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subject:"Schätztheorie"
person:"Kiviet, J. F."
~person:"Giles, David E. A."
~person:"Wooldridge, Jeffrey M."
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Schätztheorie
Theorie
143
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143
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76
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20
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Kiviet, J. F.
Giles, David E. A.
Wooldridge, Jeffrey M.
Härdle, Wolfgang
68
Pesaran, M. Hashem
57
Phillips, Peter C. B.
53
Gouriéroux, Christian
50
Andrews, Donald W. K.
44
Franses, Philip Hans
42
Newey, Whitney K.
42
Imbens, Guido
35
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35
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35
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30
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30
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29
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28
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26
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26
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26
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25
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25
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24
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24
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24
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23
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23
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23
Zakoïan, Jean-Michel
23
Robert, Christian P.
22
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22
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21
Hahn, Jinyong
21
Hsiao, Cheng
21
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21
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20
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20
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20
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14
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11
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6
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5
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5
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4
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3
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3
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2
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2
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2
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2
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1
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ECONIS (ZBW)
76
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1
Finite population causal standard errors
Abadie, Alberto
;
Athey, Susan
;
Imbens, Guido
; …
-
2014
-
Current version July 2014
Persistent link: https://www.econbiz.de/10011776051
Saved in:
2
Control function methods in applied econometrics
Wooldridge, Jeffrey M.
- In:
Journal of human resources : JHR
50
(
2015
)
2
,
pp. 420-445
Persistent link: https://www.econbiz.de/10011305698
Saved in:
3
Finite population causal standard errors
Abadie, Alberto
;
Athey, Susan
;
Imbens, Guido
; …
-
2014
Persistent link: https://www.econbiz.de/10010393956
Saved in:
4
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
Bun, Maurice J. G.
;
Kiviet, J. F.
-
2002
Persistent link: https://www.econbiz.de/10001718452
Saved in:
5
Moment approximation for least squares estimators in dynamic regression models with a unit root
Kiviet, J. F.
;
Phillips, Garry D. A.
-
2001
Persistent link: https://www.econbiz.de/10001633083
Saved in:
6
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
Bun, Maurice J. G.
;
Kiviet, J. F.
- In:
Journal of econometrics
132
(
2006
)
2
,
pp. 409-444
Persistent link: https://www.econbiz.de/10003348774
Saved in:
7
Moment approximation for least-squares estimators in dynamic regression models with a unit root
Kiviet, J. F.
;
Phillips, Garry D. A.
- In:
The econometrics journal
8
(
2005
)
2
,
pp. 115-142
Persistent link: https://www.econbiz.de/10003018790
Saved in:
8
Calculating a standard error for the Gini coefficient : some further results
Giles, David E. A.
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
3
,
pp. 425-433
Persistent link: https://www.econbiz.de/10002139187
Saved in:
9
Solutions manual and supplementary materials for Econometric analysis of cross section and panel data
Wooldridge, Jeffrey M.
-
2003
Persistent link: https://www.econbiz.de/10001752640
Saved in:
10
Semiparametric estimation of partially linear models for dependent data with generated regressors
Li, Qi
;
Wooldridge, Jeffrey M.
- In:
Econometric theory
18
(
2002
)
3
,
pp. 625-645
Persistent link: https://www.econbiz.de/10001673440
Saved in:
11
Econometric analysis of cross section and panel data ; [Hauptbd.]
Wooldridge, Jeffrey M.
-
2002
Persistent link: https://www.econbiz.de/10001663524
Saved in:
12
A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables
Wooldridge, Jeffrey M.
- In:
Economics letters
68
(
2000
)
3
,
pp. 245-250
Persistent link: https://www.econbiz.de/10001499209
Saved in:
13
The bias of the 2SLS variance estimator
Kiviet, J. F.
;
Phillips, Garry D. A.
- In:
Economics letters
66
(
2000
)
1
,
pp. 7-15
Persistent link: https://www.econbiz.de/10001435909
Saved in:
14
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:
15
Distribution-free estimation of some nonlinear panel data models
Wooldridge, Jeffrey M.
