
Chib, Siddhartha
10
Florens, Jean-Pierre
10
Francq, Christian
10
Hong, Han
10
Newey, Whitney K.
10
Todorov, Viktor
10
Aït-Sahalia, Yacine
9
Horowitz, Joel
9
Kristensen, Dennis
9
Li, Degui
9
Pesaran, M. Hashem
9
Schmidt, Peter
9
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8
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8
Leybourne, Stephen James
8
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8
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8
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8
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8
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8
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Journal of econometrics
Econometrics, London School of Economics and Political Science, International Centre for Economics and Related Disciplines
Discussion paper / Center for Economic Research, Tilburg University
9
Discussion paper / Tinbergen Institute
9
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
6
Suntory Toyota International Centre for Economics and Related Disciplines
6
Econometric theory
5
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3
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2
Annales d'économie et de statistique
1
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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
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1
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1
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1
Sampling properties of the Bayesian posterior mean with an application to WALS estimation
De Luca, Giuseppe
;
Magnus, Jan R.
;
Peracchi, Franco
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 299-317
Persistent link: https://www.econbiz.de/10013463836
Saved in:
2
Weighted-average least squares estimation of generalized linear models
De Luca, Giuseppe
;
Magnus, Jan R.
;
Peracchi, Franco
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011974702
Saved in:
3
A comparison of two model averaging techniques with an application to growth empirics
Magnus, Jan R.
;
Powell, Owen
;
Prüfer, Patricia
- In:
Journal of econometrics
154
(
2010
)
2
,
pp. 139-153
Persistent link: https://www.econbiz.de/10003940088
Saved in:
4
On the harm that ignoring pretesting can cause
Danilov, Dmitry L.
;
Magnus, Jan R.
- In:
Journal of econometrics
122
(
2004
)
1
,
pp. 27-46
Persistent link: https://www.econbiz.de/10002136485
Saved in:
5
The sensitivity of OLS when the variance matrix is (partially) unknown
Banerjee, Anurag Narayan
;
Magnus, Jan R.
- In:
Journal of econometrics
92
(
1999
)
2
,
pp. 295-323
Persistent link: https://www.econbiz.de/10001400172
Saved in:
6
The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept
Magnus, Jan R.
- In:
Journal of econometrics
42
(
1989
)
2
,
pp. 157-179
Persistent link: https://www.econbiz.de/10001071077
Saved in:
7
The exact multi-period mean-square forecast error for the first-order autoregressive model
Hoque, Asraul
;
Magnus, Jan R.
;
Pesaran, Bahram
- In:
Journal of econometrics
39
(
1988
)
3
,
pp. 327-346
Persistent link: https://www.econbiz.de/10003580961
Saved in:
8
Consistent maximum-likelihood estimation with dependent observations : the general (non-normal) case
Heymans, Risto D. H.
;
Magnus, Jan R.
- In:
Journal of econometrics
32
(
1986
)
2
,
pp. 253-285
Persistent link: https://www.econbiz.de/10003577655
Saved in:
9
On the consistency of maximum likelihood estimators with dependent observations
Heijmans, Risto D. H.
;
Magnus, Jan R.
-
1983
Persistent link: https://www.econbiz.de/10002773140
Saved in:
10
Consistent maximum likelihood estimation of the nonlinear regression model with normal errors
Heijmans, Risto D. H.
;
Magnus, Jan R.
-
1983
Persistent link: https://www.econbiz.de/10002773162
Saved in:
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