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subject:"Germany"
subject:"Wechselkurs"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~subject:"Panel"
~subject:"Probability theory"
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Search: subject_exact:"Estimation theory"
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Germany
Wechselkurs
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Probability theory
Estimation theory
184
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21
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Einmahl, John H. J.
5
Čížek, Pavel
3
Chen Zhou
2
Dustmann, Christian
2
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2
Soest, Arthur van
2
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1
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1
Genîzî, Ûrî
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
Journal of econometrics
189
Economics letters
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
84
Econometric reviews
68
Discussion paper / Tinbergen Institute
44
The econometrics journal
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42
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
31
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Statistics in transition : an international journal of the Polish Statistical Association
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ECONIS (ZBW)
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1
Tail copula estimation for heteroscedastic extremes
Einmahl, John H. J.
;
Chen Zhou
-
2024
Persistent link: https://www.econbiz.de/10014467520
Saved in:
2
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:
3
Empirical likelihood based testing for multivariate regular variation
Einmahl, John H. J.
;
Krajina, Andrea
-
2023
Persistent link: https://www.econbiz.de/10013475286
Saved in:
4
Cube root weak convergence of empirical estimators of a density level set
Berthet, Philippe
;
Einmahl, John H. J.
-
2020
Persistent link: https://www.econbiz.de/10012227977
Saved in:
5
Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
-
2018
Persistent link: https://www.econbiz.de/10011920524
Saved in:
6
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:
7
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:
8
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:
9
Testing for bivariate spherical symmetry
Einmahl, John H. J.
;
Gantner, Maria
-
2010
Persistent link: https://www.econbiz.de/10003992218
Saved in:
10
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:
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