- In:
Journal of econometrics
90
(
1999
)
1
,
pp. 77-97
Persistent link: https://www.econbiz.de/10001353785
Saved in:
16
Expectations of expansions for estimators in a dynamic panel data model : some results for weakly exogenous regressors
Kiviet, J. F.
- In:
Analysis of panels and limited dependent variable …
,
(pp. 199-225)
.
1999
Persistent link: https://www.econbiz.de/10001445112
Saved in:
17
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:
18
Alternative BIAS approximations in first order dynamic reduced form models
Kiviet, J. F.
;
Phillips, Garry D. A.
;
Schipp, Bernhard
-
1998
Persistent link: https://www.econbiz.de/10000978872
Saved in:
19
Expectations of expansions for estimators in a dynamic panel data model : some results for weakly-exogenous regressors
Kiviet, J. F.
-
1998
-
Rev
Persistent link: https://www.econbiz.de/10000985343
Saved in:
20
Testing for unit roots in economic time-series with missing observations
Ryan, Kevin F.
;
Giles, David E. A.
-
1998
Persistent link: https://www.econbiz.de/10000997817
Saved in:
21
Exact inference methods for first-order autoregressive distributed lag models
Dufour, Jean-Marie
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
1
,
pp. 79-104
Persistent link: https://www.econbiz.de/10001233470
Saved in:
22
Qasi-likelihood methods for count data
Wooldridge, Jeffrey M.
-
1997
Persistent link: https://www.econbiz.de/10001328882
Saved in:
23
Multiplicative panel data models without the strict exogeneity assumption
Wooldridge, Jeffrey M.
- In:
Econometric theory
13
(
1997
)
5
,
pp. 667-678
Persistent link: https://www.econbiz.de/10001232221
Saved in:
24
On two stage least squares estimation of the average treatment effect in a random coefficient model
Wooldridge, Jeffrey M.
- In:
Economics letters
56
(
1997
)
2
,
pp. 129-133
Persistent link: https://www.econbiz.de/10001232400
Saved in:
25
The exact risk performance of a pre-test estimator in a heteroscedastic linear regression model under the balanced loss function
Ohtani, Kazuhiro
- In:
Econometric reviews
16
(
1997
)
1
,
pp. 119-130
Persistent link: https://www.econbiz.de/10001217204
Saved in:
26
Diagnostic testing in econometrics : variable addition, RESET, and Fourier approximations
DeBenedictis, Linda F.
;
Giles, David E. A.
-
1996
Persistent link: https://www.econbiz.de/10000168401
Saved in:
27
The exact risks of some pre-test and Stein-type regression estimators under balanced loss
Giles, Judith A.
;
Giles, David E. A.
;
Ohtani, Kazuhiro
-
1996
Persistent link: https://www.econbiz.de/10000168487
Saved in:
28
Applying the RESET test in allocation models : a cautionary note
Giles, David E. A.
;
Keil, Andrea S.
-
1996
Persistent link: https://www.econbiz.de/10000998492
Saved in:
29
Econometric methods for fractional response variables with an application to 401 (k) plan participation rates
Papke, Leslie E.
- In:
Journal of applied econometrics
11
(
1996
)
6
,
pp. 619-632
Persistent link: https://www.econbiz.de/10001211082
Saved in:
30
The bias of the ordinary least squares estimator in simultaneous equation models
Kiviet, J. F.
- In:
Economics letters
53
(
1996
)
2
,
pp. 161-167
Persistent link: https://www.econbiz.de/10001216787
Saved in:
31
The absolute error risks of regression "goodness of fit" measures
Ohtani, Kazuhiro
- In:
Journal of quantitative economics : official journal of …
12
(
1996
)
1
,
pp. 17-26
Persistent link: https://www.econbiz.de/10001220369
Saved in:
32
Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models
Kiviet, J. F.
;
Phillips, Garry D. A.
-
1996
Persistent link: https://www.econbiz.de/10000948310
Saved in:
33
Exact tests in single equation autoregressive distributed lag models
Kiviet, J. F.
