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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"CESifo Working Paper Series"
~isPartOf:"Journal of econometrics"
~person:"Nielsen, Morten Ørregaard"
~subject:"Bootstrap approach"
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Monte-Carlo-Simulation
Panel study
Bootstrap approach
Estimation theory
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Bootstrap-Verfahren
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Cluster analysis
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Clusteranalyse
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Clustered data
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Wild cluster bootstrap
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Cluster-robust variance estimator
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Induktive Statistik
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CRVE
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Cointegration
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Edgeworth expansion
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Grouped data
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Maximum likelihood estimation
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Nonparametric statistics
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Nielsen, Morten Ørregaard
Pesaran, M. Hashem
10
Su, Liangjun
10
Baltagi, Badi H.
7
Bai, Jushan
6
Hsiao, Cheng
6
Lee, Lung-fei
6
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6
Chudik, Alexander
5
Gao, Jiti
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4
Kilian, Lutz
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Li, Qi
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Robinson, Peter M.
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Sarafidis, Vasilis
4
Wansbeek, Tom
4
Westerlund, Joakim
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Yang, Zhenlin
4
Yu, Jihai
4
Zhou, Qiankun
4
Andrews, Donald W. K.
3
Feng, Guohua
3
Fernández-Val, Iván
3
Hong, Han
3
Hounyo, Ulrich
3
Inoue, Atsushi
3
Kao, Chihwa
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Kato, Kengo
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Liang, Zhongwen
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MacKinnon, James G.
3
Moon, Hyungsik Roger
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Phillips, Peter C. B.
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Sasaki, Yuya
3
Sun, Yiguo
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Taylor, Robert
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Trapani, Lorenzo
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CESifo Working Paper Series
Journal of econometrics
Queen's Economics Department working paper
8
CREATES research paper
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of applied econometrics
1
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Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 272-299
Persistent link: https://www.econbiz.de/10014339912
Saved in:
2
Testing for the appropriate level of clustering in linear regression models
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2027-2056
Persistent link: https://www.econbiz.de/10014471443
Saved in:
3
Asymptotic theory and wild bootstrap inference with clustered errors
Djogbenou, Antoine A.
;
MacKinnon, James G.
;
Nielsen, …
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 393-412
Persistent link: https://www.econbiz.de/10012304028
Saved in:
4
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 165-188
Persistent link: https://www.econbiz.de/10011818374
Saved in:
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