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isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
subject:"Theory"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~person:"Smith, Richard J."
~subject:"Time series analysis"
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Time series analysis
Estimation theory
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Smith, Richard J.
Andrews, Donald W. K.
18
Newey, Whitney K.
13
Phillips, Peter C. B.
9
Horowitz, Joel
8
Giles, David E. A.
7
Robinson, Peter M.
7
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4
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3
Sims, Christopher A.
3
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3
Vinod, Hrishikesh D.
3
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3
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2
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Journal of quantitative economics : official journal of the Indian Econometric Society
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
CEMMAP working papers / Centre for Microdata Methods and Practice
4
DAE working paper
4
Econometric theory
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
The economic journal : the journal of the Royal Economic Society
2
Applications of differential geometry to econometrics
1
Contributions to econometric methodology in honor of T. W. Anderson
1
Discussion papers in economics
1
Journal of applied econometrics
1
Journal of econometrics
1
L'hétérogénéité en économétrie : numéro spécial
1
Selected papers from the annual conference of the Royal Economic Society
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The review of economic studies
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Higher order properties of GMM and generalized empirical likelihood estimators
Newey, Whitney K.
;
Smith, Richard J.
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
1
,
pp. 219-255
Persistent link: https://www.econbiz.de/10001920373
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2
Likelihood ratio specification tests
Chesher, Andrew
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
3
,
pp. 627-646
Persistent link: https://www.econbiz.de/10001221201
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3
A generalized R 2 criterion for regression models estimated by the instrumental variables method
Pesaran, M. Hashem
- In:
Econometrica : journal of the Econometric Society, an …
62
(
1994
)
3
,
pp. 705-710
Persistent link: https://www.econbiz.de/10001252924
Saved in:
4
Non-nested tests for competing models estimated by generalized method of moments
Smith, Richard J.
- In:
Econometrica : journal of the Econometric Society, an …
60
(
1992
)
4
,
pp. 973-980
Persistent link: https://www.econbiz.de/10001129054
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