-
1995
Persistent link: https://www.econbiz.de/10000909000
Saved in:
34
The robustness of ARCH GARCH tests to first-order autocorrelation
Sullivan, Michael J.
- In:
Journal of quantitative economics : official journal of …
11
(
1995
)
1
,
pp. 35-61
Persistent link: https://www.econbiz.de/10001196307
Saved in:
35
Exact inference methods for first-order autoregressive distributed lag models
Dufour, Jean-Marie
;
Kiviet, J. F.
-
1995
Persistent link: https://www.econbiz.de/10001513117
Saved in:
36
Exact tests in single equation autoregressive distributed lag models
Kiviet, J. F.
;
Dufour, Jean-Marie
-
1995
Persistent link: https://www.econbiz.de/10001513122
Saved in:
37
Estimation and inference for dependent processes
Wooldridge, Jeffrey M.
-
1994
Persistent link: https://www.econbiz.de/10001327601
Saved in:
38
Preliminary-test estimation in a dynamic linear model
Giles, David E. A.
- In:
Economics letters
44
(
1994
)
1
,
pp. 21-26
Persistent link: https://www.econbiz.de/10001164051
Saved in:
39
Price indices : systems estimation and tests
Giles, David E. A.
- In:
Journal of quantitative economics : official journal of …
(
1994
),
pp. 219-225
Persistent link: https://www.econbiz.de/10001177285
Saved in:
40
The exact powers of some autocorrelation tests when relevant regressors are omitted
Small, John P.
;
Giles, David E. A.
;
White, Kenneth J.
-
1993
Persistent link: https://www.econbiz.de/10000856953
Saved in:
41
Contrastes de especificación en modelos lineales con variables integradas
Wooldridge, Jeffrey M.
-
1993
Persistent link: https://www.econbiz.de/10001339940
Saved in:
42
An empirical investigation of the Box-Cox model and a nonlinear least squares alternative
Berndt, Ernst R.
- In:
Econometric reviews
12
(
1993
)
1
,
pp. 65-102
Persistent link: https://www.econbiz.de/10001141850
Saved in:
43
Pre-test estimation and testing in econometrics : recent developments
Giles, Judith A.
- In:
Journal of economic surveys
7
(
1993
)
2
,
pp. 145-197
Persistent link: https://www.econbiz.de/10001143844
Saved in:
44
Pre-test estimation in regression under absolute error loss
Giles, David E. A.
- In:
Economics letters
41
(
1993
)
4
,
pp. 339-343
Persistent link: https://www.econbiz.de/10001144910
Saved in:
45
The Goldfeld-Quandt test : a re-consideration of the "one third" rule of thumb
Giles, David E. A.
- In:
Journal of quantitative economics : official journal of …
9
(
1993
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10001147603
Saved in:
46
The exact risks of some pre-test and Stein-type regression estimators under balanced loss
Giles, Judith A.
;
Giles, David E. A.
;
Ohtani, Kazuhiro
-
1993
Persistent link: https://www.econbiz.de/10000859965
Saved in:
47
The risk behavior of a pre-test estimator in a linear regression model with possible heteroscedasticity under the linex loss function
Ohtani, Kazuhiro
;
Giles, David E. A.
;
Giles, Judith A.
-
1993
Persistent link: https://www.econbiz.de/10000859966
Saved in:
48
Testing for ARCH-GARCH errors in a mis-specified regression
Giles, David E. A.
;
Giles, Judith A.
;
Wong, Jason
-
1992
Persistent link: https://www.econbiz.de/10000835468
Saved in:
49
Exact similar tests for unit roots and cointegration
Kiviet, J. F.
- In:
Oxford bulletin of economics and statistics
54
(
1992
)
3
,
pp. 349-367
Persistent link: https://www.econbiz.de/10001330270
Saved in:
50
Some alternatives to the box-cox regression model
Wooldridge, Jeffrey M.
- In:
International economic review
33
(
1992
)
4
,
pp. 935-955
Persistent link: https://www.econbiz.de/10001133624
Saved in:
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