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~isPartOf:"Working Papers / HAL"
~isPartOf:"Journal of econometrics"
~subject:"Maximum-Likelihood-Schätzung"
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Maximum-Likelihood-Schätzung
Method of moments
208
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208
Estimation theory
98
Schätztheorie
98
Theorie
82
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82
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45
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45
GMM
31
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31
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31
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22
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22
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18
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Räumliche Interaktion
18
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16
Schätzung
16
Maximum likelihood estimation
13
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12
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12
Heteroscedasticity
11
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11
Time series analysis
11
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11
Generalized method of moments
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9
Induktive Statistik
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Hsiao, Cheng
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
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1
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1
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1
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1
Tahmiscouglu, A. Kamil
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DSGE models in macroeconomics : estimation, evaluation, and new developments
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1
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1
Revisiting the location of FDI in China : a panel data approach with heterogeneous shocks
Hou, Lei
;
Li, Kunpeng
;
Li, Qi
;
Ouyang, Min
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 483-509
Persistent link: https://www.econbiz.de/10012619246
Saved in:
2
Dynamic spatial panel data models with common shocks
Bai, Jushan
;
Li, Kunpeng
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 134-160
Persistent link: https://www.econbiz.de/10013275367
Saved in:
3
Large sample properties of the matrix exponential spatial specification with an application to FDI
Debarsy, Nicolas
;
Jin, Fei
;
Lee, Lung-fei
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011500241
Saved in:
4
Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 110-134
Persistent link: https://www.econbiz.de/10011500265
Saved in:
5
Statistical inference for panel dynamic simultaneous equations models
Hsiao, Cheng
;
Zhou, Qiankun
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 383-396
Persistent link: https://www.econbiz.de/10011504565
Saved in:
6
Generalized dynamic panel data models with random effects for cross-section and time
Mesters, G.
;
Koopman, Siem Jan
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 127-140
Persistent link: https://www.econbiz.de/10010433402
Saved in:
7
On empirical likelihood statistical functions
Yuan, Ao
;
Xu, Jinfeng
;
Zheng, Gang
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 613-623
Persistent link: https://www.econbiz.de/10010256818
Saved in:
8
On the second-order properties of empirical likelihood with moment restrictions
Chen, Song Xi
;
Cui, Hengjian
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 492-516
Persistent link: https://www.econbiz.de/10003571315
Saved in:
9
Empirical likelihood estimation and consistent tests with conditional moment restrictions
Donald, Stephen G.
;
Imbends, Guido W.
;
Newey, Whitney K.
- In:
Journal of econometrics
117
(
2003
)
1
,
pp. 55-93
Persistent link: https://www.econbiz.de/10001787602
Saved in:
10
The MM, ME, ML, EL, EF, and
GMM
approaches to estimation : a synthesis
Bera, Anil K.
;
Bilias, Yannis
- In:
Journal of econometrics
107
(
2002
)
1/2
,
pp. 51-86
Persistent link: https://www.econbiz.de/10001651261
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