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subject:"Theorie"
~person:"Hall, Alastair R."
~subject:"Statistischer Test"
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Search: subject_exact:"Estimation theory"
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Statistischer Test
Schätztheorie
50
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49
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Hall, Alastair R.
Phillips, Peter C. B.
93
Härdle, Wolfgang
72
Pesaran, M. Hashem
69
Andrews, Donald W. K.
64
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51
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44
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43
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43
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43
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39
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37
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37
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36
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35
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35
Sentana, Enrique
35
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34
White, Halbert
31
Heckman, James J.
30
Kleibergen, Frank
30
Li, Qi
29
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28
Chernozhukov, Victor
27
Fiorentini, Gabriele
27
Kiviet, J. F.
27
Stock, James H.
27
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26
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26
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26
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26
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25
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25
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25
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25
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25
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24
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24
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24
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24
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ECONIS (ZBW)
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Asymptotic distribution theory for break point estimators in models estimated via 2SLS
Boldea, Otilia
;
Hall, Alastair R.
;
Han, Sanggohn
-
2009
Persistent link: https://www.econbiz.de/10003935269
Saved in:
2
Asymptotic distribution theory for break point estimators in models estimated via 2SLS
Boldea, Otilia
;
Hall, Alastair R.
;
Han, Sanggohn
- In:
Econometric reviews
31
(
2012
)
1/3
,
pp. 1-33
Persistent link: https://www.econbiz.de/10009515976
Saved in:
3
Nonnested testing in models estimated via generalized method of moments
Hall, Alastair R.
;
Pelletier, Denis
- In:
Econometric theory
27
(
2011
)
2
,
pp. 443-456
Persistent link: https://www.econbiz.de/10009310703
Saved in:
4
Generalized method of moments
Hall, Alastair R.
-
2005
-
1. publ.
Persistent link: https://www.econbiz.de/10001878374
Saved in:
5
Testing target-zone models using efficient method of moments
Chung, Chae-shick
;
Tauchen, George Eugene
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
3
,
pp. 255-269
Persistent link: https://www.econbiz.de/10001603242
Saved in:
6
Predictive tests for structural change with unknown breakpoint
Ghysels, Eric
- In:
Journal of econometrics
82
(
1998
)
2
,
pp. 209-233
Persistent link: https://www.econbiz.de/10001234579
Saved in:
7
Judging instrument relevance in instrumental variables estimation
Hall, Alastair R.
- In:
International economic review
37
(
1996
)
2
,
pp. 283-298
Persistent link: https://www.econbiz.de/10001202124
Saved in:
8
Instrumental variable based unit root tests when both ARMA (p, q) orders are chosen to be too large
Hall, Alastair R.
- In:
Economics letters
52
(
1996
)
3
,
pp. 247-255
Persistent link: https://www.econbiz.de/10001212512
Saved in:
9
Predictive tests for structural change with unknown breakpoint
Ghysels, Eric
;
Guay, Alain
;
Hall, Alastair R.
-
1995
Persistent link: https://www.econbiz.de/10001512516
Saved in:
10
Generalized predictive tests and structural change analysis in econometrics
Dufour, Jean-Marie
- In:
International economic review
35
(
1994
)
1
,
pp. 199-229
Persistent link: https://www.econbiz.de/10001160467
Saved in:
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