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isPartOf:"Journal of the Royal Statistical Society"
subject:"Theorie"
~isPartOf:"Economics letters"
~subject:"Bootstrap approach"
~subject:"Volkswirtschaftliche Gesamtrechnung"
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Search: subject_exact:"Estimation theory"
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Theorie
Bootstrap approach
Volkswirtschaftliche Gesamtrechnung
Estimation theory
1,016
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Theory
424
Time series analysis
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Zeitreihenanalyse
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Giles, David E. A.
8
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6
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5
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4
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3
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2
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Journal of the Royal Statistical Society
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Journal of econometrics
437
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295
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
243
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225
Série des documents de travail / Centre de Recherche en Économie et Statistique
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140
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138
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124
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102
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86
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84
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83
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83
CORE discussion paper : DP
79
Statistical papers
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
70
The review of economic studies
60
International economic review
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Annales d'économie et de statistique
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Metrika : international journal for theoretical and applied statistics
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American journal of agricultural economics
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48
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Cowles Foundation discussion paper
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Europäische Hochschulschriften / 5
44
The econometrics journal
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SFB 649 discussion paper
43
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
Journal of economic dynamics & control
38
Working paper
38
Report / Econometric Institute, Erasmus University Rotterdam
36
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1
Interaction and quadratic effects in probit model with endogenous regressors
Zhou, Xianbo
;
Li, Heyang
- In:
Economics letters
198
(
2021
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012605797
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2
Confidence intervals for the trade cost parameters of cross-section gravity models
Pfaffermayr, Michael
- In:
Economics letters
201
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012607087
Saved in:
3
A modified bootstrap for kernel-based specification test with heavy-tailed data
Huang, Ta-Cheng
;
Li, Hongjun
;
Li, Zheng
- In:
Economics letters
189
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012227966
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4
Easy bootstrap-like estimation of asymptotic variances
Honoré, Bo E.
;
Hu, Luojia
- In:
Economics letters
171
(
2018
),
pp. 46-50
Persistent link: https://www.econbiz.de/10012021820
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5
On bootstrap implementation of likelihood ratio test for a unit root
Skrobotov, Anton
- In:
Economics letters
171
(
2018
),
pp. 154-158
Persistent link: https://www.econbiz.de/10012021848
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6
Robust maximum entropy test for GARCH models based on a minimum density power divergence estimator
Kim, Byungsoo
- In:
Economics letters
162
(
2018
),
pp. 93-97
Persistent link: https://www.econbiz.de/10011939772
Saved in:
7
A note on the likelihood ratio test on the equality of group frontiers
Huang, Cliff J.
;
Lai, Hung-pin
- In:
Economics letters
155
(
2017
),
pp. 5-8
Persistent link: https://www.econbiz.de/10011821474
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8
Robust heteroskedasticity-robust tests
Richard, Patrick
- In:
Economics letters
159
(
2017
),
pp. 28-32
Persistent link: https://www.econbiz.de/10011902875
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9
A practical test for strict exogeneity in linear panel data models with fixed effects
Su, Liangjun
;
Zhang, Yonghui
;
Wei, Jie
- In:
Economics letters
147
(
2016
),
pp. 27-31
Persistent link: https://www.econbiz.de/10011619338
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10
The misuse of the Vuong test for non-nested models to test for zero-inflation
Wilson, Paul
- In:
Economics letters
127
(
2015
),
pp. 51-53
Persistent link: https://www.econbiz.de/10011382860
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