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isPartOf:"Journal of the Royal Statistical Society"
subject:"Theorie"
~isPartOf:"The econometrics journal"
~subject:"Schätztheorie"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Theorie
Schätztheorie
Estimation theory
313
Theory
72
Nichtparametrisches Verfahren
59
Nonparametric statistics
59
Regression analysis
55
Regressionsanalyse
55
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44
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39
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28
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Baltagi, Badi H.
4
Carroll, Raymond J.
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Perron, Pierre
4
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Shin, Youngki
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3
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3
Chong, Terence Tai-Leung
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3
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3
Hall, Peter
3
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3
Lee, Lung-fei
3
MacKinnon, James G.
3
Mammen, Enno
3
Moon, Hyungsik Roger
3
Otsu, Taisuke
3
Preminger, Arie
3
Wu, Ximing
3
Xiao, Zhijie
3
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3
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3
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2
Ai, Chunrong
2
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2
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2
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2
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Chen, Le-Yu
2
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2
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2
Fan, Jianqing
2
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2
Gao, Jiti
2
Haiqing Xu
2
Hausman, Jerry A.
2
Hoderlein, Stefan
2
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2
Hsu, Yu-Chin
2
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Journal of the Royal Statistical Society
The econometrics journal
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1,626
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970
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720
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
602
Econometric reviews
434
Journal of the American Statistical Association : JASA
324
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316
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219
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197
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190
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183
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181
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168
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150
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149
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69
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Finance research letters
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
60
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ECONIS (ZBW)
313
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1
Choosing exogeneity assumptions in potential outcome models
Masten, Matthew A
;
Poirier, Alexandre
- In:
The econometrics journal
26
(
2023
)
3
,
pp. 327-349
Persistent link: https://www.econbiz.de/10014391678
Saved in:
2
Inference in regression discontinuity designs with high-dimensional covariates
Kreiss, Alexander
;
Rothe, Christoph
- In:
The econometrics journal
26
(
2023
)
2
,
pp. 105-123
Persistent link: https://www.econbiz.de/10014319272
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3
Equilibrium multiplicity in dynamic games : testing and estimation
Otsu, Taisuke
;
Pesendorfer, Martin
- In:
The econometrics journal
26
(
2023
)
1
,
pp. C26-C42
Persistent link: https://www.econbiz.de/10013543266
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4
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
5
R-estimators in GARCH models : asymptotics and applications
Liu, Hang
;
Mukherjee, Kanchan
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 98-113
Persistent link: https://www.econbiz.de/10012878893
Saved in:
6
Synthetic control method with convex hull restrictions : a Bayesian maximum a posteriori approach
Goh, Gyuhyeong
;
Yu, Jisang
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 215-232
Persistent link: https://www.econbiz.de/10012878909
Saved in:
7
Testing conditional moment restriction models using empirical likelihood
Berger, Yves G.
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 384-403
Persistent link: https://www.econbiz.de/10013253841
Saved in:
8
Distributional robustness of K-class estimators and the PULSE
Jakobsen, Martin Emil
;
Peters, Jonas
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 404-432
Persistent link: https://www.econbiz.de/10013253842
Saved in:
9
Misclassification-robust semiparametric estimation of single-index binary-choice models
Čížek, Pavel
;
Sadıkoğlu, S.
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 433-454
Persistent link: https://www.econbiz.de/10013253843
Saved in:
10
Augmented two-step estimating equations with nuisance functionals and complex survey data
Zhao, Puying
;
Wu, Changbao
- In:
The econometrics journal
27
(
2024
)
1
,
pp. 37-61
Persistent link: https://www.econbiz.de/10014528089
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