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accessRights:"free"
type_genre:"Article in journal"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Nonparametric statistics"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Estimation theory"
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Nonparametric statistics
Prognoseverfahren
Estimation theory
28
Schätztheorie
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Regression analysis
9
Regressionsanalyse
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Correlation
8
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8
Nichtparametrisches Verfahren
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Estimation
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fixed effects
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panel data
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short panel data
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analysis of variance
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bias correction
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clustered standard errors
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dynamic conditional score model
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error components
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gravity model
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portmanteau test
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serial correlation
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within-group correlation
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Linton, Oliver
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Cambridge working papers in economics
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
Quantitative economics : QE ; journal of the Econometric Society
29
Econometrics : open access journal
24
Journal of risk and financial management : JRFM
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Risks : open access journal
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International Journal of Energy Economics and Policy : IJEEP
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
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Financial innovation : FIN
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International journal of economics and financial issues : IJEFI
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Statistics in transition : an international journal of the Polish Statistical Association
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Econometric theory
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Semiparametric nonlinear panel data models with measurement error
Linton, Oliver
;
Shiu, Ji-Liang
-
2019
Persistent link: https://www.econbiz.de/10012692254
Saved in:
2
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
-
2019
Persistent link: https://www.econbiz.de/10012692312
Saved in:
3
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
4
Estimation and inference in semiparametric quantile factor models
Ma, Shujie
;
Linton, Oliver
;
Gao, Jiti
-
2019
Persistent link: https://www.econbiz.de/10012698841
Saved in:
5
A unified framework for efficient estimation of general treatment models
Ai, Chunrong
;
Linton, Oliver
;
Motegi, Kaiji
;
Zhang, Zheng
-
2019
Persistent link: https://www.econbiz.de/10012698848
Saved in:
6
Inference on a distribution from noisy draws
Jochmans, Koen
;
Weidner, Martin
-
2019
Persistent link: https://www.econbiz.de/10012703101
Saved in:
7
Semiparametric single-index predictive regression
Zhou, Weilun
;
Gao, Jiti
;
Harris, David
;
Kew, Hsein
-
2019
Persistent link: https://www.econbiz.de/10012703312
Saved in:
8
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
-
2018
-
version: October 24, 2018
Persistent link: https://www.econbiz.de/10012671372
Saved in:
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