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source:"econis"
subject:"Schätztheorie"
~person:"Kiviet, J. F."
~person:"Srivastava, Virendra K."
~subject:"Autocorrelation"
~subject:"Systematischer Fehler"
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Schätztheorie
Autocorrelation
Systematischer Fehler
Theorie
62
Theory
62
Estimation theory
41
Regression analysis
15
Regressionsanalyse
15
Panel
8
Panel study
8
Kleinste-Quadrate-Methode
6
Least squares method
6
Sampling
6
Stichprobenerhebung
6
Bias
5
Time series analysis
5
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Autokorrelation
4
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46
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Kiviet, J. F.
Srivastava, Virendra K.
Phillips, Peter C. B.
81
Härdle, Wolfgang
74
Pesaran, M. Hashem
66
Franses, Philip Hans
56
Gouriéroux, Christian
56
Newey, Whitney K.
46
Andrews, Donald W. K.
45
McAleer, Michael
42
Giles, David E. A.
37
Imbens, Guido
35
Swanson, Norman R.
35
Robinson, Peter M.
34
Heckman, James J.
33
Lee, Lung-fei
33
Teräsvirta, Timo
33
Baltagi, Badi H.
31
Dufour, Jean-Marie
30
Horowitz, Joel
29
Diebold, Francis X.
28
Krämer, Walter
28
Granger, C. W. J.
26
King, Maxwell L.
26
Li, Qi
26
Lütkepohl, Helmut
26
Ohtani, Kazuhiro
26
Brännäs, Kurt
25
Hahn, Jinyong
25
Kohn, Robert
25
Bera, Anil K.
24
Maravall Herrero, Agustín
24
Saikkonen, Pentti
24
Stahlecker, Peter
24
Ullah, Aman
24
Lesage, James P.
23
Lieberman, Offer
23
Smith, Richard J.
23
Winkelmann, Rainer
23
Zakoïan, Jean-Michel
23
Lucas, André
22
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7
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5
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5
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4
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3
Economics letters
3
Cahier / Département de Sciences Économiques, Université de Montréal
2
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2
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2
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1
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ECONIS (ZBW)
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1
On the diminishing returns of higher-order terms in asymptotic expansions of bias
Bun, Maurice J. G.
;
Kiviet, J. F.
-
2002
Persistent link: https://www.econbiz.de/10001732774
Saved in:
2
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
Bun, Maurice J. G.
;
Kiviet, J. F.
-
2002
Persistent link: https://www.econbiz.de/10001718452
Saved in:
3
How to implement the bootstrap in static or stable dynamic regression models : test statistic versus confidence region approach
Giersbergen, Noud P. A. van
;
Kiviet, J. F.
-
2001
Persistent link: https://www.econbiz.de/10001630176
Saved in:
4
Moment approximation for least squares estimators in dynamic regression models with a unit root
Kiviet, J. F.
;
Phillips, Garry D. A.
-
2001
Persistent link: https://www.econbiz.de/10001633083
Saved in:
5
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
Bun, Maurice J. G.
;
Kiviet, J. F.
- In:
Journal of econometrics
132
(
2006
)
2
,
pp. 409-444
Persistent link: https://www.econbiz.de/10003348774
Saved in:
6
Moment approximation for least-squares estimators in dynamic regression models with a unit root
Kiviet, J. F.
;
Phillips, Garry D. A.
- In:
The econometrics journal
8
(
2005
)
2
,
pp. 115-142
Persistent link: https://www.econbiz.de/10003018790
Saved in:
7
On the diminishing returns of higher-order terms in asymptotic expansions of bias
Bun, Maurice J. G.
;
Kiviet, J. F.
- In:
Economics letters
79
(
2003
)
2
,
pp. 145-152
Persistent link: https://www.econbiz.de/10001750928
Saved in:
8
How to implement the bootstrap in static or stable dynamic regression models : test statistik versus confidence region approach
Giersbergen, Noud P. A. van
;
Kiviet, J. F.
- In:
Journal of econometrics
108
(
2002
)
1
,
pp. 133-156
Persistent link: https://www.econbiz.de/10001656607
Saved in:
9
A comparative study of different shrinkage estimators for panel data models
Maddala, Gangadharrao S.
;
Li, Hongyi
;
Srivastava, …
- In:
Annals of economics and finance
2
(
2001
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10001732241
Saved in:
10
The bias of the 2SLS variance estimator
Kiviet, J. F.
;
Phillips, Garry D. A.
- In:
Economics letters
66
(
2000
)
1
,
pp. 7-15
Persistent link: https://www.econbiz.de/10001435909
Saved in:
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