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type_genre:"Thesis"
type_genre:"Working Paper"
~institution:"Federal Reserve System / Division of Research and Statistics"
~institution:"University of Exeter / Department of Economics"
~institution:"Universität Basel / Institut für Statistik und Ökonometrie"
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Search: subject_exact:"Estimation theory"
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Estimation theory
34
Schätztheorie
34
Theorie
25
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6
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6
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4
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Polasek, Wolfgang
7
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5
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Hadri, Kaddour
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Kiviet, J. F.
3
Tzavalis, Elias
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2
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2
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2
Wang, Liqun
2
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1
Chang, I-Lok
1
Christodoulakis, George A.
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Psaradakis, Zacharias G.
1
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1
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1
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1
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
125
National Bureau of Economic Research
58
Ekonomiska forskningsinstitutet <Stockholm>
28
University of New England / Department of Econometrics
23
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22
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18
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9
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8
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6
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5
Columbia University / Department of Economics
5
Nationalekonomiska Institutionen <Lund>
5
Rodney L. White Center for Financial Research
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
5
Universitat Pompeu Fabra / Departament d'Economia i Empresa
5
University of Otago / Commerce Division
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5
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5
University of York / Department of Economics and Related Studies
5
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Discussion papers in economics
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ECONIS (ZBW)
34
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1
Moment approximation for least squares estimators in dynamic regression models with a unit root
Kiviet, J. F.
;
Phillips, Garry D. A.
-
1999
Persistent link: https://www.econbiz.de/10001398338
Saved in:
2
The accuracy of the higher order bias approximation for the 2SLS estimator
Hadri, Kaddour
;
Phillips, Garry D. A.
-
1999
Persistent link: https://www.econbiz.de/10001394389
Saved in:
3
Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models
Kiviet, J. F.
;
Phillips, Garry D. A.
-
1998
Persistent link: https://www.econbiz.de/10000168159
Saved in:
4
The bias of the 2SLS variance estimator
Kiviet, J. F.
;
Phillips, Garry D. A.
-
1998
Persistent link: https://www.econbiz.de/10000168173
Saved in:
5
Inference for unit roots in dynamic panels with heteroscedastic and serially correlated errors
Harris, Richard D. F.
;
Tzavalis, Elias
-
1998
Persistent link: https://www.econbiz.de/10000992997
Saved in:
6
Forecasting (LOG) volatility models
Christodoulakis, George A.
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000998647
Saved in:
7
An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models
Phillips, Garry D. A.
-
1998
Persistent link: https://www.econbiz.de/10001366901
Saved in:
8
Estimating dynamic panel data models : a practical guide for macroeconomists
Judson, Ruth A.
;
Owen, Ann L.
-
1997
Persistent link: https://www.econbiz.de/10000956700
Saved in:
9
Efficiency of financial institutions : international survey and directions for future research
Berger, Allen N.
-
1997
Persistent link: https://www.econbiz.de/10000959205
Saved in:
10
Why are estimates of agricultural supply response so variable?
Lamb, Russell L.
;
Diebold, Francis X.
-
1996
Persistent link: https://www.econbiz.de/10000933602
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