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subject:"Germany"
subject:"Risiko"
~institution:"University of Exeter / Department of Economics"
~subject:"Estimation theory"
~subject:"Schätztheorie"
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Germany
Risiko
Estimation theory
Schätztheorie
Theorie
105
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7
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7
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7
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7
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Harris, Richard D. F.
3
Phillips, Garry D. A.
3
Tzavalis, Elias
3
Abadir, Karim Maher
2
De Meza, David E.
2
Kiviet, J. F.
2
Black, Jane M.
1
Christodoulakis, George A.
1
Coco, Giuseppe
1
Hadri, Kaddour
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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University of Exeter / Department of Economics
National Bureau of Economic Research
240
Springer Fachmedien Wiesbaden
90
Ekonomiska forskningsinstitutet <Stockholm>
35
European University Institute / Department of Economics
30
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
29
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
26
Umeå universitet
25
De Gruyter Oldenbourg
24
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24
Center for Economic Research <Tilburg>
20
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20
Friedrich-Schiller-Universität Jena
20
University of New England / Department of Econometrics
19
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
16
Verlag Franz Vahlen
16
Forschungsinstitut zur Zukunft der Arbeit
15
Birkbeck College / Department of Economics
14
Deutschland / Statistisches Bundesamt
14
Metropolis-Verlag für Ökonomie Gesellschaft und Politik GmbH
14
Nomos Verlagsgesellschaft
14
Fördergesellschaft Marketing an der Universität Augsburg
13
Institut für Arbeitsmarkt- und Berufsforschung
13
Edward Elgar Publishing
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Springer-Verlag GmbH
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Zentrum für Europäische Wirtschaftsforschung
12
Chambre de commerce et d'industrie de Paris
11
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
11
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
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Helmut-Schmidt-Universität
10
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10
Verlag Dr. Kovač
10
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9
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9
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9
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8
Duncker & Humblot
8
Schmalenbach-Gesellschaft - Deutsche Gesellschaft für Betriebswirtschaft
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Discussion papers in economics
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ECONIS (ZBW)
14
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1
Moment approximation for least squares estimators in dynamic regression models with a unit root
Kiviet, J. F.
;
Phillips, Garry D. A.
-
1999
Persistent link: https://www.econbiz.de/10001398338
Saved in:
2
Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models
Kiviet, J. F.
;
Phillips, Garry D. A.
-
1998
Persistent link: https://www.econbiz.de/10000168159
Saved in:
3
Inference for unit roots in dynamic panels with heteroscedastic and serially correlated errors
Harris, Richard D. F.
;
Tzavalis, Elias
-
1998
Persistent link: https://www.econbiz.de/10000992997
Saved in:
4
The expectations hypothesis of the term structure and time varying risk premia : a panel data approach
Harris, Richard D. F.
-
1998
Persistent link: https://www.econbiz.de/10000998640
Saved in:
5
Forecasting (LOG) volatility models
Christodoulakis, George A.
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000998647
Saved in:
6
An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models
Phillips, Garry D. A.
-
1998
Persistent link: https://www.econbiz.de/10001366901
Saved in:
7
Inference for unit roots in dynamic panels
Harris, Richard D. F.
;
Tzavalis, Elias
-
1996
Persistent link: https://www.econbiz.de/10000939832
Saved in:
8
Collateral, heterogeneity in risk attitude and the credit market equilibrium
Coco, Giuseppe
-
1996
Persistent link: https://www.econbiz.de/10000958178
Saved in:
9
The borrower's curse : optimism, finance and entrepreneurship
De Meza, David E.
;
Southey, Clive
-
1995
Persistent link: https://www.econbiz.de/10000912742
Saved in:
10
Bias nonmonotonicity in stochastic difference equations
Abadir, Karim Maher
;
Hadri, Kaddour
-
1995
Persistent link: https://www.econbiz.de/10000939685
Saved in:
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