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subject:"United States"
type_genre:"Non-commercial literature"
~person:"Guggenberger, Patrik"
~subject:"Momentenmethode"
~type:"book"
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Search: subject_exact:"Estimation theory"
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United States
Momentenmethode
Estimation theory
14
Schätztheorie
14
Method of moments
6
Statistical test
4
Statistischer Test
4
Asymptotics
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Conditional likelihood ratio test
2
Confidence set
2
Identification
2
Induktive Statistik
2
Inference
2
Modellierung
2
Moment conditions
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Robust
2
Sampling
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Scientific modelling
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Singular variance
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Statistical inference
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Weak identification
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Weak instruments
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Autokorrelation
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Heteroskedastizität
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Kroneckerproductstructure
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
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Regression analysis
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Non-commercial literature
Graue Literatur
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Collection of articles written by one author
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Hochschulschrift
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English
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Guggenberger, Patrik
Andrews, Donald W. K.
10
Pesaran, M. Hashem
10
Smith, Richard J.
10
Hall, Alastair R.
9
Shi, Xiaoxia
8
Audrino, Francesco
7
Chernozhukov, Victor
7
Newey, Whitney K.
7
Otsu, Taisuke
7
Swanson, Norman R.
7
Bugni, Federico A.
6
Canay, Ivan A.
6
Hautsch, Nikolaus
6
Kiviet, J. F.
6
Kleibergen, Frank
6
Vella, Francis
6
Windmeijer, Frank
6
Angrist, Joshua D.
5
Bun, Maurice J. G.
5
Chen, Xiaohong
5
Cheng, Xu
5
Fernández-Val, Iván
5
Marcellino, Massimiliano
5
Sentana, Enrique
5
Abadie, Alberto
4
Armah, Nii Ayi
4
Bailey, Natalia
4
Bekaert, Geert
4
Diebold, Francis X.
4
Gao, Jiti
4
Hall, Stephen G.
4
Hausman, Jerry A.
4
Hayakawa, Kazuhiko
4
Kapetanios, George
4
Kripfganz, Sebastian
4
Liao, Zhipeng
4
Mairesse, Jacques
4
Martin, Vance
4
Millimet, Daniel L.
4
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Centre for Microdata Methods and Practice <London>
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Cowles Foundation discussion paper
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CEMMAP working papers / Centre for Microdata Methods and Practice
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ECONIS (ZBW)
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1
Asymptotic size of Kleibergen's LM and conditional LR tests for moment condition models
Andrews, Donald W. K.
;
Guggenberger, Patrik
-
2014
Persistent link: https://www.econbiz.de/10010470613
Saved in:
2
Identification- and singularity-robust inference for moment condition models
Andrews, Donald W. K.
;
Guggenberger, Patrik
-
2014
-
rev.
Persistent link: https://www.econbiz.de/10010487255
Saved in:
3
Validity of subsampling and "plug-in asymptotic" inference for parameters defined by moment inequalities
Andrews, Donald W. K.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003723159
Saved in:
4
Generalized empirical likelihood tests in time models with potential identification failure
Guggenberger, Patrik
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002741444
Saved in:
5
Generalized empirical likelihood estimamtors and tests under partial, weaks and strong identification
Guggenberger, Patrik
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001835864
Saved in:
6
Econometric essays on generalized empirical likelihood, long-memory time series, and volatility
Guggenberger, Patrik
-
2003
Persistent link: https://www.econbiz.de/10003628322
Saved in:
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