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type_genre:"Non-commercial literature"
type_genre:"Übersichtsarbeit"
~person:"Johansen, Søren"
~person:"Phillips, Peter C. B."
~person:"Sentana, Enrique"
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Search: subject_exact:"Estimation theory"
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Estimation theory
167
Schätztheorie
167
Time series analysis
52
Zeitreihenanalyse
52
Regression analysis
38
Regressionsanalyse
38
Statistical test
37
Statistischer Test
37
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35
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35
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24
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24
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15
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15
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13
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11
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11
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Estimation
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7
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167
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Johansen, Søren
Phillips, Peter C. B.
Sentana, Enrique
Härdle, Wolfgang
104
Gao, Jiti
75
Linton, Oliver
67
Chernozhukov, Victor
65
Pesaran, M. Hashem
64
Dette, Holger
57
Imbens, Guido
50
Otsu, Taisuke
48
Newey, Whitney K.
46
Gouriéroux, Christian
42
Kapetanios, George
42
Lütkepohl, Helmut
42
Nielsen, Morten Ørregaard
40
Lechner, Michael
38
Koopman, Siem Jan
37
Swanson, Norman R.
37
Chen, Xiaohong
36
Weidner, Martin
35
Croux, Christophe
34
Franses, Philip Hans
33
Marcellino, Massimiliano
33
Cai, Zongwu
30
Fernández-Val, Iván
30
Magnus, Jan R.
30
Wolf, Michael
30
Kleibergen, Frank
29
Kitagawa, Toru
28
McAleer, Michael
28
Teräsvirta, Timo
28
Andrews, Donald W. K.
27
Horowitz, Joel
27
Kilian, Lutz
27
Lewbel, Arthur
27
Fiorentini, Gabriele
26
Heckman, James J.
26
Nielsen, Bent
26
Scaillet, Olivier
26
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Cowles Foundation discussion paper
78
CEMFI working paper
20
Discussion papers / Department of Economics, University of Copenhagen
11
CREATES research paper
10
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
6
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4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
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3
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3
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3
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3
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2
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2
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2
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2
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Discussion paper / Department of Economics, University of California San Diego
1
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ECONIS (ZBW)
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1
Highly irregular serial correlation tests
Amengual, Dante
;
Bei, Xinyue
;
Sentana, Enrique
-
2023
Persistent link: https://www.econbiz.de/10014383929
Saved in:
2
New asymptotics applied to functional coefficient regression and climate sensitivity analysis
Wang, Qiying
;
Phillips, Peter C. B.
;
Wang, Ying
-
2023
Persistent link: https://www.econbiz.de/10014317586
Saved in:
3
Score-type tests for normal mixtures
Amengual, Dante
;
Bei, Xinyue
;
Carrasco, Marine
; …
-
2023
Persistent link: https://www.econbiz.de/10013499445
Saved in:
4
Asymptotics of polynomial time trend estimation and hypothesis testing under rank deficiency
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326569
Saved in:
5
An econometrician amongst statisticians: T.W. Anderson
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326601
Saved in:
6
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
7
Unified factor model estimation and inference under short and long memory
Ke, Shuyao
;
Phillips, Peter C. B.
;
Su, Liangjun
-
2022
Persistent link: https://www.econbiz.de/10013464260
Saved in:
8
Robust inference on correlation under general heterogeneity
Giraitis, Liudas
;
Li, Yufei
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10014235297
Saved in:
9
Specification tests for non-Gaussian structural vector autoregressions
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2022
Persistent link: https://www.econbiz.de/10013540674
Saved in:
10
Score-type tests for normal mixtures
Amengual, Dante
;
Bei, Xinyue
;
Carrasco, Marine
; …
-
2022
Persistent link: https://www.econbiz.de/10013540684
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