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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of public economics"
~language:"eng"
~subject:"Estimation theory"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
~type_genre:"Bibliography included"
~type_genre:"Übersichtsarbeit"
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Estimation theory
Theorie
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3,305
Schätztheorie
1,610
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692
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692
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666
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666
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649
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644
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Phillips, Peter C. B.
32
Lee, Lung-fei
21
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21
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19
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18
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17
Robinson, Peter M.
17
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13
Chen, Xiaohong
13
Gao, Jiti
13
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12
Taylor, Robert
12
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11
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11
Hsiao, Cheng
11
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11
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11
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10
Chib, Siddhartha
10
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10
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10
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10
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10
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10
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9
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9
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9
Li, Degui
9
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9
Schmidt, Peter
9
Bai, Jushan
8
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8
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8
Li, Dong
8
Ng, Serena
8
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8
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8
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8
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8
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International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
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Journal of public economics
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722
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
590
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436
Journal of the American Statistical Association : JASA
324
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
312
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197
Oxford bulletin of economics and statistics
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186
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177
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American journal of agricultural economics
77
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74
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
73
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70
Metrika : international journal for theoretical and applied statistics
64
Finance research letters
62
Operations research
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
61
Journal of productivity analysis
61
Journal of risk and financial management : JRFM
60
Journal of time series econometrics
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ECONIS (ZBW)
1,610
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1
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1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
2
Asymptotic properties of Bayesian inference in linear regression with a structural break
Shimizu, Kenichi
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 202-219
Persistent link: https://www.econbiz.de/10014434390
Saved in:
3
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
4
Better bunching, nicer notching
Bertanha, Marinho
;
McCallum, Andrew H.
;
Seegert, Nathan
- In:
Journal of econometrics
237
(
2023
)
2,1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471509
Saved in:
5
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
6
Binary response models for heterogeneous panel data with interactive fixed effects
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1654-1679
Persistent link: https://www.econbiz.de/10014471421
Saved in:
7
Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 272-299
Persistent link: https://www.econbiz.de/10014339912
Saved in:
8
Conditional asymmetry in Power ARCH(∞) models
Royer, Julien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 178-204
Persistent link: https://www.econbiz.de/10014364731
Saved in:
9
Debiased machine learning of set-identified linear models
Semenova, Vira
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1725-1746
Persistent link: https://www.econbiz.de/10014471425
Saved in:
10
The distribution of rolling regression estimators
Cai, Zongwu
;
Juhl, Ted
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1447-1463
Persistent link: https://www.econbiz.de/10014471400
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