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person:"Hall, Alastair R."
subject:"Statistische Methodenlehre"
~person:"Hodrick, Robert J."
~type:"article"
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Statistische Methodenlehre
Estimation theory
28
Schätztheorie
28
Theorie
13
Theory
13
Method of moments
8
Momentenmethode
8
Statistical theory
6
Time series analysis
5
Zeitreihenanalyse
5
Deutschland
2
Erwartungsbildung
2
Estimation
2
Expectation formation
2
First-order identification failure
2
Germany
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Heteroscedasticity
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Heteroskedastizität
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IV-Schätzung
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Instrumental variables
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Schätzung
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Simulation
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Statistical test
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Statistischer Test
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Structural break
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1975-1989
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1987-1993
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Autocorrelation
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Bootstrap approach
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Bootstrap-Verfahren
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Business cycle theory
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Hall, Alastair R.
Hodrick, Robert J.
Andrews, Donald W. K.
6
King, Maxwell L.
6
White, Halbert
6
Dufour, Jean-Marie
5
Godfrey, L. G.
5
Hansen, Bruce E.
5
Florens, Jean-Pierre
4
Ghysels, Eric
4
Hong, Yongmiao
4
Johansen, Søren
4
Kuan, Chung-ming
4
Ploberger, Werner
4
Robinson, Peter M.
4
Stock, James H.
4
Bera, Anil K.
3
Fan, Yanqin
3
Gouriéroux, Christian
3
Horowitz, Joel
3
Mizon, Grayham E.
3
Savin, N. Eugene
3
Startz, Richard
3
Strecker, Heinrich
3
Whang, Yoon-jae
3
Zheng, John Xu
3
Bauwens, Luc
2
Bekaert, Geert
2
Bierens, Herman J.
2
Bontemps, Christophe
2
Braunstein, Andrew W.
2
Brooks, Robert
2
Burke, Simon P.
2
Chalfant, James Allen
2
Cowell, Frank A.
2
Cragg, John G.
2
Dastoor, Naorayex K.
2
Donald, Stephen G.
2
Dorfman, Jeffrey H.
2
Driscoll, Paul J.
2
Erickson, Timothy
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International economic review
2
Economics letters
1
Journal of econometrics
1
Journal of financial economics
1
Journal of monetary economics
1
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1
Peso problem explanations for term structure anomalies
Bekaert, Geert
;
Hodrick, Robert J.
;
Marshall, David Aaron
- In:
Journal of monetary economics
48
(
2001
)
2
,
pp. 241-270
Persistent link: https://www.econbiz.de/10001610860
Saved in:
2
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
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3
On biases in tests of the expectations hypothesis of the term structure of interest rates
Bekaert, Geert
- In:
Journal of financial economics
44
(
1997
)
3
,
pp. 309-348
Persistent link: https://www.econbiz.de/10001224560
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4
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:
5
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
Saved in:
6
A simplified method of calculating the score test for serial correlation in multivariate models
Hall, Alastair R.
- In:
Economics letters
21
(
1986
)
2
,
pp. 159-161
Persistent link: https://www.econbiz.de/10001016549
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