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~person:"Andrews, Donald W. K."
~person:"Robert, Christian P."
~subject:"Kointegration"
~subject:"Theory"
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Search: subject:"Estimation theory"
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Kointegration
Theory
Estimation theory
170
Schätztheorie
170
Theorie
66
Induktive Statistik
41
Method of moments
41
Momentenmethode
41
Statistical inference
41
Statistical test
20
Statistischer Test
20
Bootstrap approach
18
Bootstrap-Verfahren
18
Statistical theory
17
Statistische Methodenlehre
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Modellierung
15
Scientific modelling
15
Bayes-Statistik
11
Bayesian inference
11
Nichtparametrisches Verfahren
10
Nonparametric statistics
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Time series analysis
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Autocorrelation
9
Autokorrelation
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IV-Schätzung
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Instrumental variables
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Sampling
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Stichprobenerhebung
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Regression analysis
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Regressionsanalyse
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Heteroscedasticity
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Heteroskedastizität
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Kleinste-Quadrate-Methode
6
Least squares method
6
Asymptotics
5
Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
5
Stochastic process
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Stochastischer Prozess
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English
63
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3
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Andrews, Donald W. K.
Robert, Christian P.
Phillips, Peter C. B.
94
Härdle, Wolfgang
68
Pesaran, M. Hashem
61
Gouriéroux, Christian
50
Franses, Philip Hans
45
Newey, Whitney K.
42
Swanson, Norman R.
37
Johansen, Søren
36
McAleer, Michael
36
Giles, David E. A.
35
Imbens, Guido
35
Robinson, Peter M.
34
Heckman, James J.
30
Horowitz, Joel
29
Baltagi, Badi H.
28
Granger, C. W. J.
28
Li, Qi
28
Diebold, Francis X.
27
Hsiao, Cheng
27
King, Maxwell L.
26
Ohtani, Kazuhiro
26
Brännäs, Kurt
25
Dufour, Jean-Marie
25
Kohn, Robert
25
Krämer, Walter
25
Lütkepohl, Helmut
25
Bera, Anil K.
24
Haldrup, Niels
24
Maravall Herrero, Agustín
24
Stahlecker, Peter
24
Gao, Jiti
23
Ullah, Aman
23
Winkelmann, Rainer
23
Zakoïan, Jean-Michel
23
Ghysels, Eric
22
Lee, Lung-fei
22
Srivastava, Virendra K.
22
Stock, James H.
22
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
Série des documents de travail / Centre de Recherche en Économie et Statistique
17
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
12
Cowles Foundation discussion paper
11
Annales d'économie et de statistique
4
Econometric theory
4
Journal of econometrics
3
The review of economic studies
3
Série des documents de travail du CREST (Centre de Recherche en Economie et Statistique) / Institut National de la Statistique et des Etudes Economiques / Institut National de la Statistique et des Etudes Economiques
2
Discussion paper / Department of Economics, University of California San Diego
1
Econometric reviews
1
Journal de la Société de Statistique de Paris
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The review of economics and statistics
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ECONIS (ZBW)
66
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1
Inference for parameters defined by moment inequalities : a recommended moment selection procedure
Andrews, Donald W. K.
(
contributor
);
Jia, Panle
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003773569
Saved in:
2
A conditional-heteroskedasticity-robust confidence interval for the autoregressive parameter
Andrews, Donald W. K.
;
Guggenberger, Patrik
- In:
The review of economics and statistics
96
(
2014
)
2
,
pp. 376-381
Persistent link: https://www.econbiz.de/10010392945
Saved in:
3
Inference for parameters defined by moment inequalities using generalized moment selection
Andrews, Donald W. K.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003723205
Saved in:
4
Estimation and inference with weak , semi-strong, and strong identification
Andrews, Donald W. K.
;
Cheng, Xu
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
5
,
pp. 2153-2211
Persistent link: https://www.econbiz.de/10009665466
Saved in:
5
Inference for parameters defined by moment inequalities : a recommended moment selection procedure
Andrews, Donald W. K.
;
Barwick, Panle Jia
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
6
,
pp. 2805-2826
Persistent link: https://www.econbiz.de/10009689444
Saved in:
6
Cross-section regression with common shocks
Andrews, Donald W. K.
-
2003
Persistent link: https://www.econbiz.de/10001774955
Saved in:
7
Adaptive local polynomial whittle estimation of long-range dependence
Andrews, Donald W. K.
;
Sun, Yixiao
-
2002
Persistent link: https://www.econbiz.de/10001711721
Saved in:
8
Adaptive local polynomial whittle estimation of long-range dependence
Andrews, Donald W. K.
;
Sun, Yixiao
-
2002
Persistent link: https://www.econbiz.de/10001719152
Saved in:
9
Inference for parameters defined by moment inequalities using generalized moment selection
Andrews, Donald W. K.
;
Soares, Gustavo
- In:
Econometrica : journal of the Econometric Society, an …
78
(
2010
)
1
,
pp. 119-157
Persistent link: https://www.econbiz.de/10003989158
Saved in:
10
Local polynomial whittle estimation of long-range dependence
Andrews, Donald W. K.
;
Sun, Yixiao
-
2001
Persistent link: https://www.econbiz.de/10001562618
Saved in:
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