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type_genre:"Aufsatz im Buch"
~person:"Judge, George G."
~person:"Stock, James H."
~type_genre:"Konferenzbeitrag"
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Estimation theory
11
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5
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Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Estimation
2
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1955-1994
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Judge, George G.
Stock, James H.
Ullah, Aman
11
Baltagi, Badi H.
10
Renault, Eric
8
Dufour, Jean-Marie
7
Gouriéroux, Christian
7
Songsak Sriboonchitta
7
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Li, Qi
6
Maddala, Gangadharrao S.
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Mittelhammer, Ron C.
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White, Halbert
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Barnett, William A.
5
Gredenhoff, Mikael P.
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Lee, Tae-hwy
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Newey, Whitney K.
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Pesaran, M. Hashem
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Phillips, Peter C. B.
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Su, Liangjun
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Arminger, Gerhard
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Chen, Xiaohong
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Edgerton, David L.
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Lee, Myoung-jae
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Locarek-Junge, Hermann
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Nekipelov, Denis N.
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Powell, James
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Račev, Svetlozar T.
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Identification and inference for econometric models : essays in honor of Thomas Rothenberg
2
30th anniversary edition
1
Advances in economics and econometrics ; Vol. 3
1
Advances in economics and econometrics: theory and applications ; Vol. 3
1
Essays in honor of Jerry Hausman
1
Handbook of applied econometrics and statistical inference
1
Handbook of econometrics ; Vol. 1
1
Handbook of econometrics ; Vol. 4
1
Reducing inflation : motivation and strategy
1
Statistical inference, econometric analysis and matrix algebra : Festschrift in honour of Götz Trenkler
1
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ECONIS (ZBW)
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1
A minimum mean squared error semiparametric combining estimator
Judge, George G.
;
Mittelhammer, Ron C.
- In:
Essays in honor of Jerry Hausman
,
(pp. 55-85)
.
2012
Persistent link: https://www.econbiz.de/10009709146
Saved in:
2
A risk superior semiparametric estimator for overidentified linear models
Judge, George G.
;
Mittelhammer, Ron C.
- In:
30th anniversary edition
,
(pp. 237-255)
.
2012
Persistent link: https://www.econbiz.de/10009711927
Saved in:
3
Robust moment based estimation and inference : the generalized Cressie-Read estimator
Mittelhammer, Ron C.
;
Judge, George G.
- In:
Statistical inference, econometric analysis and matrix …
,
(pp. 163-177)
.
2009
Persistent link: https://www.econbiz.de/10003780981
Saved in:
4
Inference with weak instruments
Andrews, Donald W. K.
;
Stock, James H.
-
2007
Persistent link: https://www.econbiz.de/10003691501
Saved in:
5
Testing for weak instruments in linear IV regression
Stock, James H.
;
Yogo, Motohiro
- In:
Identification and inference for econometric models : …
,
(pp. 80-120)
.
2005
Persistent link: https://www.econbiz.de/10003351925
Saved in:
6
Empirical evidence concerning the finite sample performance of EL-type structural equation estimation and inference methods
Mittelhammer, Ron C.
;
Judge, George G.
;
Schoenberg, Ronald
- In:
Identification and inference for econometric models : …
,
(pp. 282-305)
.
2005
Persistent link: https://www.econbiz.de/10003352560
Saved in:
7
Endogeneity and biased estimation under squared error loss
Mittelhammer, Ron C.
;
Judge, George G.
- In:
Handbook of applied econometrics and statistical inference
,
(pp. 347-369)
.
2002
Persistent link: https://www.econbiz.de/10001701982
Saved in:
8
Cointegration, long-run comovements, and long-horizon forecasting
Stock, James H.
-
1997
Persistent link: https://www.econbiz.de/10001328736
Saved in:
9
How precise are estimates of the natural rate of unemployment?
Staiger, Douglas
- In:
Reducing inflation : motivation and strategy
,
(pp. 195-242)
.
1997
Persistent link: https://www.econbiz.de/10001323451
Saved in:
10
Unit roots, structural breaks and trends
Stock, James H.
-
1994
Persistent link: https://www.econbiz.de/10001327600
Saved in:
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