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isPartOf:"Working papers"
subject:"Nonparametric statistics"
~isPartOf:"Cowles Foundation discussion paper"
~source:"econis"
~subject:"Autokorrelation"
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Search: subject_exact:"Estimation theory"
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Nonparametric statistics
Autokorrelation
Estimation theory
261
Schätztheorie
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Time series analysis
49
Zeitreihenanalyse
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Regression analysis
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Phillips, Peter C. B.
18
Chen, Xiaohong
15
Andrews, Donald W. K.
7
Guggenberger, Patrik
3
Pouzo, Demian
3
Armstrong, Timothy B.
2
Christensen, Timothy M.
2
Otsu, Taisuke
2
Rossi, Francesca
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Su, Liangjun
2
Sul, Donggyu
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Sun, Yixiao
2
Tamer, Elie T.
2
Altonji, Joseph G.
1
Bandi, Federico M.
1
Casarin, Roberto
1
Chen, Hong-yuan
1
Chen, Jiafeng
1
Cheng, Xu
1
Chernozhukov, Victor
1
Choi, Chi-young
1
Christensen, Timothy
1
Corradin, Fausto
1
Dalla, Violetta
1
Dionne, Georges
1
Fan, Yanqin
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1
Iacopini, Matteo
1
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Working papers
Cowles Foundation discussion paper
Journal of econometrics
382
Econometric theory
131
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
129
CEMMAP working papers / Centre for Microdata Methods and Practice
127
Economics letters
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Econometric reviews
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Journal of the American Statistical Association : JASA
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72
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
50
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45
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45
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
38
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Applied economics letters
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NBER working paper series
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LSE STICERD Research Paper
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Regional science & urban economics
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Journal of empirical finance
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1
Efficient estimation of average derivatives in NPIV models : simulation comparisons of neural network estimators
Chen, Jiafeng
;
Chen, Xiaohong
;
Tamer, Elie T.
-
2021
-
Revised draft: December 2021
Persistent link: https://www.econbiz.de/10012807970
Saved in:
2
Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
Jiang, Liang
;
Phillips, Peter C. B.
;
Tao, Yubo
;
Zhang, …
-
2021
Persistent link: https://www.econbiz.de/10012618237
Saved in:
3
Adaptive estimation and uniform confidence bands for nonparametric IV
Chen, Xiaohong
;
Christensen, Timothy
;
Kankanala, Sid
-
2021
Persistent link: https://www.econbiz.de/10012618316
Saved in:
4
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
-
2020
-
Final version: October 2020
Persistent link: https://www.econbiz.de/10012320594
Saved in:
5
Consistent misspecification testing in spatial autoregressive models
Lee, Jungyoon
;
Phillips, Peter C. B.
;
Rossi, Francesca
-
2020
Persistent link: https://www.econbiz.de/10012322364
Saved in:
6
Continuously updated indirect inference in heteroskedastic spatial models
Kyriacou, Maria
;
Phillips, Peter C. B.
;
Rossi, Francesca
-
2019
Persistent link: https://www.econbiz.de/10012131981
Saved in:
7
Nonparametric testing for information asymmetry in the mortgage servicing market
Jedidi, Helmi
;
Dionne, Georges
-
2019
Persistent link: https://www.econbiz.de/10012139162
Saved in:
8
Functional coefficient panel modeling with communal smoothing covariates
Phillips, Peter C. B.
;
Wang, Ying
-
2019
Persistent link: https://www.econbiz.de/10012062413
Saved in:
9
Robust tests for white noise and cross-correlation
Dalla, Violetta
;
Giraitis, Liudas
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012062428
Saved in:
10
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
-
2019
-
Revised October 2019
Persistent link: https://www.econbiz.de/10012153489
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