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type_genre:"Non-commercial literature"
type_genre:"Sammelwerk"
~person:"Johansen, Søren"
~person:"Kleibergen, Frank"
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Search: subject_exact:"Estimation theory"
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Estimation theory
64
Schätztheorie
64
Time series analysis
29
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22
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12
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12
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Johansen, Søren
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
Imbens, Guido
51
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48
Newey, Whitney K.
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
Croux, Christophe
34
Franses, Philip Hans
34
Marcellino, Massimiliano
34
Weidner, Martin
34
Cai, Zongwu
31
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30
McAleer, Michael
30
Wolf, Michael
30
Fernández-Val, Iván
29
Kitagawa, Toru
28
Teräsvirta, Timo
28
Andrews, Donald W. K.
27
Horowitz, Joel
27
Kilian, Lutz
27
Lewbel, Arthur
27
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26
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26
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26
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Discussion paper / Tinbergen Institute
18
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11
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10
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5
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4
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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
Saved in:
2
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012627501
Saved in:
3
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012620761
Saved in:
4
The analysis of marked and weighted empirical processes of estimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012063555
Saved in:
5
The analysis of marked and weighted empirical processes ofestimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012099330
Saved in:
6
Models where the least trimmed squares and least median of squares estimators are maximum likelihood
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012101101
Saved in:
7
Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012316436
Saved in:
8
The analysis of marked and weighted empirical processes ofestimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012492557
Saved in:
9
Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012492559
Saved in:
10
Cointegration and adjustment in the infinite order CVAR representation of some partially observed CVAR(1) models
Johansen, Søren
-
2018
Persistent link: https://www.econbiz.de/10011865955
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