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isPartOf:"Statistical papers"
subject:"Theorie"
~isPartOf:"Annales d'économie et de statistique"
~isPartOf:"CORE discussion paper : DP"
~subject:"Regression analysis"
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Statistical papers
Annales d'économie et de statistique
CORE discussion paper : DP
Journal of econometrics
626
Economics letters
475
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359
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
285
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248
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192
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163
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150
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144
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124
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112
Oxford bulletin of economics and statistics
109
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102
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100
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
96
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93
Journal of the American Statistical Association : JASA
92
Discussion paper series / IZA
85
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
84
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
The econometrics journal
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Cowles Foundation discussion paper
75
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International economic review
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Metrika : international journal for theoretical and applied statistics
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53
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52
American journal of agricultural economics
51
SFB 649 discussion paper
51
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
49
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
48
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47
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ECONIS (ZBW)
221
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1
Semiparametric multivariate GARCH models
Hafner, Christian M.
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001790716
Saved in:
2
The moments of Log-ACD models
Bauwens, Luc
;
Galli, Fausto
;
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001790741
Saved in:
3
Estimation of temporally aggregated multivariate GARCH models
Hafner, Christian M.
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001876196
Saved in:
4
A new class of multivariate skew densities, with application to GARCH models
Bauwens, Luc
;
Laurent, Sébastien
-
2002
Persistent link: https://www.econbiz.de/10001672395
Saved in:
5
Preliminary phi-divergence test estimators for linear restrictions in a logistic regression model
Menéndez, M. L.
;
Pardo, L.
;
Pardo, M. C.
- In:
Statistical papers
50
(
2009
)
2
,
pp. 277-300
Persistent link: https://www.econbiz.de/10003815198
Saved in:
6
An alternative stochastic restricted Liu estimator in linear regression
Yang, Hu
;
Xu, Jianwen
- In:
Statistical papers
50
(
2009
)
3
,
pp. 639-647
Persistent link: https://www.econbiz.de/10003844063
Saved in:
7
A confidence set for that x-coordinate where a quadratic regression model has a given gradient
Bachmaier, Martin
- In:
Statistical papers
50
(
2009
)
3
,
pp. 649-660
Persistent link: https://www.econbiz.de/10003844065
Saved in:
8
Non redundancy of high order moment conditions for efficient GMM estimation of weak ar processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001514932
Saved in:
9
Confidence level solutions for stochastic programming
Nesterov, Jurij Evgenʹevič
;
Vial, Jean-Philippe
-
2000
Persistent link: https://www.econbiz.de/10001470149
Saved in:
10
Consistent and non-degenerate model specification tests against smooth transition and neural network alternatives
Hill, Jonathan B.
- In:
Annales d'économie et de statistique
90
(
2008
),
pp. 145-179
Persistent link: https://www.econbiz.de/10003910527
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