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subject:"Schätztheorie"
~person:"Giles, David E. A."
~person:"Robinson, Peter M."
~subject:"Autocorrelation"
~type:"article"
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Schätztheorie
Autocorrelation
Theorie
75
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75
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37
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19
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19
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Giles, David E. A.
Robinson, Peter M.
Phillips, Peter C. B.
38
Andrews, Donald W. K.
31
Lee, Lung-fei
29
Gouriéroux, Christian
28
Newey, Whitney K.
28
Baltagi, Badi H.
26
Li, Qi
25
Pesaran, M. Hashem
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22
Ohtani, Kazuhiro
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21
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King, Maxwell L.
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Lesage, James P.
19
Ullah, Aman
19
Granger, C. W. J.
18
Wooldridge, Jeffrey M.
18
Kelejian, Harry H.
17
Lütkepohl, Helmut
16
Schmidt, Peter
16
Smith, Richard J.
16
Srivastava, Virendra K.
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Teräsvirta, Timo
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Dufour, Jean-Marie
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Hahn, Jinyong
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Maddala, Gangadharrao S.
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Saikkonen, Pentti
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Bai, Jushan
14
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14
Hendry, David F.
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Anselin, Luc
13
Arellano, Manuel
13
Bera, Anil K.
13
Ghysels, Eric
13
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13
Hill, Rufus Carter
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Economics letters
8
Journal of quantitative economics : official journal of the Indian Econometric Society
7
Oxford bulletin of economics and statistics
3
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2
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2
The review of economic studies
2
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1
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1
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1
Nonlinear statistical modeling : proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics ; essays in honor of Takeshi Amemiya
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The journal of international trade & economic development
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ECONIS (ZBW)
40
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1
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40
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1
Inference on higher-order spatial autoregressive models with increasingly many parameters
Gupta, Abhimanyu
;
Robinson, Peter M.
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 19-31
Persistent link: https://www.econbiz.de/10011348910
Saved in:
2
Calculating a standard error for the Gini coefficient : some further results
Giles, David E. A.
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
3
,
pp. 425-433
Persistent link: https://www.econbiz.de/10002139187
Saved in:
3
Adapting to unknown disturbance autocorrelation in regression with long memory
Hidalgo, Javier
;
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
4
,
pp. 1545-1581
Persistent link: https://www.econbiz.de/10001688094
Saved in:
4
Whittle estimation of ARCH models
Giraitis, Liudas
;
Robinson, Peter M.
- In:
Econometric theory
17
(
2001
)
3
,
pp. 608-631
Persistent link: https://www.econbiz.de/10001589340
Saved in:
5
Finite sample improvements in statistical inference with I(1) processes
Marinucci, Domenico
;
Robinson, Peter M.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 431-444
Persistent link: https://www.econbiz.de/10001592355
Saved in:
6
Studentization in edgeworth expansions for estimates of semiparametric index models
Nishiyama, Y.
;
Robinson, Peter M.
- In:
Nonlinear statistical modeling : proceedings of the …
,
(pp. 197-240)
.
2000
Persistent link: https://www.econbiz.de/10001586853
Saved in:
7
Edgeworth expansions for semiparametric averaged derivatives
Nishiyama, Y.
;
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
4
,
pp. 931-979
Persistent link: https://www.econbiz.de/10001499201
Saved in:
8
Robust specification testing in regression : the freset test and autocorrelated disturbances
DeBenedictis, Linda F.
;
Giles, David E. A.
- In:
Journal of quantitative economics : official journal of …
15
(
1999
)
1
,
pp. 67-75
Persistent link: https://www.econbiz.de/10001488723
Saved in:
9
Inference-without-smoothing in the presence of nonparametric autocorrelation
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
5
,
pp. 1163-1182
Persistent link: https://www.econbiz.de/10001249587
Saved in:
10
Autocorrelation-robust inference
Robinson, Peter M.
-
1997
Persistent link: https://www.econbiz.de/10001321898
Saved in:
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