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subject:"Schätztheorie"
isPartOf:"Technical working paper / National Bureau of Economic Research"
~subject:"Sampling"
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Search: subject_exact:"Estimation theory"
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Schätztheorie
Sampling
Estimation theory
90
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53
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22
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22
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Imbens, Guido
15
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12
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7
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7
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5
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4
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3
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2
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Technical working paper / National Bureau of Economic Research
Journal of econometrics
1,638
Economics letters
970
Econometric theory
723
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
602
Econometric reviews
437
CEMMAP working papers / Centre for Microdata Methods and Practice
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215
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213
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197
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195
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ECONIS (ZBW)
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51
Estimating deterministic trends in the presence of serially correlated errors
Canjels, Eugene
-
1994
Persistent link: https://www.econbiz.de/10000920895
Saved in:
52
Optimal prediction under asymmetric loss
Christoffersen, Peter F.
-
1994
Persistent link: https://www.econbiz.de/10000920915
Saved in:
53
Asymptotically optimal smoothing with arch models
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000920975
Saved in:
54
Small sample bias in GMM estimation of covariance structures
Altonji, Joseph G.
-
1994
Persistent link: https://www.econbiz.de/10000889238
Saved in:
55
A two-stage estimator for probit models with structural group effects
Borjas, George J.
-
1993
Persistent link: https://www.econbiz.de/10000878770
Saved in:
56
Estimating conditional expectations when volatility fluctuates
Stambaugh, Robert F.
-
1993
Persistent link: https://www.econbiz.de/10000878800
Saved in:
57
The cure can be worse than the disease : a cautionary tale regarding instrumental variables
Bound, John
;
Jaeger, David A.
;
Baker, Regina
-
1993
Persistent link: https://www.econbiz.de/10000878824
Saved in:
58
Automatic lag selection in covariance matrix estimation
West, Kenneth D.
;
Newey, Whitney K.
-
1993
Persistent link: https://www.econbiz.de/10000879023
Saved in:
59
Inventory models
West, Kenneth D.
-
1993
Persistent link: https://www.econbiz.de/10000879024
Saved in:
60
Why long horizons? : a study of power against persistent alternatives
Campbell, John Y.
-
1993
Persistent link: https://www.econbiz.de/10000879027
Saved in:
61
Some evidence on finite sample behavior of an instrumental variables estimator of the linear quadratic inventory model
West, Kenneth D.
;
Wilcox, David W.
-
1993
Persistent link: https://www.econbiz.de/10000870288
Saved in:
62
Identification of causal effects using instrumental variables
Angrist, Joshua D.
;
Imbens, Guido
;
Rubin, Donald B.
-
1993
Persistent link: https://www.econbiz.de/10000870290
Saved in:
63
The "window problem" in studies of children's attainments : a methodological exploration
An, Jong beom
;
Haveman, Robert H.
;
Wolfe, Barbara L.
-
1992
Persistent link: https://www.econbiz.de/10000843096
Saved in:
64
Seasonal unit roots in aggregate US data
Beaulieu, J. Joseph
;
Miron, Jeffrey A.
-
1992
Persistent link: https://www.econbiz.de/10000843097
Saved in:
65
Average causal response with variable treatment intensity
Angrist, Joshua D.
;
Imbens, Guido
-
1992
Persistent link: https://www.econbiz.de/10000846631
Saved in:
66
Asymptotic filtering theory for univariate ARCH models
Nelson, Daniel B.
;
Foster, Dean P.
-
1992
Persistent link: https://www.econbiz.de/10000849715
Saved in:
67
Efficient tests for an autoregressive unit root
Elliott, Graham
;
Rothenberg, Thomas J.
;
Stock, James H.
-
1992
Persistent link: https://www.econbiz.de/10000849716
Saved in:
68
Inference in time series regression when the order of integration of a regressor is unknown
Elliott, Graham
;
Stock, James H.
-
1992
Persistent link: https://www.econbiz.de/10000840062
Saved in:
69
Deciding between I(1) and I(0)
Stock, James H.
