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subject:"Schätztheorie"
~person:"Giles, David E. A."
~person:"Robinson, Peter M."
~subject:"Stochastischer Prozess"
~type:"article"
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Schätztheorie
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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.
50
Escudero, Laureano F.
35
McAleer, Michael
33
Andrews, Donald W. K.
32
Gouriéroux, Christian
30
Newey, Whitney K.
28
Li, Qi
25
Baltagi, Badi H.
24
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24
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22
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21
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21
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20
King, Maxwell L.
20
Granger, C. W. J.
18
Lee, Lung-fei
18
Schmidt, Peter
18
Ullah, Aman
18
Wooldridge, Jeffrey M.
18
Linton, Oliver
17
Lütkepohl, Helmut
16
Maggioni, Francesca
16
Srivastava, Virendra K.
16
Ghysels, Eric
15
Hahn, Jinyong
15
Hendry, David F.
15
Maddala, Gangadharrao S.
15
Shapiro, Alexander
15
Yu, Jun
15
Bera, Anil K.
14
Dufour, Jean-Marie
14
Heckman, James J.
14
Kelejian, Harry H.
14
Kumbhakar, Subal
14
Perron, Pierre
14
Renault, Eric
14
Smith, Richard J.
14
Steel, Mark F. J.
14
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Economics letters
8
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7
Journal of quantitative economics : official journal of the Indian Econometric Society
6
Econometric theory
4
Oxford bulletin of economics and statistics
3
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Nonlinear statistical modeling : proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics ; essays in honor of Takeshi Amemiya
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ECONIS (ZBW)
41
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1
Inference on nonstationary time series with moving mean
Gao, Jiti
;
Robinson, Peter M.
- In:
Econometric theory
32
(
2016
)
2
,
pp. 431-457
Persistent link: https://www.econbiz.de/10011578494
Saved in:
2
On discrete sampling of time-varying continuous-time systems
Robinson, Peter M.
- In:
Econometric theory
25
(
2009
)
4
,
pp. 985-994
Persistent link: https://www.econbiz.de/10003875911
Saved in:
3
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:
4
Edgeworth expansions for spectral density estimates and studentized sample mean
Velasco, Carlos
;
Robinson, Peter M.
- In:
Econometric theory
17
(
2001
)
3
,
pp. 497-539
Persistent link: https://www.econbiz.de/10001589011
Saved in:
5
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:
6
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:
7
The memory of stochastic volatility models
Robinson, Peter M.
- In:
Journal of econometrics
101
(
2001
)
2
,
pp. 195-218
Persistent link: https://www.econbiz.de/10001554894
Saved in:
8
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:
9
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:
10
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:
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