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~person:"Duclos, Jean-Yves"
~person:"Magnus, Jan R."
~person:"Stock, James H."
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Search: subject:"Statistische Methode"
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Duclos, Jean-Yves
Magnus, Jan R.
Stock, James H.
Nierhaus, Wolfgang
23
King, Maxwell L.
11
Manski, Charles F.
11
Spanos, Aris
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A comparative analysis of multidimensional poverty in Sudan and South Sudan
Ballon, Paola
;
Duclos, Jean-Yves
- In:
African development review
28
(
2016
),
pp. 132-161
Persistent link: https://www.econbiz.de/10011723339
Saved in:
2
Intertemporal poverty comparisons
Bresson, Florent
;
Duclos, Jean-Yves
- In:
Social choice and welfare
44
(
2015
)
3
,
pp. 567-616
Persistent link: https://www.econbiz.de/10011377104
Saved in:
3
Using an ordinal approach to multidimensional poverty analysis
Duclos, Jean-Yves
;
Sahn, David E.
;
Younger, Stephen D.
- In:
Quantitative approaches to multidimensional poverty …
,
(pp. 244-261)
.
2008
Persistent link: https://www.econbiz.de/10003707213
Saved in:
4
Robust multidimensional poverty comparisons
Duclos, Jean-Yves
;
Sahn, David E.
;
Younger, Stephen D.
-
2008
Persistent link: https://www.econbiz.de/10003556748
Saved in:
5
Robust multidimensional poverty comparisons
Duclos, Jean-Yves
;
Sahn, David E.
;
Younger, Stephen D.
- In:
The economic journal : the journal of the Royal …
116
(
2006
),
pp. 943-968
Persistent link: https://www.econbiz.de/10003387103
Saved in:
6
Sequential stochastic dominance and the robustness of poverty orderings
Duclos, Jean-Yves
;
Makdissi, Paul
- In:
The review of income and wealth : journal of the …
51
(
2005
)
1
,
pp. 63-87
Persistent link: https://www.econbiz.de/10002700519
Saved in:
7
On Theil's errors
Magnus, Jan R.
;
Sinha, Ashok Kumar
- In:
The econometrics journal
8
(
2005
)
1
,
pp. 39-54
Persistent link: https://www.econbiz.de/10002686772
Saved in:
8
On the sensitivity of the usual t- and F-tests to covariance misspecification
Banerjee, Anurag Narayan
;
Magnus, Jan R.
- In:
Journal of econometrics
95
(
2000
)
1
,
pp. 157-176
Persistent link: https://www.econbiz.de/10001432559
Saved in:
9
The sensitivity of OLS when the variance matrix is (partially) unknown
Banerjee, Anurag Narayan
;
Magnus, Jan R.
- In:
Journal of econometrics
92
(
1999
)
2
,
pp. 295-323
Persistent link: https://www.econbiz.de/10001400172
Saved in:
10
VAR, error correction and pretest forecasts at long horizons
Stock, James H.
- In:
Oxford bulletin of economics and statistics
58
(
1996
)
4
,
pp. 685-701
Persistent link: https://www.econbiz.de/10001334929
Saved in:
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