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person:"Hall, Alastair R."
subject:"Statistische Methodenlehre"
~person:"Godfrey, L. G."
~person:"Pesaran, M. Hashem"
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Search: subject_exact:"Estimation theory"
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Statistische Methodenlehre
Schätztheorie
260
Estimation theory
259
Theorie
86
Theory
86
Panel
70
Panel study
70
Estimation
44
Schätzung
44
Zeitreihenanalyse
43
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42
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34
Momentenmethode
34
Regression analysis
25
Regressionsanalyse
25
Correlation
23
Korrelation
23
Induktive Statistik
20
Statistical inference
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Statistical theory
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Statistischer Test
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15
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English
18
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Hall, Alastair R.
Godfrey, L. G.
Pesaran, M. Hashem
Angrist, Joshua D.
13
Bera, Anil K.
12
McAleer, Michael
9
Robert, Christian P.
9
White, Halbert
9
Andrews, Donald W. K.
8
Imbens, Guido
8
Ploberger, Werner
8
Dufour, Jean-Marie
7
Phillips, Peter C. B.
7
Bauwens, Luc
6
Bekaert, Geert
6
Diebold, Francis X.
6
Ericsson, Neil R.
6
Ghysels, Eric
6
Hahn, Jinyong
6
Hodrick, Robert J.
6
Hong, Yongmiao
6
Imbens, Guido W.
6
King, Maxwell L.
6
Krueger, Alan B.
6
MacKinnon, James G.
6
Silvapulle, Paramsothy
6
Startz, Richard
6
Urbain, Jean-Pierre
6
Zellner, Arnold
6
Davidson, Russell
5
Foster, Dean P.
5
Gouriéroux, Christian
5
Hansen, Bruce E.
5
Horowitz, Joel
5
Johnson, Phillip
5
Kuan, Chung-ming
5
Manski, Charles F.
5
Metcalf, Gilbert E.
5
Nelson, Charles R.
5
Nelson, Daniel B.
5
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Economics letters
3
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2
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Cahier / Département de Sciences Économiques, Université de Montréal
1
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1
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1
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ECONIS (ZBW)
18
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1
Predictive tests for structural change with unknown breakpoint
Ghysels, Eric
- In:
Journal of econometrics
82
(
1998
)
2
,
pp. 209-233
Persistent link: https://www.econbiz.de/10001234579
Saved in:
2
Diagnostic checks for single-equation error-correction and autoregressive distributed lag models
Gerrard, W. J.
- In:
The Manchester School
66
(
1998
)
2
,
pp. 222-237
Persistent link: https://www.econbiz.de/10001238923
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3
On the behavior of conditional moment tests in the presence of unconsidered local alternatives
Godfrey, L. G.
- In:
International economic review
37
(
1996
)
2
,
pp. 263-281
Persistent link: https://www.econbiz.de/10001202125
Saved in:
4
Some results on the Glejser and Koenker tests for heteroskedasticity
Godfrey, L. G.
- In:
Journal of econometrics
72
(
1996
)
1
,
pp. 275-299
Persistent link: https://www.econbiz.de/10001198015
Saved in:
5
Predictive tests for structural change with unknown breakpoint
Ghysels, Eric
;
Guay, Alain
;
Hall, Alastair R.
-
1995
Persistent link: https://www.econbiz.de/10001512516
Saved in:
6
Generalized predictive tests and structural change analysis in econometrics
Dufour, Jean-Marie
- In:
International economic review
35
(
1994
)
1
,
pp. 199-229
Persistent link: https://www.econbiz.de/10001160467
Saved in:
7
A generalized R2 and non-nested tests for regression models estimated by the instrumental variables method
Pesaran, M. Hashem
;
Smith, Richard J.
-
1993
Persistent link: https://www.econbiz.de/10000142714
Saved in:
8
A note on F statistics for instrumental variable regressions
Godfrey, L. G.
- In:
Econometric reviews
11
(
1992
)
3
,
pp. 329-336
Persistent link: https://www.econbiz.de/10001133931
Saved in:
9
Classical and Bayesian methods of testing for unit roots
Pesaran, M. Hashem
(
contributor
)
- In:
Journal of applied econometrics
6
(
1991
)
4
,
pp. 333-473
Persistent link: https://www.econbiz.de/10001114637
Saved in:
10
A test for structural stability of Euler conditions parameters estimated via the generalized method of moments estimator
Ghysels, Eric
- In:
International economic review
31
(
1990
)
2
,
pp. 355-364
Persistent link: https://www.econbiz.de/10001087269
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