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~person:"Nielsen, Morten Ørregaard"
~type_genre:"Article in journal"
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Search: subject_exact:"Induktive Statistik"
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Induktive Statistik
5
Statistical inference
5
Bootstrap approach
3
Bootstrap-Verfahren
3
Cluster analysis
3
Clusteranalyse
3
Clustered data
3
Estimation theory
3
Regional cluster
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Regionales Cluster
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Schätztheorie
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Wild cluster bootstrap
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Cluster-robust variance estimator
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Cointegration
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Kointegration
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VAR model
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VAR-Modell
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Additive formulation
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CRVE
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Cluster jackknife
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Cluster-robust variance estimator (CRVE)
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Deterministic terms
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Edgeworth expansion
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Extended model
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Grouped data
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Inference
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Likelihood inference
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Article in journal
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Nielsen, Morten Ørregaard
Chernozhukov, Victor
16
Hansen, Christian Bailey
12
Khalaf, Lynda
12
Simar, Léopold
11
Wilson, Paul W.
11
Andrews, Donald W. K.
9
Fan, Yanqin
9
Shi, Xiaoxia
9
Dufour, Jean-Marie
8
Phillips, Peter C. B.
8
Bugni, Federico A.
7
Inoue, Atsushi
7
Otsu, Taisuke
7
Sasaki, Yuya
7
Bai, Jushan
6
Kilian, Lutz
6
Minford, Patrick
6
Andersen, Torben
5
Canay, Ivan A.
5
Cattaneo, Matias D.
5
Conley, Timothy G.
5
Jansson, Michael
5
Kitagawa, Toru
5
Koop, Gary
5
Leung, Michael P.
5
Ling, Shiqing
5
MacKinnon, James G.
5
Marmer, Vadim
5
Peng, Liang
5
Tamer, Elie T.
5
Varneskov, Rasmus Tangsgaard
5
Webb, Matthew
5
Xiao, Zhijie
5
Andrews, Isaiah
4
Belloni, Alexandre
4
Coolen, Frank P. A.
4
Davidson, Russell
4
Frazier, David T.
4
Henry, Marc
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Journal of econometrics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 272-299
Persistent link: https://www.econbiz.de/10014339912
Saved in:
2
Wild bootstrap and asymptotic inference with multiway clustering
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 505-519
Persistent link: https://www.econbiz.de/10012499095
Saved in:
3
Asymptotic theory and wild bootstrap inference with clustered errors
Djogbenou, Antoine A.
;
MacKinnon, James G.
;
Nielsen, …
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 393-412
Persistent link: https://www.econbiz.de/10012304028
Saved in:
4
The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren
;
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
202
(
2018
)
2
,
pp. 214-229
Persistent link: https://www.econbiz.de/10011974563
Saved in:
5
Likelihood inference for a fractionally cointegrated vector autoregressive model
Johansen, Søren
;
Nielsen, Morten Ørregaard
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
6
,
pp. 2667-2732
Persistent link: https://www.econbiz.de/10009689454
Saved in:
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