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subject:"Estimation theory"
isPartOf:"Journal of applied econometrics"
~person:"Nielsen, Morten Ørregaard"
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Estimation theory
Schätztheorie
2
Bootstrap approach
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Bootstrap-Verfahren
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CRVE
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Cluster analysis
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Clusteranalyse
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Cofractional process
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cluster sizes
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cluster-robust variance estimator
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clustered data
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cointegration rank
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fractional cointegration
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fractional unit root
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grouped data
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Nielsen, Morten Ørregaard
Pesaran, M. Hashem
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Doppelhofer, Gernot
3
Koop, Gary
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MacKinnon, James G.
3
Pagan, Adrian R.
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Parmeter, Christopher F.
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Trivedi, Pravin K.
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Weeks, Melvyn
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Bai, Jushan
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Baillie, Richard
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Deb, Partha
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Escanciano, Juan Carlos
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Rabemananjara, R.
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Racine, Jeffrey
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Vella, Francis
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Journal of applied econometrics
Queen's Economics Department working paper
23
CREATES research paper
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Journal of econometrics
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Econometric theory
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The econometrics journal
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Discussion papers / Department of Economics, University of Copenhagen
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Fast and reliable jackknife and bootstrap methods for cluster-robust inference
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
- In:
Journal of applied econometrics
38
(
2023
)
5
,
pp. 671-694
Persistent link: https://www.econbiz.de/10014338128
Saved in:
2
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 161-171
Persistent link: https://www.econbiz.de/10010414227
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