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subject:"Monte-Carlo-Simulation"
subject:"Statistischer Test"
~person:"Dufour, Jean-Marie"
~person:"Kleibergen, Frank"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Statistischer Test
Estimation theory
110
Schätztheorie
110
Theorie
43
Theory
43
Statistical test
39
Regression analysis
18
Regressionsanalyse
18
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13
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13
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11
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Dufour, Jean-Marie
Kleibergen, Frank
Phillips, Peter C. B.
40
Sentana, Enrique
23
Shi, Xiaoxia
22
Andrews, Donald W. K.
20
Baltagi, Badi H.
20
Sun, Yixiao
20
Bugni, Federico A.
19
Pesaran, M. Hashem
19
Canay, Ivan A.
17
Schorfheide, Frank
17
Cai, Zongwu
16
Hsu, Yu-Chin
16
Kitagawa, Toru
16
Amengual, Dante
15
Chernozhukov, Victor
15
Guggenberger, Patrik
15
Kao, Chihwa
15
Khalaf, Lynda
15
Kristensen, Dennis
15
Bera, Anil K.
14
Fiorentini, Gabriele
14
Horowitz, Joel
14
Huber, Martin
14
Kiviet, J. F.
14
Lechner, Michael
14
McAleer, Michael
13
Herbst, Edward P.
12
Inoue, Atsushi
12
Kapetanios, George
12
White, Halbert
12
Xu, Ke-Li
12
Breunig, Christoph
11
Gao, Jiti
11
Koopman, Siem Jan
11
Minford, Patrick
11
Rossi, Barbara
11
Su, Liangjun
11
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Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
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ECONIS (ZBW)
41
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1
Comment on: identification robust testing of risk premia in finite samples
Zaffaroni, Paolo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 303-305
Persistent link: https://www.econbiz.de/10014314744
Saved in:
2
Rejoinder on: identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 311-315
Persistent link: https://www.econbiz.de/10014314746
Saved in:
3
A test for kronecker product structure covariance matrix
Guggenberger, Patrik
;
Kleibergen, Frank
;
Mavroeidis, …
-
2022
Persistent link: https://www.econbiz.de/10012814351
Saved in:
4
Comment on: identification robust testing of risk premia in finite samples
Khalaf, Lynda
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 298-302
Persistent link: https://www.econbiz.de/10014314743
Saved in:
5
Discussion of identification robust testing of risk premia in finite samples
Peñaranda, Francisco
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 306-310
Persistent link: https://www.econbiz.de/10014314745
Saved in:
6
Arbitrage pricing, weak beta, strong beta : identification-robust and simultaneous inference
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
-
2020
Persistent link: https://www.econbiz.de/10012220505
Saved in:
7
Arbitrage pricing, weak beta, strong beta : identification-robust and simultaneous inference
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Linda
-
2020
Persistent link: https://www.econbiz.de/10012319222
Saved in:
8
Identification‐robust inference for endogeneity parameters in models with an incomplete reduced form
Dufour, Jean-Marie
;
Nguyen, Vinh
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 337-)
.
2022
Persistent link: https://www.econbiz.de/10013194682
Saved in:
9
Efficient size correct subset inference in homoskedastic linear instrumental variables regression
Kleibergen, Frank
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 78-96
Persistent link: https://www.econbiz.de/10012618800
Saved in:
10
Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves
Kang, Byunguk
;
Dufour, Jean-Marie
- In:
Econometric reviews
40
(
2021
)
7
,
pp. 657-687
Persistent link: https://www.econbiz.de/10012624528
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