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isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
subject:"Regression analysis"
~subject:"Forecasting model"
~subject:"USA"
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Search: subject_exact:"Estimation theory"
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Regression analysis
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Estimation theory
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Sakata, Shinichi
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Deb, Partha
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Discussion paper / Department of Economics, University of California San Diego
Journal of econometrics
346
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
211
Economics letters
126
International journal of forecasting
119
CEMMAP working papers / Centre for Microdata Methods and Practice
101
Journal of the American Statistical Association : JASA
101
Econometric theory
100
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
84
Econometric reviews
79
Journal of forecasting
79
The econometrics journal
67
Discussion paper / Tinbergen Institute
56
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53
The review of economics and statistics
48
Working paper / National Bureau of Economic Research, Inc.
47
Cowles Foundation discussion paper
44
Journal of applied econometrics
44
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
42
Discussion papers of interdisciplinary research project 373
42
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42
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41
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
40
Working paper / Department of Econometrics and Business Statistics, Monash University
40
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39
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
34
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
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Consistent HAC estimation and robust regression testing using sharp origin kernels with no truncation
Phillips, Peter C. B.
;
Sun, Yixiao
;
Jin, Sainan
-
2003
Persistent link: https://www.econbiz.de/10001753309
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2
On more robust estimation of skewness and kurtosis : simulation and application to the S&P500 index
Kim, Tae-hwan
;
White, Halbert
-
2003
Persistent link: https://www.econbiz.de/10002118385
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3
Estimation, inference, and specification testing for possibly misspecified quantile regression
Kim, Tae-hwan
;
White, Halbert
-
2002
Persistent link: https://www.econbiz.de/10001683571
Saved in:
4
James-Stein type estimators in large samples with application to the least absolute deviations estimator
Kim, Tae-hwan
;
White, Halbert
-
2000
Persistent link: https://www.econbiz.de/10001495720
Saved in:
5
James-Stein type estimators in large samples with application to the least absolute deviation estimator
Kim, Tae-Hwan
;
White, Halbert
-
1999
Persistent link: https://www.econbiz.de/10001366190
Saved in:
6
Occasional structural breaks and long memory
Granger, C. W. J.
;
Hyung, Namwon
-
1999
Persistent link: https://www.econbiz.de/10001395178
Saved in:
7
Dangers of data-driven inference : the case of calendar effects in stock returns
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10000988757
Saved in:
8
Moment-based estimation of latent class models of event counts
Deb, Partha
;
Xia, Ming
;
Trivedi, Pravin K.
-
1998
Persistent link: https://www.econbiz.de/10000988762
Saved in:
9
Econometric analysis of discrete-valued irregulary-spaced financial transactions data using a new autoregressive conditional multinominal model
Russell, Jeffrey R.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000988764
Saved in:
10
Testing for unit roots with prediction errors
Sánchez, Ismael
-
1998
Persistent link: https://www.econbiz.de/10000993941
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