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subject:"Schätztheorie"
~person:"Robinson, Peter M."
~subject:"Regression analysis"
~type:"article"
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Schätztheorie
Regression analysis
Theorie
40
Theory
40
Estimation theory
18
Time series analysis
14
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14
Nichtparametrisches Verfahren
9
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9
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8
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8
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5
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Robinson, Peter M.
Phillips, Peter C. B.
48
Andrews, Donald W. K.
34
Baltagi, Badi H.
33
Li, Qi
30
Newey, Whitney K.
28
Ohtani, Kazuhiro
28
Pesaran, M. Hashem
26
Gouriéroux, Christian
25
Horowitz, Joel
23
Giles, David E. A.
21
King, Maxwell L.
21
Krämer, Walter
21
Linton, Oliver
21
McAleer, Michael
21
Ullah, Aman
21
Lee, Lung-fei
20
Godfrey, L. G.
19
Wooldridge, Jeffrey M.
19
Dufour, Jean-Marie
17
Ghysels, Eric
17
Granger, C. W. J.
17
Hahn, Jinyong
17
Hansen, Bruce E.
16
Hsiao, Cheng
16
Härdle, Wolfgang
16
Maddala, Gangadharrao S.
16
Powell, James
16
Smith, Richard J.
16
Srivastava, Virendra K.
16
Bai, Jushan
15
Chernozhukov, Victor
15
Schmidt, Peter
15
White, Halbert
15
Bera, Anil K.
14
Franses, Philip Hans
14
Hendry, David F.
14
Imbens, Guido
14
Kelejian, Harry H.
14
Lee, Myoung-jae
14
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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
7
Journal of econometrics
2
The review of economic studies
2
Econometric theory
1
Journal of applied econometrics
1
Journal of economic surveys
1
Nonlinear statistical modeling : proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics ; essays in honor of Takeshi Amemiya
1
Oxford bulletin of economics and statistics
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Revista de econometria
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Revista española de economía
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20
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1
Efficient estimation of the semiparametric spatial autoregressive model
Robinson, Peter M.
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 6-17
Persistent link: https://www.econbiz.de/10008661876
Saved in:
2
Instrumental variables estimation of stationary and non-stationary cointegrating regressions
Robinson, Peter M.
;
Gerolimetto, Margherita
- In:
The econometrics journal
9
(
2006
)
2
,
pp. 291-306
Persistent link: https://www.econbiz.de/10003352040
Saved in:
3
Whittle estimation of ARCH models
Giraitis, Liudas
;
Robinson, Peter M.
- In:
Econometric theory
17
(
2001
)
3
,
pp. 608-631
Persistent link: https://www.econbiz.de/10001589340
Saved in:
4
Finite sample improvements in statistical inference with I(1) processes
Marinucci, Domenico
;
Robinson, Peter M.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 431-444
Persistent link: https://www.econbiz.de/10001592355
Saved in:
5
Studentization in edgeworth expansions for estimates of semiparametric index models
Nishiyama, Y.
;
Robinson, Peter M.
- In:
Nonlinear statistical modeling : proceedings of the …
,
(pp. 197-240)
.
2000
Persistent link: https://www.econbiz.de/10001586853
Saved in:
6
Edgeworth expansions for semiparametric averaged derivatives
Nishiyama, Y.
;
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
4
,
pp. 931-979
Persistent link: https://www.econbiz.de/10001499201
Saved in:
7
Inference-without-smoothing in the presence of nonparametric autocorrelation
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
5
,
pp. 1163-1182
Persistent link: https://www.econbiz.de/10001249587
Saved in:
8
Autocorrelation-robust inference
Robinson, Peter M.
-
1997
Persistent link: https://www.econbiz.de/10001321898
Saved in:
9
Semiparametric estimation from time series with long-range dependence
Cheng, Bing
- In:
Journal of econometrics
64
(
1994
)
1
,
pp. 335-353
Persistent link: https://www.econbiz.de/10001166422
Saved in:
10
Nonparametric and semiparametric methods for economic research
Delgado, Miguel A.
- In:
Journal of economic surveys
6
(
1992
)
3
,
pp. 201-249
Persistent link: https://www.econbiz.de/10001130198
Saved in:
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