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subject:"Theory"
subject:"World"
~person:"Giles, David E. A."
~person:"Hahn, Jinyong"
~subject:"Stichprobenerhebung"
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Search: subject_exact:"Estimation theory"
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World
Stichprobenerhebung
Estimation theory
114
Schätztheorie
114
Theorie
56
Panel
11
Panel study
11
Estimation
10
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10
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10
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Giles, David E. A.
Hahn, Jinyong
Härdle, Wolfgang
69
Pesaran, M. Hashem
62
Phillips, Peter C. B.
59
Gouriéroux, Christian
50
Andrews, Donald W. K.
48
Newey, Whitney K.
45
Franses, Philip Hans
42
Imbens, Guido
40
Swanson, Norman R.
36
McAleer, Michael
35
Baltagi, Badi H.
32
Heckman, James J.
32
Horowitz, Joel
31
Robinson, Peter M.
30
Diebold, Francis X.
27
King, Maxwell L.
27
Kohn, Robert
27
Brännäs, Kurt
26
Li, Qi
26
Ohtani, Kazuhiro
26
Bera, Anil K.
25
Granger, C. W. J.
25
Ullah, Aman
25
Wooldridge, Jeffrey M.
25
Dufour, Jean-Marie
24
Kleibergen, Frank
24
Krämer, Walter
24
Maravall Herrero, Agustín
24
Robert, Christian P.
24
Stahlecker, Peter
24
Steel, Mark F. J.
24
Angrist, Joshua D.
23
Ghysels, Eric
23
Winkelmann, Rainer
23
Zakoïan, Jean-Michel
23
Lee, Myoung-jae
22
Srivastava, Virendra K.
22
Hsiao, Cheng
21
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6
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4
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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
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ECONIS (ZBW)
57
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1
Improved maximum likelihood estimation for the Weibull distribution under length-biased sampling
Giles, David E. A.
- In:
Journal of quantitative economics
19
(
2021
),
pp. 59-77
Persistent link: https://www.econbiz.de/10013441707
Saved in:
2
Jackknife and analytical bias reduction for nonlinear panel models
Hahn, Jinyong
(
contributor
);
Newey, Whitney K.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001835709
Saved in:
3
Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.
;
Hahn, Jinyong
;
Tay, Anthony S. A.
-
1999
Persistent link: https://www.econbiz.de/10001426216
Saved in:
4
When to control for covariates? : Panel-asymptotic results for estimates of treatment effects
Angrist, Joshua D.
;
Hahn, Jinyong
-
1999
Persistent link: https://www.econbiz.de/10001462173
Saved in:
5
Finite sample properties of the two-step empirical likelihood estimator
Guggenberger, Patrik
;
Hahn, Jinyong
- In:
Econometric reviews
24
(
2005
)
3
,
pp. 247-263
Persistent link: https://www.econbiz.de/10003105594
Saved in:
6
Does Jeffrey's prior alleviate the incidental parameter problem?
Hahn, Jinyong
- In:
Economics letters
82
(
2004
)
1
,
pp. 135-138
Persistent link: https://www.econbiz.de/10001877654
Saved in:
7
Estimation with weak instruments : accuracy of higher-order bias and MSE approximations
Hahn, Jinyong
;
Hausman, Jerry A.
;
Kuersteiner, Guido M.
- In:
The econometrics journal
7
(
2004
)
1
,
pp. 272-306
Persistent link: https://www.econbiz.de/10002122089
Saved in:
8
Jacknife and analytical bias reduction for nonlinear panel models
Hahn, Jinyong
;
Newey, Whitney K.
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
4
,
pp. 1295-1319
Persistent link: https://www.econbiz.de/10002132596
Saved in:
9
Calculating a standard error for the Gini coefficient : some further results
Giles, David E. A.
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
3
,
pp. 425-433
Persistent link: https://www.econbiz.de/10002139187
Saved in:
10
When to control for covariates? : Panel asymptotics for estimates of treatment effects
Angrist, Joshua D.
;
Hahn, Jinyong
- In:
The review of economics and statistics
86
(
2004
)
1
,
pp. 58-72
Persistent link: https://www.econbiz.de/10002017295
Saved in:
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