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Kleinste-Quadrate-Methode
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Least squares method
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Estimation theory
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Hausman, Jerry A.
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CEMMAP working papers / Centre for Microdata Methods and Practice
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ECONIS (ZBW)
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41
Cointegration in fractional systems with deterministic trends
Robinson, Peter M.
;
Iacone, Fabrizio
- In:
Journal of econometrics
129
(
2005
)
1/2
,
pp. 263-298
Persistent link: https://www.econbiz.de/10003172781
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42
Estimation of simultaneous systems of spatially interrelated cross sectional equations
Kelejian, Harry H.
;
Prucha, Ingmar R.
- In:
Journal of econometrics
118
(
2004
)
1/2
,
pp. 27-50
Persistent link: https://www.econbiz.de/10001822948
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43
Least squares in general vector spaces revisited
Schönfeld, Peter
- In:
Journal of econometrics
118
(
2004
)
1/2
,
pp. 95-109
Persistent link: https://www.econbiz.de/10001822968
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44
Deterministic least squares filtering
Willems, J. C.
- In:
Journal of econometrics
118
(
2004
)
1/2
,
pp. 341-373
Persistent link: https://www.econbiz.de/10001823142
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45
College applications and the effect of affirmative action
Long, Mark C.
- In:
Journal of econometrics
121
(
2004
)
1/2
,
pp. 319-342
Persistent link: https://www.econbiz.de/10002094465
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46
Alternative estimators and unit root tests for seasonal autoregressive processes
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
120
(
2004
)
1
,
pp. 35-73
Persistent link: https://www.econbiz.de/10001998863
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47
A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
Abadir, Karim Maher
;
Lucas, André
- In:
Journal of econometrics
119
(
2004
)
1
,
pp. 45-71
Persistent link: https://www.econbiz.de/10001943912
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48
On the harm that ignoring pretesting can cause
Danilov, Dmitry L.
;
Magnus, Jan R.
- In:
Journal of econometrics
122
(
2004
)
1
,
pp. 27-46
Persistent link: https://www.econbiz.de/10002136485
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49
GLS detrending, efficient unit root tests and structural change
Perron, Pierre
;
Rodriguez, Gabriel
- In:
Journal of econometrics
115
(
2003
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10001758132
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50
An alternative bootstrap to moving blocks for time series regression models
Hidalgo, Javier
- In:
Journal of econometrics
117
(
2003
)
2
,
pp. 369-399
Persistent link: https://www.econbiz.de/10001799212
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