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~person:"Bleymüller, Josef"
~person:"Hansen, Lars Peter"
~person:"King, Maxwell L."
~person:"Phillips, Peter C. B."
~subject:"Statistische Methodenlehre"
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Statistische Methodenlehre
Theorie
188
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188
Estimation theory
169
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169
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150
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149
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Bleymüller, Josef
Hansen, Lars Peter
King, Maxwell L.
Phillips, Peter C. B.
Härdle, Wolfgang
29
Robert, Christian P.
26
Eckstein, Peter P.
22
Pesaran, M. Hashem
22
McAleer, Michael
20
Diebold, Francis X.
17
Domański, Czesław
17
Magnus, Jan R.
17
Manski, Charles F.
17
Zellner, Arnold
17
Gouriéroux, Christian
16
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15
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14
Bera, Anil K.
14
Dijk, Herman K. van
14
Heckman, James J.
14
Koop, Gary
14
Krämer, Walter
13
Rao, Calyampudi Radhakrishna
13
Weiber, Rolf
13
White, Halbert
13
Andrews, Donald W. K.
12
Büning, Herbert
12
Bamberg, Günter
11
Brock, William A.
11
Erichson, Bernd
11
Geweke, John
11
MacKinnon, James G.
11
Monfort, Alain
11
Mouchart, Michel
11
Perron, Pierre
11
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11
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10
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10
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10
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3
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3
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2
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2
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2
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1
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1
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1
The review of financial studies
1
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1
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1
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ECONIS (ZBW)
51
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1
Hypothesis testing based on a vector of statistics
King, Maxwell L.
;
Zhang, Xibin
;
Akram, Muhammad
-
2019
Persistent link: https://www.econbiz.de/10012606733
Saved in:
2
Assessing Specification Errors in Stochastic Discount Factor Models
Hansen, Lars Peter
;
Jagannathan, Ravi
-
2021
In this paper we develop alternative ways to compare asset pricing models when it is understood that their implied stochastic discount factors do not price all portfolios correctly. Unlike comparisons based on x2 statistics associated with null hypothesis that models are correct, our measures of...
Persistent link: https://www.econbiz.de/10013225177
Saved in:
3
Back to the Future : Generating Moment Implications for Continuous-Time Markov Processes
Hansen, Lars Peter
;
Scheinkman, José
-
2021
Continuous-time Markov processes can be characterized conveniently by their infinitesimal generators. For such processes there exist forward and reverse-time generators. We show how to use these generators to construct moment conditions implied by stationary Markov processes. Generalized method...
Persistent link: https://www.econbiz.de/10013227018
Saved in:
4
Bayesian estimation based on summary statistics : double asymptotics and practice
Cheng, Tingting
;
Gao, Jiti
;
Phillips, Peter C. B.
-
2017
Persistent link: https://www.econbiz.de/10011781976
Saved in:
5
Hypothesis testing based on a vector of statistics
King, Maxwell L.
;
Zhang, Xibin
;
Akram, Muhammad
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 425-455
Persistent link: https://www.econbiz.de/10012483400
Saved in:
6
A frequency approach to Bayesian asymptotics
Cheng, Tingting
;
Gao, Jiti
;
Phillips, Peter C. B.
-
2016
Persistent link: https://www.econbiz.de/10011781652
Saved in:
7
Statistische Formeln und Tabellen : kompakt und prüfungsrelevant für Wirtschaftswissenschaftler
Bleymüller, Josef
;
Weißbach, Rafael
;
Dörre, Achim
-
2021
-
14., überarbeitete Auflage
Statistischen Tabellen. Vom Inhalt und Umfang entsprechen sie dem Rahmen einer typischen Bachelorausbildung in
Statistik
für …
Persistent link: https://www.econbiz.de/10012423933
Saved in:
8
Statistik
für Wirtschaftswissenschaftler
Bleymüller, Josef
;
Weißbach, Rafael
;
Dörre, Achim
-
2020
-
18., überarbeitete und erweiterte Auflage
. Prof. Dr. Rafael Weissbach ist Inhaber des Lehrstuhls für
Statistik
und Ökonometrie an der Universität Rostock, an dem auch …
Persistent link: https://www.econbiz.de/10012137868
Saved in:
9
Statistik
für Wirtschaftswissenschaftler
Bleymüller, Josef
;
Weißbach, Rafael
;
Dörre, Achim
-
2020
-
18., überarbeitete und erweiterte Auflage
Cover -- Titel -- Impressum -- Vorwort -- Inhaltsverzeichnis -- 1 Einführung -- 1.1 Begriff und Aufgaben der
Statistik
…
Persistent link: https://www.econbiz.de/10012310356
Saved in:
10
Optimal estimation under nonstandard conditions
Ploberger, Werner
;
Phillips, Peter C. B.
-
2010
Persistent link: https://www.econbiz.de/10003925363
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