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person:"White, Halbert"
subject:"Theory"
~isPartOf:"Econometric theory"
~person:"Lütkepohl, Helmut"
~subject:"Statistische Verteilung"
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Statistische Verteilung
Estimation theory
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White, Halbert
Lütkepohl, Helmut
Linton, Oliver
8
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7
Saikkonen, Pentti
7
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6
Pötscher, Benedikt M.
6
Chambers, Marcus J.
5
Jong, Robert M. de
5
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Zinde-Walsh, Victoria
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Econometric theory
Journal of econometrics
6
Discussion paper / Department of Economics, University of California San Diego
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Econometric reviews
3
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1
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
1
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1
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1
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Maximum likelihood estimation of misspecified models : twenty years later
1
Nonparametric dynamic modelling
1
Oxford bulletin of economics and statistics
1
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1
Local power of likelihood ratio tests for the cointegrating rank of a VAR process
Saikkonen, Pentti
;
Lütkepohl, Helmut
- In:
Econometric theory
15
(
1999
)
1
,
pp. 50-78
Persistent link: https://www.econbiz.de/10001381809
Saved in:
2
Central limit and functional central limit theorems for Hilbert-valued dependent heterogeneous arrays with applications
Chen, Xiaohong
- In:
Econometric theory
14
(
1998
)
2
,
pp. 260-284
Persistent link: https://www.econbiz.de/10001245306
Saved in:
3
Consistent specification testing with nuisance parameters present only under the alternative
Stinchcombe, Maxwell B.
- In:
Econometric theory
14
(
1998
)
3
,
pp. 295-325
Persistent link: https://www.econbiz.de/10001245316
Saved in:
4
Laws of large numbers for Hilbert space-valued mixingales with applications
Chen, Xiaohong
- In:
Econometric theory
12
(
1996
)
2
,
pp. 284-304
Persistent link: https://www.econbiz.de/10001205641
Saved in:
5
Determination of estimators with minimum asymptotic covariance matrices
Bates, Charles E.
- In:
Econometric theory
9
(
1993
)
4
,
pp. 633-648
Persistent link: https://www.econbiz.de/10001156712
Saved in:
6
Estimating orthogonal impulse responses via vector autoregressive models
Lütkepohl, Helmut
- In:
Econometric theory
7
(
1991
)
4
,
pp. 487-496
Persistent link: https://www.econbiz.de/10001117737
Saved in:
7
Asymptotic distribution of the moving average coefficients of an estimated vector autoregressive process
Lütkepohl, Helmut
- In:
Econometric theory
4
(
1988
)
1
,
pp. 77-85
Persistent link: https://www.econbiz.de/10001049386
Saved in:
8
Some invariance principles and central limit theorems for dependent heterogeneous processes
Wooldridge, Jeffrey M.
- In:
Econometric theory
4
(
1988
)
2
,
pp. 210-230
Persistent link: https://www.econbiz.de/10001052659
Saved in:
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