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~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Kim, Min Seong"
~subject:"Statistischer Test"
~type_genre:"Article in journal"
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Statistischer Test
Estimation theory
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Statistical test
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Heteroscedasticity
2
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Heteroskedasticity and autocorrelation robust variance
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Kernel density estimator
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Kim, Min Seong
Andrews, Donald W. K.
8
Sun, Yixiao
8
Delgado, Miguel A.
7
Dufour, Jean-Marie
6
Hsiao, Cheng
6
Khalaf, Lynda
6
Moreira, Marcelo J.
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Phillips, Peter C. B.
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Taylor, Robert
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Cai, Zongwu
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White, Halbert
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Baltagi, Badi H.
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Escanciano, Juan Carlos
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Ghysels, Eric
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Hausman, Jerry A.
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Horowitz, Joel
4
Li, Qi
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McCracken, Michael W.
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Perron, Pierre
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Shi, Xiaoxia
4
Su, Liangjun
4
Varneskov, Rasmus Tangsgaard
4
Yu, Jun
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Andreou, Elena
3
Armstrong, Timothy B.
3
Canay, Ivan A.
3
Caner, Mehmet
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Chen, Xiaohong
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Clark, Todd E.
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Escanciano, J. Carlos
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Harvey, David I.
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Hsu, Yu-Chin
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Lavergne, Pascal
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Leybourne, Stephen James
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Li, Yong
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Linton, Oliver
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Journal of econometrics
The review of economics and statistics
1
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ECONIS (ZBW)
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A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data
Kim, Min Seong
;
Sun, Yixiao
;
Yang, Jingjing
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 298-322
Persistent link: https://www.econbiz.de/10011818361
Saved in:
2
Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects
Kim, Min Seong
;
Sun, Yixiao
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 85-108
Persistent link: https://www.econbiz.de/10010189873
Saved in:
3
Simple and powerful GMM over-identification tests with accurate size
Sun, Yixiao
;
Kim, Min Seong
- In:
Journal of econometrics
166
(
2012
)
2
,
pp. 267-281
Persistent link: https://www.econbiz.de/10009511328
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