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subject:"Sampling"
subject:"Stichprobenerhebung"
~institution:"European University Institute / Department of Economics"
~institution:"University of Exeter / Department of Economics"
~subject:"Schätztheorie"
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Sampling
Stichprobenerhebung
Schätztheorie
Estimation theory
40
Theorie
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14
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Maravall Herrero, Agustín
7
Phillips, Garry D. A.
5
Gómez, Víctor
4
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3
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3
Kiviet, J. F.
3
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3
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2
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2
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2
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1
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1
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1
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1
Chang, Tong-gu
1
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1
Ermini, Luigi
1
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1
Gallo, Giampiero M.
1
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1
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1
Hinloopen, Jeroen
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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National Bureau of Economic Research
413
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129
Ekonomiska forskningsinstitutet <Stockholm>
39
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26
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23
OECD
22
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18
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
9
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
7
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
7
European University Institute / Department of Law
6
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6
Universität Mannheim / Institut für Volkswirtschaft und Statistik
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EUI working paper / ECO
26
Discussion papers in economics
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ECONIS (ZBW)
40
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1
Impulse response confidence intervals for persistent data : what have we learned?
Pesavento, Elena
(
contributor
);
Rossi, Barbara
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003338291
Saved in:
2
Designing non-parametric estimates and tests for means
Schlag, Karl H.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003365687
Saved in:
3
The performance of panel unit root and stationarity tests : results from a large scale simulation study
Hlouskova, Jaroslava
(
contributor
); …
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002876980
Saved in:
4
Practical problems with reduced rank ML estimators for cointegration parameters and a simple alternative
Brüggemann, Ralf
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113163
Saved in:
5
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:
6
The accuracy of the higher order bias approximation for the 2SLS estimator
Hadri, Kaddour
;
Phillips, Garry D. A.
-
1999
Persistent link: https://www.econbiz.de/10001394389
Saved in:
7
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:
8
The bias of the 2SLS variance estimator
Kiviet, J. F.
;
Phillips, Garry D. A.
-
1998
Persistent link: https://www.econbiz.de/10000168173
Saved in:
9
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:
10
Forecasting (LOG) volatility models
Christodoulakis, George A.
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000998647
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