-
1992
Persistent link: https://www.econbiz.de/10000840063
Saved in:
70
Specification testing in panel data with instrumental variables
Metcalf, Gilbert E.
-
1992
Persistent link: https://www.econbiz.de/10000841124
Saved in:
71
Identification and estimation of local average treatment effects
Angrist, Joshua D.
;
Imbens, Guido
-
1991
Persistent link: https://www.econbiz.de/10000829114
Saved in:
72
Sources of identifying information in evaluation models
Angrist, Joshua D.
;
Imbens, Guido
-
1991
Persistent link: https://www.econbiz.de/10000829115
Saved in:
73
Heteroscedasticity diagnostics based on "corrected" standard errors
Leamer, Edward E.
-
1991
Persistent link: https://www.econbiz.de/10013452198
Saved in:
74
The relative importance of permanent and transitory components : identification and some theoretical bounds
Quah, Danny
-
1991
Persistent link: https://www.econbiz.de/10013452203
Saved in:
75
Instrumental variables estimation of average treatment effects in econometrics and epidemiology
Angrist, Joshua D.
-
1991
Persistent link: https://www.econbiz.de/10013452206
Saved in:
76
Eastern data and Western attitudes
Leamer, Edward E.
-
1991
Persistent link: https://www.econbiz.de/10013452207
Saved in:
77
Simulated moments estimation of Markov models of asset prices
Duffie, Darrell
-
1990
Persistent link: https://www.econbiz.de/10013452137
Saved in:
78
Efficient estimation of linear asset pricing models with moving-average errors
Hansen, Lars Peter
-
1990
Persistent link: https://www.econbiz.de/10013452138
Saved in:
79
Does correcting for heteroscedasticity help?
Mishkin, Frederic S.
-
1990
Persistent link: https://www.econbiz.de/10013452144
Saved in:
80
Full information estimation and stochastic simulation of models with rational expectations
Fair, Ray C.
-
1989
Persistent link: https://www.econbiz.de/10013452096
Saved in:
81
A simple, consistent estimator for disturbance components in financial models
Levinsohn, James Alan
-
1989
Persistent link: https://www.econbiz.de/10013452136
Saved in:
82
A simple MLE of cointegrating vectors in higher order integrated systems
Stock, James H.
;
Watson, Mark W.
-
1989
Persistent link: https://www.econbiz.de/10013452141
Saved in:
83
Asset pricing with a factor arch covariance structure : empirical estimates for treasury bills
Engle, Robert F.
-
1988
Persistent link: https://www.econbiz.de/10013452057
Saved in:
84
The dividend ratio model and small sample bias : a Monte Carlo study
Campbell, John Y.
;
Shiller, Robert J.
-
1988
Persistent link: https://www.econbiz.de/10013452062
Saved in:
85
The time-varying-parameter model as an alternative to ARCH for modeling changing conditional variance : the case of Lucas hypothesis
Nelson, Charles R.
-
1988
Persistent link: https://www.econbiz.de/10013452064
Saved in:
86
The distribution of the instrumental variables estimator and its t-ratio when the instrument is a poor one
Nelson, Charles R.
-
1988
Persistent link: https://www.econbiz.de/10013452065
Saved in:
87
Some further results on the exact small sample properties of the instrumental variable estimator
Nelson, Charles R.
-
1988
Persistent link: https://www.econbiz.de/10013452068
Saved in:
88
Tests for unit roots : a Monte Carlo investigation
Schwert, George William
-
1988
Persistent link: https://www.econbiz.de/10013452078
Saved in:
89
Consistent covariance matrix estimation with cross-sectional dependence and heteroskedasticity in cross-sectional financial data
Froot, Kenneth
-
1987
Persistent link: https://www.econbiz.de/10000758443
Saved in:
90
The interpolation of time series by related series
Friedman, Milton
-
1962
Persistent link: https://www.econbiz.de/10000668516
Saved in:
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