//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics quarterly"
~subject:"Maximum-Likelihood-Schätzung"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Simultanes Gleichungssystem"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Maximum-Likelihood-Schätzung
Econometric model
1
IV-Schätzung
1
Instrumental variables
1
Maximum likelihood estimation
1
Mehrgleichungsmodell
1
Multiple equation model
1
Theorie
1
Theory
1
Ökonometrisches Modell
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Chen, Pu
1
Frohn, Joachim
1
Lemke, Wolfgang
1
Published in...
All
Applied economics quarterly
Journal of econometrics
3
Working papers / Università degli Studi di Milano, Dipartimento di Scienze Economiche, Aziendali e Statistiche
2
Applied economics
1
CESifo working papers
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
Theoretical economics letters
1
Working paper series / Federal Reserve Bank of Atlanta
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Estimation of structural econometric models with linear and nonlinear identities
Chen, Pu
;
Frohn, Joachim
;
Lemke, Wolfgang
- In:
Applied economics quarterly
51
(
2005
)
2
,
pp. 169-180
Persistent link: https://www.econbiz.de/10003232052
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->