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person:"Andrews, Donald W. K."
subject:"Stichprobenerhebung"
~person:"Khalaf, Lynda"
~subject:"Estimation"
~type_genre:"Aufsatz in Zeitschrift"
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Stichprobenerhebung
Estimation
Estimation theory
64
Schätztheorie
64
Theorie
31
Theory
31
Induktive Statistik
15
Statistical inference
15
Statistical test
13
Statistischer Test
13
Method of moments
11
Momentenmethode
11
Bootstrap approach
7
Bootstrap-Verfahren
7
Simulation
7
Statistical theory
6
Statistische Methodenlehre
6
Regression analysis
5
Regressionsanalyse
5
Sampling
4
Time series analysis
4
Weak identification
4
Zeitreihenanalyse
4
Asymptotic size
3
Confidence set
3
IV-Schätzung
3
Identification
3
Instrumental variables
3
Modellierung
3
Moment inequalities
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Risikoprämie
3
Risk premium
3
Schätzung
3
Scientific modelling
3
ARCH model
2
ARCH-Modell
2
Asymptotics
2
Autocorrelation
2
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Undetermined
3
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1
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Article
6
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Aufsatz in Zeitschrift
Article in journal
6
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
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English
6
Author
All
Andrews, Donald W. K.
Khalaf, Lynda
Kumbhakar, Subal
15
Gao, Jiti
13
Su, Liangjun
13
Tauchen, George Eugene
12
Kumar, Dilip
10
Linton, Oliver
10
Phillips, Peter C. B.
10
Todorov, Viktor
10
Baltagi, Badi H.
9
Lee, Lung-fei
9
Li, Jia
9
Tsionas, Efthymios G.
9
Escanciano, Juan Carlos
8
Hsiao, Cheng
8
Hsu, Yu-Chin
8
Jochmans, Koen
8
Li, Qi
8
Parmeter, Christopher F.
8
Ramírez, Miguel D.
8
Francq, Christian
7
Kapetanios, George
7
Kim, Donggyu
7
Cai, Zongwu
6
Egger, Peter
6
Ghysels, Eric
6
Huber, Martin
6
Koop, Gary
6
Lesage, James P.
6
Liu, Zhi
6
Lu, Xun
6
Lütkepohl, Helmut
6
Maheswaran, S.
6
Park, Joon Y.
6
Pesaran, M. Hashem
6
Racine, Jeffrey
6
Sun, Yiguo
6
Wang, Yazhen
6
Westerlund, Joakim
6
White, Halbert
6
Wooldridge, Jeffrey M.
6
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Journal of econometrics
2
Journal of financial econometrics
2
The review of economic studies
2
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ECONIS (ZBW)
6
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1
Rejoinder on: identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 311-315
Persistent link: https://www.econbiz.de/10014314746
Saved in:
2
Comment on: identification robust testing of risk premia in finite samples
Khalaf, Lynda
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 298-302
Persistent link: https://www.econbiz.de/10014314743
Saved in:
3
Dynamic panels with MIDAS covariates : nonlinearity, estimation and fit
Khalaf, Lynda
;
Kichian, Maral
;
Saunders, Charles J.
; …
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 589-605
Persistent link: https://www.econbiz.de/10012618569
Saved in:
4
Combining p-values to test for multiple structural breaks in cointegrated regressions
Bergamelli, Michele
;
Bianchi, Annamaria
;
Khalaf, Lynda
; …
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 461-482
Persistent link: https://www.econbiz.de/10012303823
Saved in:
5
Identification-robust estimation and testing of the zero-beta CAPM
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
The review of economic studies
80
(
2013
)
3
,
pp. 892-924
Persistent link: https://www.econbiz.de/10010204244
Saved in:
6
Semiparametric estimation of the intercept of a sample selection model
Andrews, Donald W. K.
- In:
The review of economic studies
65
(
1998
)
3
,
pp. 497-517
Persistent link: https://www.econbiz.de/10001244371
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