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subject:"Schätztheorie"
~person:"Franses, Philip Hans"
~person:"Kleibergen, Frank"
~type_genre:"Non-commercial literature"
~type_genre:"Sammelwerk"
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Schätztheorie
Theorie
155
Theory
155
Time series analysis
56
Zeitreihenanalyse
56
Estimation theory
43
Forecasting model
36
Prognoseverfahren
36
Saisonale Schwankungen
24
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24
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12
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12
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43
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43
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English
43
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Franses, Philip Hans
Kleibergen, Frank
Härdle, Wolfgang
55
Pesaran, M. Hashem
34
Gouriéroux, Christian
24
Swanson, Norman R.
24
Imbens, Guido
23
Maravall Herrero, Agustín
23
Phillips, Peter C. B.
23
Kohn, Robert
19
Brännäs, Kurt
18
Heckman, James J.
18
Stahlecker, Peter
18
McAleer, Michael
17
Robert, Christian P.
17
Spokojnyj, Vladimir G.
17
Giles, David E. A.
15
Sheather, Simon J.
15
Angrist, Joshua D.
14
Diebold, Francis X.
14
Newey, Whitney K.
14
Zakoïan, Jean-Michel
14
Giles, Judith A.
13
Abberger, Klaus
12
Andrews, Donald W. K.
12
Arnold, Bernhard
12
Francq, Christian
12
Guégan, Dominique
12
Huschens, Stefan
12
Scaillet, Olivier
12
Bera, Anil K.
11
Breitung, Jörg
11
Dufour, Jean-Marie
11
Feng, Yuanhua
11
Mammen, Enno
11
Robinson, Peter M.
11
Teräsvirta, Timo
11
Vella, Francis
11
Winkelmann, Rainer
11
Engle, Robert F.
10
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1
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Report / Econometric Institute, Erasmus University Rotterdam
18
Discussion paper / Tinbergen Institute
13
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
10
Discussion paper / Tinbergen Institute / Tinbergen Institute
8
Discussion paper / Center for Economic Research, Tilburg University
3
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
3
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2
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
2
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2
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1
Report / Econometric Institute, Erasmus University Rotterdam, 9722 : A / Econometric Institute, Erasmus University Rotterdam
1
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ECONIS (ZBW)
43
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1
Confidence intervals for maximal reliability of probability judgments
Lam, Kar Yin
(
contributor
);
Koning, Alex J.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003484019
Saved in:
2
Semi-parametric modelling of correlation dynamics
Hafner, Christian M.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003010850
Saved in:
3
Two independent pivotal statistics that test location and misspecification and add-up to the Anderson-Rubin statistic
Kleibergen, Frank
-
2002
Persistent link: https://www.econbiz.de/10001689284
Saved in:
4
Finite-sample instrumental variables inference using an asymptotically pivotal statistic
Bekker, Paul A.
;
Kleibergen, Frank
-
2001
Persistent link: https://www.econbiz.de/10001585046
Saved in:
5
Testing parameters in GMM without assuming that they are identified
Kleibergen, Frank
-
2001
Persistent link: https://www.econbiz.de/10001594646
Saved in:
6
Finite-sample instrumental variables inference using an asymptotically pivotal statistic
Bekker, Paul A.
;
Kleibergen, Frank
-
2001
Persistent link: https://www.econbiz.de/10001619184
Saved in:
7
Unbiased variance estimators for overlapping returns when the returns have first-order dynamics
Franses, Philip Hans
;
Kluitman, Roy
-
2000
Persistent link: https://www.econbiz.de/10001504921
Saved in:
8
Exact test statistics and distributions of maximum likelihood estimators that result from orthogonal parameters
Kleibergen, Frank
-
2000
Persistent link: https://www.econbiz.de/10001477405
Saved in:
9
Monitoring time-varying parameters in an autoregression
Carsoule, Frédéric
;
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001525994
Saved in:
10
Testing for residual autocorrelation in trend curve models
Franses, Philip Hans
-
1999
Persistent link: https://www.econbiz.de/10001433062
Saved in:
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