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subject:"Monte-Carlo-Simulation"
~person:"Dufour, Jean-Marie"
~person:"Fingleton, Bernard"
~person:"James, Jonathan"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Estimation theory
32
Schätztheorie
32
Theorie
12
Theory
12
Monte Carlo simulation
9
Method of moments
8
Momentenmethode
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Statistical test
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Dufour, Jean-Marie
Fingleton, Bernard
James, Jonathan
Tsionas, Efthymios G.
6
Li, Yong
5
Zhang, Xibin
5
Kilian, Lutz
4
Koopman, Siem Jan
4
Korn, Ralf
4
Lechner, Michael
4
Agiakloglou, Christos N.
3
Baltagi, Badi H.
3
Boubaker, Heni
3
Fu, Michael
3
Huber, Martin
3
Juodis, Artūras
3
Krah, Anne-Sophie
3
Li, Qi
3
Lux, Thomas
3
Månsson, Kristofer
3
Nikolić, Zoran
3
Schorfheide, Frank
3
Sun, Yiguo
3
Yang, Zhenlin
3
Agiropoulos, Charalampos
2
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2
Breslaw, Jon A.
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2
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2
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2
Chen, Wilson Ye
2
Chowdhury, Rosen Azad
2
Corsi, Fulvio
2
Coudin, Elise
2
Delgado, Michael S.
2
Dimitrakopoulos, Stefanos
2
Dubé, Jean-Pierre
2
Dēmos, Antōnēs A.
2
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Econometric reviews
2
Journal of econometrics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of geographical systems : geographical information, analysis, theory, and decision
1
Revue d'économie régionale & urbaine : RERU
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ECONIS (ZBW)
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1
Estimating dynamic spatial panel data models with endogenous regressors using synthetic instruments
Fingleton, Bernard
- In:
Journal of geographical systems : geographical …
25
(
2023
)
1
,
pp. 121-152
Persistent link: https://www.econbiz.de/10014226981
Saved in:
2
Simple estimators and inference for higher-order stochastic volatility models
Ahsan, Nazmul
;
Dufour, Jean-Marie
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
Saved in:
3
Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions : invariance and finite-sample distributional theory
Doko Tchatoka, Firmin
;
Dufour, Jean-Marie
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 390-418
Persistent link: https://www.econbiz.de/10012483007
Saved in:
4
Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors
Coudin, Elise
;
Dufour, Jean-Marie
- In:
Econometric reviews
39
(
2020
)
8
,
pp. 763-791
Persistent link: https://www.econbiz.de/10012295580
Saved in:
5
Identification-robust moment-based tests for Markov switching in autoregressive models
Dufour, Jean-Marie
;
Luger, Richard
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 713-727
Persistent link: https://www.econbiz.de/10011795382
Saved in:
6
Endogeneité et autocorrélation spatiale : quelle utilité pour le modèle de Durbin?
Fingleton, Bernard
;
Le Gallo, Julie
- In:
Revue d'économie régionale & urbaine : RERU
(
2012
)
1
,
pp. 3-17
Persistent link: https://www.econbiz.de/10009544184
Saved in:
7
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
- In:
The econometrics journal
12
(
2009
),
pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
Saved in:
8
A generalized method of moments estimator for a spatial model with moving average errors, with application to real estate prices
Fingleton, Bernard
- In:
Empirical economics : a journal of the Institute for …
34
(
2008
)
1
,
pp. 35-57
Persistent link: https://www.econbiz.de/10003636723
Saved in:
9
A generalized method of moments estimator for a spatial panel model with an endogenous spatial lag and spatial moving average errors
Fingleton, Bernard
- In:
Spatial economic analysis : the journal of the Regional …
3
(
2008
)
1
,
pp. 27-44
Persistent link: https://www.econbiz.de/10003743881
Saved in:
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