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~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"International review of financial analysis"
~isPartOf:"Oxford bulletin of economics and statistics"
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Estimation
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Einmahl, John H. J.
30
Čížek, Pavel
25
Hertog, Dirk den
23
Steel, Mark F. J.
21
Kleijnen, Jack P. C.
20
Soest, Arthur van
20
Werker, Bas J. M.
19
Ours, Jan C. van
17
Melenberg, Bertrand
15
Drost, Feike C.
14
Magnus, Jan R.
13
Nijman, Theodore E.
13
Osiewalski, Jacek
12
Akker, Ramon van den
10
Segers, Johan
10
Hendry, David F.
9
Croux, Christophe
8
Franses, Philip Hans
8
Koopman, Siem Jan
8
Ben-Tal, Aharon
7
Gil-Alaña, Luis A.
7
Harvey, David I.
7
Leybourne, Stephen James
7
Moors, Johannes J. A.
7
Taylor, Robert
7
Westerlund, Joakim
7
Fernández, Carmen
6
Härdle, Wolfgang
6
Ma, Feng
6
Verbeek, Marno
6
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5
Caporale, Guglielmo Maria
5
Chen Zhou
5
Cherchye, Laurens
5
Eijffinger, Sylvester C. W.
5
Groenendaal, Willem J. van
5
Hammoudeh, Shawkat
5
Kapteyn, Arie
5
Marcellino, Massimiliano
5
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5
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Center for Economic Research <Tilburg>
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Frontiers in Time Series Analysis Conference <2005, Olbia>
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2,962
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ECONIS (ZBW)
1,233
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1
Bias-corrected instrumental variable
estimation
in linear dynamic panel data models
Chen, Weihao
;
Čížek, Pavel
-
2023
Persistent link: https://www.econbiz.de/10014427624
Saved in:
2
Estimation
of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos
;
Posch, Olaf
;
Wang, Mu-Chun
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
2
,
pp. 304-330
Persistent link: https://www.econbiz.de/10014304383
Saved in:
3
Tail copula
estimation
for heteroscedastic extremes
Einmahl, John H. J.
;
Chen Zhou
-
2024
Persistent link: https://www.econbiz.de/10014467520
Saved in:
4
Identifying the determinants of European carbon allowances prices : a novel robust partial least squares method for open-high-low-close data
Huang, Wenyang
;
Wang, Huiwen
;
Wei, Yigang
- In:
International review of financial analysis
90
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014470516
Saved in:
5
Projection estimators for structural impulse responses
Breitung, Jörg
;
Brüggemann, Ralf
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
6
,
pp. 1320-1340
Persistent link: https://www.econbiz.de/10014443340
Saved in:
6
Information equivalence among transformations of semi-parametric nonlinear panel data models
Brown, Nicholas
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
6
,
pp. 1341-1361
Persistent link: https://www.econbiz.de/10014443341
Saved in:
7
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
5
,
pp. 1023-1047
Persistent link: https://www.econbiz.de/10014362883
Saved in:
8
Cross-sectional gravity models, PPML
estimation
, and the bias correction of the two-way cluster-robust standard errors
Pfaffermayr, Michael
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
5
,
pp. 1111-1134
Persistent link: https://www.econbiz.de/10014362890
Saved in:
9
Real-time monitoring of bubbles and crashes
Whitehouse, Emily J.
;
Harvey, David I.
;
Leybourne, …
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
3
,
pp. 482-513
Persistent link: https://www.econbiz.de/10014304411
Saved in:
10
Empirical likelihood based testing for multivariate regular variation
Einmahl, John H. J.
;
Krajina, Andrea
-
2023
Persistent link: https://www.econbiz.de/10013475286
Saved in:
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