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isPartOf:"The econometrics journal"
subject:"Schätztheorie"
~person:"Gørgens, Tue"
~person:"Honoré, Bo E."
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Schätztheorie
Estimation theory
5
Nichtparametrisches Verfahren
2
Nonparametric statistics
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Bootstrap approach
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Derivat
1
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hazard rates
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importance sampling
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initial conditions
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Gørgens, Tue
Honoré, Bo E.
Baltagi, Badi H.
4
Perron, Pierre
4
Phillips, Peter C. B.
4
Shin, Youngki
4
Bai, Jushan
3
Bravo, Francesco
3
Chen, Jia
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Chong, Terence Tai-Leung
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Davidson, Russell
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Jochmans, Koen
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Lee, Lung-fei
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MacKinnon, James G.
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3
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Otsu, Taisuke
3
Preminger, Arie
3
Wu, Ximing
3
Xiao, Zhijie
3
Zhang, Zhengyu
3
Čížek, Pavel
3
Abrevaya, Jason
2
Ai, Chunrong
2
Blevins, Jason R.
2
Bohn Nielsen, Heino
2
Camponovo, Lorenzo
2
Canay, Ivan A.
2
Chen, Le-Yu
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Dufour, Jean-Marie
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2
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2
Haiqing Xu
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2
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2
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2
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The econometrics journal
Working papers / Federal Reserve Bank of Chicago
6
FRB of Chicago Working Paper
4
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Economics letters
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Journal of econometrics
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Econometrics : open access journal
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
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CREATES Research Paper 2009-51
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Discussion paper / School of Economics, The University of New South Wales
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Econometric theory
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Economics to econometrics : contributions in honor of Daniel L. McFadden
1
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Identification and inference for econometric models : essays in honor of Thomas Rothenberg
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International economic review
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The econometrics of panel data : fundamentals and recent developments in theory and practice ; with 13 figures and 43 tables
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Estimation of dynamic models of recurrent events with censored data
Lee, Sanghyeok
;
Gørgens, Tue
- In:
The econometrics journal
24
(
2021
)
2
,
pp. 199-224
Persistent link: https://www.econbiz.de/10012594987
Saved in:
2
Simpler bootstrap estimation of the asymptotic variance of U‐statistic‐based estimators
Honoré, Bo E.
;
Hu, Luojia
- In:
The econometrics journal
21
(
2018
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10012166592
Saved in:
3
Testing a parametric function against a non-parametric alternative in IV and GMM settings
Gørgens, Tue
;
Würtz, Allan H.
- In:
The econometrics journal
15
(
2012
)
3
,
pp. 462-489
Persistent link: https://www.econbiz.de/10009710133
Saved in:
4
Estimation of a transformation model with truncation, interval observation and time-varying covariates
Honoré, Bo E.
;
Hu, Luojia
- In:
The econometrics journal
13
(
2010
)
1
,
pp. 127-144
Persistent link: https://www.econbiz.de/10003975660
Saved in:
5
Semiparametric estimation of single-index hazard functions without proportional hazards
Gørgens, Tue
- In:
The econometrics journal
9
(
2006
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10003320189
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