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isPartOf:"The econometrics journal"
type:"article"
~isPartOf:"The review of economics and statistics"
~person:"Bai, Jushan"
~person:"Gørgens, Tue"
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Estimation theory
8
Schätztheorie
8
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4
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Nichtparametrisches Verfahren
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3
Estimation
2
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Bai, Jushan
Gørgens, Tue
Baltagi, Badi H.
5
Perron, Pierre
5
Dufour, Jean-Marie
4
Heckman, James J.
4
Jochmans, Koen
4
Lee, Lung-fei
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Moon, Hyungsik Roger
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Xiao, Zhijie
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Chong, Terence Tai-Leung
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3
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Hoderlein, Stefan
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Kasy, Maximilian
3
MacKinnon, James G.
3
Mammen, Enno
3
Otsu, Taisuke
3
Preminger, Arie
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Wu, Ximing
3
Zhang, Zhengyu
3
Čížek, Pavel
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Andrews, Donald W. K.
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2
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2
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2
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The econometrics journal
The review of economics and statistics
Journal of econometrics
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Econometric theory
3
Economics letters
3
Econometrics : open access journal
2
Journal of applied econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Annals of economics and finance
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Annual review of economics
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Econometric reviews
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Panel data econometrics : theoretical contributions and empirical applications
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The Oxford handbook of panel data
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ECONIS (ZBW)
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1
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
Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors
Bai, Jushan
;
Carrion i Silvestre, Josep Lluís
- In:
The econometrics journal
16
(
2013
)
2
,
pp. 222-249
Persistent link: https://www.econbiz.de/10009783333
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
Generic consistency of the break-point estimators under specification errors in a multiple-break model
Bai, Jushan
;
Chen, Haiqiang
;
Chong, Terence Tai-Leung
; …
- In:
The econometrics journal
11
(
2008
)
2
,
pp. 287-307
Persistent link: https://www.econbiz.de/10003750801
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
Saved in:
6
Critical values for multiple structural change tests
Bai, Jushan
;
Perron, Pierre
- In:
The econometrics journal
6
(
2003
)
1
,
pp. 72-78
Persistent link: https://www.econbiz.de/10001781042
Saved in:
7
Testing parametric conditional distributions of dynamic models
Bai, Jushan
- In:
The review of economics and statistics
85
(
2003
)
3
,
pp. 531-549
Persistent link: https://www.econbiz.de/10001791740
Saved in:
8
Estimation of a change point in multiple regression models
Bai, Jushan
- In:
The review of economics and statistics
79
(
1997
)
4
,
pp. 551-563
Persistent link: https://www.econbiz.de/10001229894
Saved in:
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