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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"Econometric theory"
~isPartOf:"The econometrics journal"
~subject:"Kointegration"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Panel study
Kointegration
Zeitreihenanalyse
Estimation theory
991
Schätztheorie
991
Theorie
315
Theory
315
Time series analysis
196
Nichtparametrisches Verfahren
162
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Phillips, Peter C. B.
14
Baltagi, Badi H.
5
Chambers, Marcus J.
5
Gao, Jiti
5
Johansen, Søren
5
Velasco, Carlos
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Leybourne, Stephen James
4
Lütkepohl, Helmut
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Moon, Hyungsik Roger
4
Nielsen, Morten Ørregaard
4
Perron, Pierre
4
Rahbek, Anders
4
Robinson, Peter M.
4
Saikkonen, Pentti
4
Sun, Yixiao
4
Cavaliere, Giuseppe
3
Chen, Jia
3
Chen, Songnian
3
Grégoir, Stéphane
3
Hidalgo, Javier
3
Kristensen, Dennis
3
Li, Degui
3
Lieberman, Offer
3
Linton, Oliver
3
Peng, Liang
3
Politis, Dimitris N.
3
Seo, Won-Ki
3
Taylor, Robert
3
Zhang, Rongmao
3
Bohn Nielsen, Heino
2
Breitung, Jörg
2
Bun, Maurice J. G.
2
Canay, Ivan A.
2
Chen, Liang
2
Chen, Xiaohong
2
Choi, In
2
Delgado, Miguel A.
2
Georgiev, Iliyan
2
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2
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251
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197
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37
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37
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33
Discussion paper
31
Cambridge working papers in economics
30
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
29
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ECONIS (ZBW)
288
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1
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
2
Adaptation for nonparametric estimators of locally stationary processes
Dahlhaus, Rainer
;
Richter, Stefan
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1123-1153
Persistent link: https://www.econbiz.de/10014465367
Saved in:
3
Second-order bias reduction for nonlinear panel data models with fixed effects based on expected quantities
Schumann, Martin
- In:
Econometric theory
39
(
2023
)
4
,
pp. 693-736
Persistent link: https://www.econbiz.de/10014342248
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4
Cointegration and representation of cointegrated autoregressive processes in Banach spaces
Seo, Won-Ki
- In:
Econometric theory
39
(
2023
)
4
,
pp. 737-788
Persistent link: https://www.econbiz.de/10014342259
Saved in:
5
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
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6
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:
7
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:
8
Identification robust inference for moments-based analysis of linear dynamic panel data models
Bun, Maurice J. G.
;
Kleibergen, Frank
- In:
Econometric theory
38
(
2022
)
4
,
pp. 689-751
Persistent link: https://www.econbiz.de/10013366924
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9
Two-step estimation of quantile panel data models with interactive fixed effects
Chen, Liang
- In:
Econometric theory
40
(
2024
)
2
,
pp. 419-446
Persistent link: https://www.econbiz.de/10014485255
Saved in:
10
The vector error correction index model : representation, estimation and identification
Cubadda, Gianluca
;
Mazzali, Marco
- In:
The econometrics journal
27
(
2024
)
1
,
pp. 126-150
Persistent link: https://www.econbiz.de/10014528100
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