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type_genre:"Non-commercial literature"
type_genre:"Sammelwerk"
~person:"Fiorentini, Gabriele"
~person:"Kleibergen, Frank"
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Search: subject_exact:"Estimation theory"
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Estimation theory
55
Schätztheorie
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16
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13
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Fiorentini, Gabriele
Kleibergen, Frank
Härdle, Wolfgang
104
Phillips, Peter C. B.
95
Gao, Jiti
75
Linton, Oliver
67
Chernozhukov, Victor
65
Pesaran, M. Hashem
64
Dette, Holger
57
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51
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48
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47
Lütkepohl, Helmut
45
Gouriéroux, Christian
44
Kapetanios, George
42
Nielsen, Morten Ørregaard
40
Koopman, Siem Jan
38
Lechner, Michael
38
Sentana, Enrique
38
Swanson, Norman R.
36
Chen, Xiaohong
35
Johansen, Søren
35
Croux, Christophe
34
Franses, Philip Hans
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Marcellino, Massimiliano
34
Weidner, Martin
34
Cai, Zongwu
31
Magnus, Jan R.
30
McAleer, Michael
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Wolf, Michael
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Fernández-Val, Iván
29
Kitagawa, Toru
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27
Horowitz, Joel
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ECONIS (ZBW)
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A test for kronecker product structure covariance matrix
Guggenberger, Patrik
;
Kleibergen, Frank
;
Mavroeidis, …
-
2022
Persistent link: https://www.econbiz.de/10012814351
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2
Specification tests for non-Gaussian structural vector autoregressions
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2022
Persistent link: https://www.econbiz.de/10013540674
Saved in:
3
Moment tests of independent components
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660817
Saved in:
4
Multivariate Hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660820
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5
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012660824
Saved in:
6
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012631226
Saved in:
7
Multivariate hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10012518667
Saved in:
8
Tests for random coefficient variation in vector autoregressive models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10013183699
Saved in:
9
Multivariate Hermite polynomials and information matrix tests
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2021
Persistent link: https://www.econbiz.de/10013183706
Saved in:
10
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions
Fiorentini, Gabriele
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012310522
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