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isPartOf:"Statistical papers"
subject:"Theorie"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~subject:"Demographic statistics"
~subject:"Maßzahl"
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Maßzahl
Estimation theory
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Steel, Mark F. J.
9
Werker, Bas J. M.
7
Drost, Feike C.
6
Fernández, Carmen
6
Kleijnen, Jack P. C.
6
Soest, Arthur van
6
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4
Härdle, Wolfgang
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4
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4
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Statistical papers
Discussion paper / Center for Economic Research, Tilburg University
Economics letters
384
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370
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286
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
240
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198
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155
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138
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Oxford bulletin of economics and statistics
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American journal of agricultural economics
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49
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47
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45
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44
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41
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
SFB 649 discussion paper
38
Cowles Foundation discussion paper
37
Journal of economic dynamics & control
36
Report / Econometric Institute, Erasmus University Rotterdam
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ECONIS (ZBW)
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91
Pseudo latent models : goodness of fit measures, residuals, estimation, testing, and simulation
Hübler, Olaf
- In:
Statistical papers
38
(
1997
)
3
,
pp. 271-285
Persistent link: https://www.econbiz.de/10001229048
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92
Testing for unit roots in panel data using a GMM approach
Breitung, Jörg
- In:
Statistical papers
38
(
1997
)
3
,
pp. 253-269
Persistent link: https://www.econbiz.de/10001229051
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93
Fuzzy prior information and minimax estimation in the linear regression model
Arnold, Bernhard
- In:
Statistical papers
38
(
1997
)
4
,
pp. 377-391
Persistent link: https://www.econbiz.de/10001231945
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94
A characterization of nonnegative-definite independence distribution-preserving covariance structures for the maximum squared-radii statistic
Meaux, Lauri M.
- In:
Statistical papers
37
(
1996
)
4
,
pp. 375-382
Persistent link: https://www.econbiz.de/10001209839
Saved in:
95
A non standard chi 2 test of fit for testing uniformity with unknown limits
Krumbholz, Wolf
- In:
Statistical papers
37
(
1996
)
4
,
pp. 365-373
Persistent link: https://www.econbiz.de/10001209840
Saved in:
96
The density function and the MSE dominance of the pre-test estimator in a heteroscedastic linear regression model with omitted variables
Ohtani, Kazuhiro
- In:
Statistical papers
37
(
1996
)
4
,
pp. 323-342
Persistent link: https://www.econbiz.de/10001209842
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97
A closer examination on some parametric alternatives to the ANOVA F-test
DeBeuckelaer, Alain
- In:
Statistical papers
37
(
1996
)
4
,
pp. 291-305
Persistent link: https://www.econbiz.de/10001209844
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98
Testing parametric versus semiparametric modelling in generalized linear models
Härdle, Wolfgang
;
Mammen, Enno
;
Müller, Marlene
-
1996
Persistent link: https://www.econbiz.de/10000933986
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99
Instrumental variable estimation for linear panel data models
Lee, Myoung-jae
-
1996
Persistent link: https://www.econbiz.de/10000933988
Saved in:
100
Consistency of kernel estimators of heteroscedastic and autocorrelated covariance matrices
Jong, Robert M. de
;
Davidson, James E. H.
-
1996
Persistent link: https://www.econbiz.de/10000936005
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