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subject:"Zeitreihenanalyse"
~institution:"Université de Montréal / Département de sciences économiques"
~subject:"IV-Schätzung"
~type_genre:"Arbeitspapier"
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Zeitreihenanalyse
IV-Schätzung
Theorie
13
Theory
13
Estimation
3
Schätzung
3
Statistical test
3
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3
Time series analysis
3
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2
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Schätztheorie
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Dufour, Jean-Marie
3
Andersen, Torben
1
Bollerslev, Tim
1
Gonçalves, Sílvia
1
Kilian, Lutz
1
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Université de Montréal / Département de sciences économiques
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
Ekonomiska forskningsinstitutet <Stockholm>
30
European University Institute / Department of Economics
27
Econometrisch Instituut <Rotterdam>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Umeå universitet
7
Centre for Analytical Finance <Århus>
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European University Institute / Department of Law
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London School of Economics and Political Science
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Rutgers University / Department of Economics
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University of Strathclyde / Department of Economics
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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University of Cambridge / Department of Applied Economics
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University of Exeter / Department of Economics
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Aarhus Universitet / Afdeling for Nationaløkonomi
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Australian National University / Faculty of Economics and Commerce
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Massachusetts Institute of Technology / Department of Economics
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National Bureau of Economic Research
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Shakai-Keizai-Kenkyūsho <Osaka>
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
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Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
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Cahier / Départment de Sciences Économiques, Université de Montréal
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ECONIS (ZBW)
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Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
Gonçalves, Sílvia
(
contributor
);
Kilian, Lutz
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947544
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2
Projection-based statistical inference in linear structural models with possibly weak instruments
Dufour, Jean-Marie
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947827
Saved in:
3
Méthodes d'inférence exactes pour un modèle de régression avec erreur AR(2) gaussiennes
Dufour, Jean-Marie
(
contributor
);
Neifar, Malika
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947831
Saved in:
4
Identification, weak instruments and statistical inference in econometrics
Dufour, Jean-Marie
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947950
Saved in:
5
Correcting the errors : a note on volatility forecast evaluation based on high-frequency data and realized volatilities
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947554
Saved in:
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