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Search: subject_exact:"Estimation theory"
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Estimation theory
584
Schätztheorie
584
Theorie
147
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147
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107
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107
Nichtparametrisches Verfahren
93
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Phillips, Peter C. B.
105
Andrews, Donald W. K.
40
Chen, Xiaohong
18
Guggenberger, Patrik
10
Otsu, Taisuke
10
Sun, Yixiao
9
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8
Baltagi, Badi H.
8
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6
Gao, Jiti
6
Yu, Jun
6
Lieberman, Offer
5
Moon, Hyungsik Roger
5
Ploberger, Werner
5
Sul, Donggyu
5
Xiao, Zhijie
5
Cho, Jin Seo
4
Chong, Terence Tai-Leung
4
Fair, Ray C.
4
Hajivassiliou, Vassilis Argyrou
4
Jin, Sainan
4
Li, Degui
4
Linton, Oliver
4
Perron, Pierre
4
Pouzo, Demian
4
Shimotsu, Katsumi
4
Shin, Youngki
4
Song, Seuck-heun
4
Srivastava, Virendra K.
4
Su, Liangjun
4
Wang, Qiying
4
Wang, Ying
4
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3
Bravo, Francesco
3
Camponovo, Lorenzo
3
Chen, Jia
3
Chernozhukov, Victor
3
Davidson, Russell
3
Fan, Yanqin
3
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3
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602
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324
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316
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304
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295
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236
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221
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219
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215
Applied economics letters
197
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195
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192
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187
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184
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181
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173
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168
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167
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163
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150
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150
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146
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141
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137
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136
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129
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127
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123
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121
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119
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ECONIS (ZBW)
584
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1
Choosing exogeneity assumptions in potential outcome models
Masten, Matthew A
;
Poirier, Alexandre
- In:
The econometrics journal
26
(
2023
)
3
,
pp. 327-349
Persistent link: https://www.econbiz.de/10014391678
Saved in:
2
New asymptotics applied to functional coefficient regression and climate sensitivity analysis
Wang, Qiying
;
Phillips, Peter C. B.
;
Wang, Ying
-
2023
Persistent link: https://www.econbiz.de/10014317586
Saved in:
3
Inference in regression discontinuity designs with high-dimensional covariates
Kreiss, Alexander
;
Rothe, Christoph
- In:
The econometrics journal
26
(
2023
)
2
,
pp. 105-123
Persistent link: https://www.econbiz.de/10014319272
Saved in:
4
Equilibrium multiplicity in dynamic games : testing and estimation
Otsu, Taisuke
;
Pesendorfer, Martin
- In:
The econometrics journal
26
(
2023
)
1
,
pp. C26-C42
Persistent link: https://www.econbiz.de/10013543266
Saved in:
5
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
6
R-estimators in GARCH models : asymptotics and applications
Liu, Hang
;
Mukherjee, Kanchan
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 98-113
Persistent link: https://www.econbiz.de/10012878893
Saved in:
7
Synthetic control method with convex hull restrictions : a Bayesian maximum a posteriori approach
Goh, Gyuhyeong
;
Yu, Jisang
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 215-232
Persistent link: https://www.econbiz.de/10012878909
Saved in:
8
Testing conditional moment restriction models using empirical likelihood
Berger, Yves G.
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 384-403
Persistent link: https://www.econbiz.de/10013253841
Saved in:
9
Distributional robustness of K-class estimators and the PULSE
Jakobsen, Martin Emil
;
Peters, Jonas
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 404-432
Persistent link: https://www.econbiz.de/10013253842
Saved in:
10
Misclassification-robust semiparametric estimation of single-index binary-choice models
Čížek, Pavel
;
Sadıkoğlu, S.
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 433-454
Persistent link: https://www.econbiz.de/10013253843
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