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person:"White, Halbert"
subject:"Theory"
~person:"Kleibergen, Frank"
~subject:"Kapitaleinkommen"
~type_genre:"Working Paper"
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Kapitaleinkommen
Estimation theory
53
Schätztheorie
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22
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8
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White, Halbert
Kleibergen, Frank
Härdle, Wolfgang
57
Pesaran, M. Hashem
32
Franses, Philip Hans
29
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
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
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11
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10
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Discussion paper / Tinbergen Institute
9
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4
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4
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4
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2
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Report / Econometric Institute, Erasmus University Rotterdam, 9722 : A / Econometric Institute, Erasmus University Rotterdam
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ECONIS (ZBW)
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1
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:
2
Two independent pivotal statistics that test location and misspecification and add-up to the Anderson-Rubin statistic
Kleibergen, Frank
-
2002
Persistent link: https://www.econbiz.de/10001689284
Saved in:
3
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:
4
Finite-sample instrumental variables inference using an asymptotically pivotal statistic
Bekker, Paul A.
;
Kleibergen, Frank
-
2001
Persistent link: https://www.econbiz.de/10001585046
Saved in:
5
Testing parameters in GMM without assuming that they are identified
Kleibergen, Frank
-
2001
Persistent link: https://www.econbiz.de/10001594646
Saved in:
6
Finite-sample instrumental variables inference using an asymptotically pivotal statistic
Bekker, Paul A.
;
Kleibergen, Frank
-
2001
Persistent link: https://www.econbiz.de/10001619184
Saved in:
7
Exact test statistics and distributions of maximum likelihood estimators that result from orthogonal parameters
Kleibergen, Frank
-
2000
Persistent link: https://www.econbiz.de/10001477405
Saved in:
8
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:
9
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:
10
Cointegration in a periodic vector autoregression
Kleibergen, Frank
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001495876
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