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person:"White, Halbert"
subject:"Theory"
~person:"Franses, Philip Hans"
~subject:"Kapitaleinkommen"
~type_genre:"Working Paper"
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Theory
Kapitaleinkommen
Estimation theory
62
Schätztheorie
62
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35
Time series analysis
19
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19
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9
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9
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35
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White, Halbert
Franses, Philip Hans
Härdle, Wolfgang
57
Pesaran, M. Hashem
32
Phillips, Peter C. B.
24
Swanson, Norman R.
24
Maravall Herrero, Agustín
23
Gouriéroux, Christian
22
Imbens, Guido
22
Kohn, Robert
19
Heckman, James J.
18
Stahlecker, Peter
18
Robert, Christian P.
17
Kleibergen, Frank
16
McAleer, Michael
16
Spokojnyj, Vladimir G.
16
Diebold, Francis X.
15
Giles, David E. A.
15
Sheather, Simon J.
15
Angrist, Joshua D.
14
Zakoïan, Jean-Michel
14
Dufour, Jean-Marie
13
Giles, Judith A.
13
Newey, Whitney K.
13
Scaillet, Olivier
13
Andrews, Donald W. K.
12
Arnold, Bernhard
12
Brännäs, Kurt
12
Francq, Christian
12
Guégan, Dominique
12
Huschens, Stefan
12
Linton, Oliver
12
Abberger, Klaus
11
Bera, Anil K.
11
Breitung, Jörg
11
Feng, Yuanhua
11
Lucas, André
11
Mammen, Enno
11
Robinson, Peter M.
11
Vella, Francis
11
Brandt, Michael W.
10
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Report / Econometric Institute, Erasmus University Rotterdam
15
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
8
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5
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4
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4
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3
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2
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2
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2
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1
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1
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1
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ECONIS (ZBW)
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1
Confidence intervals for maximal reliability of probability judgments
Lam, Kar Yin
(
contributor
);
Koning, Alex J.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003484019
Saved in:
2
Semi-parametric modelling of correlation dynamics
Hafner, Christian M.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003010850
Saved in:
3
Estimation, inference, and specification testing for possibly misspecified quantile regression
Kim, Tae-hwan
;
White, Halbert
-
2002
Persistent link: https://www.econbiz.de/10001683571
Saved in:
4
A subsampling approach to estimating the distribution of diverging statistics with applications to assessing financial market risks
Bertail, Patrice
;
Häfke, Christian
;
Politis, Dimitris N.
; …
-
2002
Persistent link: https://www.econbiz.de/10001720937
Saved in:
5
Unbiased variance estimators for overlapping returns when the returns have first-order dynamics
Franses, Philip Hans
;
Kluitman, Roy
-
2000
Persistent link: https://www.econbiz.de/10001504921
Saved in:
6
James-Stein type estimators in large samples with application to the least absolute deviations estimator
Kim, Tae-hwan
;
White, Halbert
-
2000
Persistent link: https://www.econbiz.de/10001495720
Saved in:
7
James-Stein type estimators in large samples with application to the least absolute deviation estimator
Kim, Tae-Hwan
;
White, Halbert
-
1999
Persistent link: https://www.econbiz.de/10001366190
Saved in:
8
Monitoring time-varying parameters in an autoregression
Carsoule, Frédéric
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001525994
Saved in:
9
Testing for residual autocorrelation in trend curve models
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001433062
Saved in:
10
Estimating dynamic effects of promotions on brand choice
Paap, Richard
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001433319
Saved in:
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