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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Jin, Fei"
~person:"Sentana, Enrique"
~subject:"Gaussian process"
~subject:"Method of moments"
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Bootstrap approach
Gaussian process
Method of moments
Estimation theory
26
Schätztheorie
26
Maximum likelihood estimation
10
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10
Autocorrelation
9
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Jin, Fei
Sentana, Enrique
Lee, Lung-fei
8
Nielsen, Morten Ørregaard
6
Hounyo, Ulrich
5
Hsiao, Cheng
5
MacKinnon, James G.
5
Su, Liangjun
5
Webb, Matthew
5
Yang, Zhenlin
5
Yu, Jihai
5
Andrews, Donald W. K.
4
Antoine, Bertille
4
Cavaliere, Giuseppe
4
Dovonon, Prosper
4
Dufour, Jean-Marie
4
Hall, Alastair R.
4
Kilian, Lutz
4
Lütkepohl, Helmut
4
Renault, Eric
4
Song, Xiaojun
4
Sun, Yiguo
4
Taylor, Robert
4
Zhou, Qiankun
4
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3
Bera, Anil K.
3
Corradi, Valentina
3
Doğan, Osman
3
Fiorentini, Gabriele
3
Han, Chirok
3
Hill, Jonathan B.
3
Honoré, Bo E.
3
Hu, Luojia
3
Hwang, Jungbin
3
Inoue, Atsushi
3
Kato, Kengo
3
Li, Kunpeng
3
Omay, Tolga
3
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3
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Discussion paper / Centre for Economic Policy Research
2
Econometric reviews
2
Economics letters
2
Journal of econometrics
2
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1
Econometric theory
1
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
1
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ECONIS (ZBW)
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1
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 338-351
Persistent link: https://www.econbiz.de/10013546675
Saved in:
2
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 269-306)
.
2022
Persistent link: https://www.econbiz.de/10013194599
Saved in:
3
GMM estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors
Jin, Fei
;
Wang, Yuqin
- In:
Econometric reviews
41
(
2022
)
6
,
pp. 652-674
Persistent link: https://www.econbiz.de/10013364900
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4
Sequential and efficient GMM estimation of dynamic short panel data models
Jin, Fei
;
Lee, Lung-fei
;
Yu, Jihai
- In:
Econometric reviews
40
(
2021
)
10
,
pp. 1007-1037
Persistent link: https://www.econbiz.de/10012624570
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5
Efficient two-step generalized empirical likelihood estimation and tests with martingale differences
Jin, Fei
;
Lee, Lung-fei
- In:
Econometric theory
37
(
2021
)
3
,
pp. 573-612
Persistent link: https://www.econbiz.de/10012593449
Saved in:
6
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012232995
Saved in:
7
First difference estimation of spatial dynamic panel data models with fixed effects
Jin, Fei
;
Lee, Lung-fei
;
Yu, Jihai
- In:
Economics letters
189
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228071
Saved in:
8
Asymptotically efficient root estimators for spatial autoregressive models with spatial autoregressive disturbances
Jin, Fei
;
Lee, Lung-fei
- In:
Economics letters
194
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509367
Saved in:
9
GEL estimation and tests of spatial autoregressive models
Jin, Fei
;
Lee, Lung-fei
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 585-612
Persistent link: https://www.econbiz.de/10012149371
Saved in:
10
Consistent non-Gaussian pseudo maximum likelihood estimators
Fiorentini, Gabriele
;
Sentana, Enrique
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 321-358
Persistent link: https://www.econbiz.de/10012304560
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