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subject:"Deutschland"
type_genre:"Graue Literatur"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~subject:"Panel study"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Estimation theory"
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Deutschland
Panel study
Prognoseverfahren
Estimation theory
127
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81
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18
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Čížek, Pavel
3
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2
Soest, Arthur van
2
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1
Banerjee, Anurag Narayan
1
Belke, Ansgar
1
Chen, Weihao
1
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1
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1
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1
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1
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1
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Discussion paper / Center for Economic Research, Tilburg University
Working paper / Department of Econometrics and Business Statistics, Monash University
45
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39
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38
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38
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34
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21
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14
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
12
Working papers series in theoretical and applied economics
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
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8
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8
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ECONIS (ZBW)
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Bias-corrected instrumental variable estimation in linear dynamic panel data models
Chen, Weihao
;
Čížek, Pavel
-
2023
Persistent link: https://www.econbiz.de/10014427624
Saved in:
2
Robust estimation and moment selection in dynamic fixed-effects panel data models
Čížek, Pavel
;
Aquaro, Michele
-
2015
Persistent link: https://www.econbiz.de/10011348907
Saved in:
3
Estimating the variance of the predictor in stochastic Kriging
Kleijnen, Jack P. C.
;
Mehdad, Ehsan
-
2015
Persistent link: https://www.econbiz.de/10011349889
Saved in:
4
Identification and estimation of nonseparable single-index models in panel data with correlated random effects
Čížek, Pavel
;
Lei, Jinghua
-
2013
Persistent link: https://www.econbiz.de/10010228796
Saved in:
5
WALS prediction
Magnus, Jan R.
;
Wang, Wendun
;
Zhang, Xinyu
-
2012
Persistent link: https://www.econbiz.de/10009541364
Saved in:
6
A two-step first difference estimator for a panel data tobit model under conditional mean independence assumptions
Kalwij, Adriaan S.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240124
Saved in:
7
Parametric and semiparametric estimation in models with misclassified categorical dependent variables
Dustmann, Christian
;
Soest, Arthur van
-
1999
Persistent link: https://www.econbiz.de/10001393600
Saved in:
8
Improving GARCH volatility forecasts
Klaassen, Franc
-
1998
Persistent link: https://www.econbiz.de/10000986444
Saved in:
9
Sensitivity of univariate AR(1) time-series forecasts near the unit root
Banerjee, Anurag Narayan
-
1997
Persistent link: https://www.econbiz.de/10000972600
Saved in:
10
Multiple equilibria in German employment : simultaneous identification of structural breaks
Belke, Ansgar
;
Göcke, Matthias
-
1997
Persistent link: https://www.econbiz.de/10000975649
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