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isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
subject:"Estimation theory"
~isPartOf:"CREATES research paper"
~isPartOf:"Journal of econometrics"
~subject:"United States"
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Estimation theory
United States
Schätztheorie
1,865
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Nichtparametrisches Verfahren
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Phillips, Peter C. B.
32
Gouriéroux, Christian
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Lee, Lung-fei
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Linton, Oliver
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Nielsen, Morten Ørregaard
21
Chen, Songnian
20
Su, Liangjun
18
Kristensen, Dennis
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Li, Qi
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Robinson, Peter M.
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Taylor, Robert
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Francq, Christian
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Teräsvirta, Timo
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Zakoïan, Jean-Michel
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Gao, Jiti
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Johansen, Søren
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Cai, Zongwu
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Chen, Xiaohong
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Fan, Yanqin
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Robert, Christian P.
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Andersen, Torben
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Andrews, Donald W. K.
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Hsiao, Cheng
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Newey, Whitney K.
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Park, Joon Y.
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Sun, Yixiao
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Todorov, Viktor
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White, Halbert
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Baltagi, Badi H.
10
Chib, Siddhartha
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Florens, Jean-Pierre
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Hong, Han
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Jasiak, Joann
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Li, Degui
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Pesaran, M. Hashem
10
Varneskov, Rasmus Tangsgaard
10
Aït-Sahalia, Yacine
9
Cattaneo, Matias D.
9
Ghysels, Eric
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International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
CREATES research paper
Journal of econometrics
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Applied economics letters
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Oxford bulletin of economics and statistics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Discussion paper / Center for Economic Research, Tilburg University
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European journal of operational research : EJOR
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Applied economics
173
Journal of quantitative economics : official journal of the Indian Econometric Society
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Discussion paper
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Working paper / Department of Econometrics and Business Statistics, Monash University
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International journal of forecasting
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ECONIS (ZBW)
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Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
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2
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
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3
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
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4
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
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5
Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
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2022
Persistent link: https://www.econbiz.de/10013189456
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6
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
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2022
Persistent link: https://www.econbiz.de/10013367389
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7
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
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8
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
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2021
Persistent link: https://www.econbiz.de/10012620745
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9
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
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10
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012620761
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