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Search: subject_exact:"Estimation theory"
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Estimation theory
325
Schätztheorie
325
Theorie
116
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116
Estimation
43
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43
Time series analysis
42
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42
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39
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31
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31
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23
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13
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11
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10
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10
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325
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Einmahl, John H. J.
23
Kapetanios, George
16
Steel, Mark F. J.
16
Čížek, Pavel
15
Kleijnen, Jack P. C.
11
Werker, Bas J. M.
11
Drost, Feike C.
10
Osiewalski, Jacek
10
Magnus, Jan R.
9
Nijman, Theodore E.
9
Imbens, Guido
8
Soest, Arthur van
8
Giraitis, Liudas
7
Nielsen, Jens Perch
7
Segers, Johan
7
Fernández, Carmen
6
Härdle, Wolfgang
6
Melenberg, Bertrand
6
Moors, Johannes J. A.
6
Akker, Ramon van den
5
Bera, Anil K.
5
Groenendaal, Willem J. van
5
Kiefer, Nicholas Maximilian
5
Marcellino, Massimiliano
5
McAleer, Michael
5
Verbeek, Marno
5
Athey, Susan
4
Chen Zhou
4
Christensen, Bent Jesper
4
Honoré, Peter
4
Reed, W. Robert
4
Strijbosch, L. W. G.
4
Yu, Jun
4
Angrist, Joshua D.
3
Baillie, Richard
3
Beirlant, Jan
3
Bierens, Herman J.
3
Chib, Siddhartha
3
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3
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3
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18
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2
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1
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1
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1
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Working paper
CEMMAP working papers / Centre for Microdata Methods and Practice
363
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336
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304
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294
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236
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221
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
215
Cowles Foundation discussion paper
213
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195
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167
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162
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137
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119
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105
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90
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90
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90
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86
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
85
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79
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78
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77
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76
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70
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67
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66
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64
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ECONIS (ZBW)
325
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301
More on the grouped heteroskedasticity model
Bartels, Robert
;
Fiebig, Denzil G.
-
1990
Persistent link: https://www.econbiz.de/10000799160
Saved in:
302
Forecasting, misspecification and unit roots : the case of AR(1) versus ARMA(1,1)
Magnus, Jan R.
;
Pesaran, Bahram
-
1990
Persistent link: https://www.econbiz.de/10000782912
Saved in:
303
Alternative approaches to testing non-nested models with autocorrelated disturbances : an application to models of US unemployment
McAleer, Michael
;
Pesaran, M. Hashem
;
Bera, Anil K.
-
1990
Persistent link: https://www.econbiz.de/10000784294
Saved in:
304
Semi-conjugate prior densities in multivariate t regression models
Osiewalski, Jacek
;
Steel, Mark F. J.
-
1990
Persistent link: https://www.econbiz.de/10000784300
Saved in:
305
An efficient method of moments estimator for discrete choice models with choice-based sampling
Imbens, Guido
-
1990
Persistent link: https://www.econbiz.de/10000784301
Saved in:
306
Regression models under competing covariance matrices : a Bayesian perspective
Chib, Siddhartha
;
Osiewalski, Jacek
;
Steel, Mark F. J.
-
1990
Persistent link: https://www.econbiz.de/10000801226
Saved in:
307
Returns to equity before and after holidays : Australian evidence and tests of plausible hypotheses
Easton, Stephen Andrew
-
1989
Persistent link: https://www.econbiz.de/10000849460
Saved in:
308
Identification and estimation of dichotomous latent variables models using panel data
Hsiao, Cheng
-
1989
-
Rev.
Persistent link: https://www.econbiz.de/10000785725
Saved in:
309
Generalized least squares estimation of linear models containing rational future expectations
Nijman, Theodore E.
;
Palm, Franz C.
-
1989
Persistent link: https://www.econbiz.de/10000782857
Saved in:
310
Dynamic policy simulation of linear models with rational expectations of future events : a computer package
Markink, A. J.
;
Ploeg, Frederick van der
-
1989
Persistent link: https://www.econbiz.de/10000782861
Saved in:
311
Bayesian multivariate exogeneity analysis : an application to a UK money demand equation
Steel, Mark F. J.
;
Richard, Jean-François
-
1989
Persistent link: https://www.econbiz.de/10000782899
Saved in:
312
Maximum score estimation in the ordered response model
Kooreman, Peter
;
Melenberg, Bertrand
-
1989
Persistent link: https://www.econbiz.de/10000782902
Saved in:
313
Simple estimators for dynamic panel data models with errors in variables
Wansbeek, Tom
;
Kapteyn, Arie
-
1989
Persistent link: https://www.econbiz.de/10000782904
Saved in:
314
Weak exogeneity in misspecified sequential models
Steel, Mark F. J.
-
1989
Persistent link: https://www.econbiz.de/10000782922
Saved in:
315
Posterior densities for nonlinear regression with equicorrelated errors
Osiewalski, Jacek
-
1989
Persistent link: https://www.econbiz.de/10000782931
Saved in:
316
The estimation of mixed demand systems
Barten, Anton P.
-
1989
Persistent link: https://www.econbiz.de/10000783156
Saved in:
317
The bias of forecasts from a first-order autoregression
Magnus, Jan R.
;
Pesaran, Bahram
-
1988
Persistent link: https://www.econbiz.de/10000782845
Saved in:
318
Seemingly unrelated regression equation systems under diffuse stochastic prior information : a recursive analytical approach
Steel, Mark F. J.
-
1988
Persistent link: https://www.econbiz.de/10000782853
Saved in:
319
Estimating multivariate arima models : when is close not good enough?
Bagshaw, Michael L.
-
1987
Persistent link: https://www.econbiz.de/10003478118
Saved in:
320
Univariate and multivariate arima versus vector autoregression forecasting
Bagshaw, Michael L.
-
1987
Persistent link: https://www.econbiz.de/10003478189
Saved in:
321
Agricultural supply response using vector autoregressions (VAR) with panel data : some evidence from India
Eckstein, Zvi
-
1985
Persistent link: https://www.econbiz.de/10000605351
Saved in:
322
An efficient large-sample test for normality and homoscedasticity of regression residuals
Jarque, Carlos M.
;
Bera, A. K.
-
1981
Persistent link: https://www.econbiz.de/10003489412
Saved in:
323
Linearised estimation of nonlinear simultaneous equation system
Bera, A. K.
-
1981
Persistent link: https://www.econbiz.de/10003489426
Saved in:
324
An efficient large-sample test for normality of observations and regression residuals
Bera, Anil K.
;
Jarque, Carlos M.
-
1981
Persistent link: https://www.econbiz.de/10003489441
Saved in:
325
Testing for heteroscedasticity and random coefficient variation in simultaneous equations models
Jarque, Carlos M.
-
1981
Persistent link: https://www.econbiz.de/10003585855
Saved in:
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