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isPartOf:"Working papers"
subject:"Nonparametric statistics"
~isPartOf:"Cowles Foundation discussion paper"
~person:"Liao, Zhipeng"
~subject:"Kointegration"
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Nonparametric statistics
Kointegration
Estimation theory
2
Schätztheorie
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Auto-correlation robust inference
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Cointegration
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Method of moments
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Momentenmethode
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Nichtparametrisches Verfahren
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Numerical equivalence
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Random perturbation derivative estimator
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Semiparametric over-identification test
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Sieve two-step GMM
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Liao, Zhipeng
Phillips, Peter C. B.
20
Chen, Xiaohong
15
Andrews, Donald W. K.
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Wang, Qiying
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Pouzo, Demian
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Wang, Ying
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Armstrong, Timothy B.
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Christensen, Timothy M.
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Gao, Jiti
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Li, Degui
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Otsu, Taisuke
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Tamer, Elie T.
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Sieve semiparametric two-step GMM under weak dependence
Chen, Xiaohong
;
Liao, Zhipeng
-
2015
Persistent link: https://www.econbiz.de/10011312300
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2
Automated estimation of vector error correction models
Liao, Zhipeng
;
Phillips, Peter C. B.
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2012
Persistent link: https://www.econbiz.de/10009615045
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