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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~person:"Gallant, A. Ronald"
~person:"Powell, James"
~subject:"Nonparametric statistics"
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Schätztheorie
Nonparametric statistics
Theorie
12
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12
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4
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4
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4
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3
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Gallant, A. Ronald
Powell, James
Phillips, Peter C. B.
12
Linton, Oliver
9
Gouriéroux, Christian
8
Li, Qi
7
Chib, Siddhartha
6
Kohn, Robert
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Lee, Lung-fei
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Chen, Xiaohong
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Robinson, Peter M.
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Granger, C. W. J.
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Simar, Léopold
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4
Abrevaya, Jason
3
Ai, Chunrong
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Ali, Mukhtar M.
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Boswijk, Herman Peter
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Journal of econometrics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Econometric theory
3
Working paper / Massachusetts Institute of Technology, Department of Economics
3
Macroeconomic dynamics
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Advances in economics and econometrics ; Vol. 2
1
Computation and estimation in finance and economics
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Economics letters
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Economics to econometrics : contributions in honor of Daniel L. McFadden
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Functional structure and approximation in econometrics
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Handbook of econometrics ; Vol. 4
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International economic review
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New approaches to modelling, specification selection and econometric inference
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Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
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Nonlinear statistical modeling : proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics ; essays in honor of Takeshi Amemiya
1
Nonparametric dynamic modelling
1
The review of economic studies
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ECONIS (ZBW)
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1
Nonparametric Bayes subject to overidentified moment conditions
Gallant, A. Ronald
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 27-38
Persistent link: https://www.econbiz.de/10013441713
Saved in:
2
Cross-validated SNP density estimates
Coppejans, Mark
;
Gallant, A. Ronald
- In:
Journal of econometrics
110
(
2002
)
1
,
pp. 27-65
Persistent link: https://www.econbiz.de/10001689441
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3
Two-step estimation of semiparametric censored regression models
Khan, Shakeeb
;
Powell, James
- In:
Journal of econometrics
103
(
2001
)
1/2
,
pp. 73-110
Persistent link: https://www.econbiz.de/10001585161
Saved in:
4
Estimation of stochastic volatility models with diagnostics
Gallant, A. Ronald
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 159-192
Persistent link: https://www.econbiz.de/10001336798
Saved in:
5
Optimal bandwidth choice for density-weighted averages
Powell, James
- In:
Journal of econometrics
75
(
1996
)
2
,
pp. 291-316
Persistent link: https://www.econbiz.de/10001204707
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6
Nonlinear errors in variables : estimation of some Engel curves
Hausman, Jerry A.
- In:
Journal of econometrics
65
(
1995
)
1
,
pp. 205-233
Persistent link: https://www.econbiz.de/10001173089
Saved in:
7
Pairwise difference estimators of censored and truncated regression models
Honoré, Bo E.
- In:
Journal of econometrics
64
(
1994
)
1
,
pp. 241-278
Persistent link: https://www.econbiz.de/10001166425
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