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~person:"Baltagi, Badi H."
~person:"Dufour, Jean-Marie"
~subject:"Nichtparametrisches Verfahren"
~subject:"Schätztheorie"
~subject:"Statistical test"
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Search: subject_exact:"Monte-Carlo-Methode"
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Nichtparametrisches Verfahren
Schätztheorie
Statistical test
Monte Carlo simulation
31
Monte-Carlo-Simulation
31
Estimation theory
17
Statistischer Test
15
Theorie
11
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10
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10
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24
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Baltagi, Badi H.
Dufour, Jean-Marie
Schorfheide, Frank
18
Zhang, Xibin
13
Herbst, Edward P.
12
Kapetanios, George
12
Lechner, Michael
12
Huber, Martin
11
Hortaçsu, Ali
10
Pesaran, M. Hashem
10
Reed, W. Robert
10
Scaillet, Olivier
10
King, Maxwell L.
9
Koopman, Siem Jan
9
Arcidiacono, Peter
8
Camponovo, Lorenzo
8
Caporale, Guglielmo Maria
8
Li, Yong
8
Pittis, Nikitas
8
Bayer, Patrick J.
7
Del Negro, Marco
7
Doko Tchatoka, Firmin
7
James, Jonathan
7
Kitagawa, Toru
7
Kurozumi, Eiji
7
Martin, Gael M.
7
Matlin, Ethan
7
Nielsen, Morten Ørregaard
7
Parmeter, Christopher F.
7
Sarfati, Reca
7
Sun, Yiguo
7
Urga, Giovanni
7
Advani, Arun
6
Bugni, Federico A.
6
Florax, Raymond J. G. M.
6
Hammond, Peter J.
6
Hecq, Alain W. J.
6
Hong, Han
6
Inoue, Atsushi
6
Joo, Joonhwi
6
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Center for Policy Research Working Paper
3
Journal of econometrics
3
Econometric reviews
2
School of Economics working papers / The University of Adelaide, School of Economics
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
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2
The econometrics journal
2
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1
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1
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1
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ECONIS (ZBW)
23
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1
Simple estimators and inference for higher-order stochastic volatility models
Ahsan, Nazmul
;
Dufour, Jean-Marie
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
Saved in:
2
Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with hetereogenous dependent errors
Coudin, Elise
;
Dufour, Jean-Marie
-
2017
Persistent link: https://www.econbiz.de/10011610097
Saved in:
3
Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions : invariance and finite-sample distributional theory
Doko Tchatoka, Firmin
;
Dufour, Jean-Marie
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 390-418
Persistent link: https://www.econbiz.de/10012483007
Saved in:
4
Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors
Coudin, Elise
;
Dufour, Jean-Marie
- In:
Econometric reviews
39
(
2020
)
8
,
pp. 763-791
Persistent link: https://www.econbiz.de/10012295580
Saved in:
5
Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions : invariance and finite-sample distributional theory
Tchakota, Firmin Doko
;
Dufour, Jean-Marie
-
2016
Persistent link: https://www.econbiz.de/10011502519
Saved in:
6
Exact Tests and Confidence Sets for the Tail Coefficient of A-Stable Distributions
Dufour, Jean-Marie
-
2016
Persistent link: https://www.econbiz.de/10012991228
Saved in:
7
Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions : invariance and finite-sample distributional theory
Doko Tchatoka, Firmin
;
Dufour, Jean-Marie
-
2016
Persistent link: https://www.econbiz.de/10011592683
Saved in:
8
Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions : invariance and finite-sample distributional theory
Doko Tchatoka, Firmin
;
Dufour, Jean-Marie
-
2016
Persistent link: https://www.econbiz.de/10011578259
Saved in:
9
A simple efficient moment-based estimator for the stochastic volatility model
Ahsan, Nazmul
;
Dufour, Jean-Marie
-
2019
Persistent link: https://www.econbiz.de/10012244154
Saved in:
10
Identification-robust moment-based tests for Markov switching in autoregressive models
Dufour, Jean-Marie
;
Luger, Richard
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 713-727
Persistent link: https://www.econbiz.de/10011795382
Saved in:
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