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subject:"Theorie"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society"
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Theorie
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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ECONIS (ZBW)
122
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122
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1
Instrumental variable estimation for duration data
Bijwaard, Govert
-
2008
Persistent link: https://www.econbiz.de/10003706013
Saved in:
2
The impact of effect size heterogeneity on meta-analysis : a Monte Carlo experiment
Koetse, Mark J.
;
Florax, Raymond J. G. M.
;
Groot, Henri …
-
2007
Persistent link: https://www.econbiz.de/10003644178
Saved in:
3
Identifying reduced-form relations with panel data
Vollebergh, Herman R. J.
;
Melenberg, Bertrand
; …
-
2007
Persistent link: https://www.econbiz.de/10003644198
Saved in:
4
Bahadur representation for the nonparametric M-estimator under α-mixing dependence
Cheng, Yebin
;
Gooijer, Jan G. de
-
2005
Persistent link: https://www.econbiz.de/10002983077
Saved in:
5
Optimal confidence intervals for the tail index and high quantiles
Ferreira, Ana
;
Vries, Casper G. de
-
2004
Persistent link: https://www.econbiz.de/10002200680
Saved in:
6
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
Bun, Maurice J. G.
;
Kiviet, J. F.
-
2002
Persistent link: https://www.econbiz.de/10001718452
Saved in:
7
On conditional density estimation
Gooijer, Jan G. de
;
Zerom, Dawit
-
2002
Persistent link: https://www.econbiz.de/10001659017
Saved in:
8
Two independent pivotal statistics that test location and misspecification and add-up to the Anderson-Rubin statistic
Kleibergen, Frank
-
2002
Persistent link: https://www.econbiz.de/10001689284
Saved in:
9
Moment approximation for least squares estimators in dynamic regression models with a unit root
Kiviet, J. F.
;
Phillips, Garry D. A.
-
2001
Persistent link: https://www.econbiz.de/10001633083
Saved in:
10
Bias correction in a stable AD(1,1) model : weak versus strong exogeneity
Giersbergen, Noud P. A. van
-
2001
Persistent link: https://www.econbiz.de/10001633100
Saved in:
11
Analysis of variance of paired data without repetition of measurement
Martin, Klaus
;
Böckenhoff, Annette
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
90
(
2006
)
3
,
pp. 365-384
Persistent link: https://www.econbiz.de/10003363479
Saved in:
12
Estimation of a linear model under microaggregation by individual ranking
Schmid, Matthias
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
90
(
2006
)
3
,
pp. 419-438
Persistent link: https://www.econbiz.de/10003363488
Saved in:
13
Some recent advances in measurement error models and methods
Schneeweiß, Hans
;
Augustin, Thomas
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
90
(
2006
)
1
,
pp. 183-197
Persistent link: https://www.econbiz.de/10003285404
Saved in:
14
Survey item nonresponse and its treatment
Rässler, Susanne
;
Riphahn, Regina T.
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
90
(
2006
)
1
,
pp. 217-232
Persistent link: https://www.econbiz.de/10003285433
Saved in:
15
On the optimal design in stratified regression estimation
Münnich, Ralf T.
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
87
(
2003
)
1
,
pp. 25-38
Persistent link: https://www.econbiz.de/10001732723
Saved in:
16
Heaping and its consequences for duration analysis : a simulation study
Wolff, Joachim
;
Augustin, Thomas
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
87
(
2003
)
1
,
pp. 59-86
Persistent link: https://www.econbiz.de/10001732729
Saved in:
17
Ratio type estimators for the median of finite populations
Singh, Housila P.
;
Singh, Sarjinder
;
Puertas, Sergio …
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
87
(
2003
)
4
,
pp. 369-382
Persistent link: https://www.econbiz.de/10001819798
Saved in:
18
Analysis of economic growth : structural breaks, superrandomness, and nonlinear forecasting
Reschenhofer, Erhard
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
87
(
2003
)
4
,
pp. 383-404
Persistent link: https://www.econbiz.de/10001819800
Saved in:
19
Comparison of high-breakdown-point estimators for image denoising
Müller, Christine H.
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
86
(
2002
)
3
,
pp. 307-321
Persistent link: https://www.econbiz.de/10001760032
Saved in:
20
An investigation on the bias reduction in linear variety of ratio-cum-product estimator
Singh, Housila P.
;
Singh, Sarjinder
;
Tracy, Derrick S.
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
86
(
2002
)
3
,
pp. 323-332
Persistent link: https://www.econbiz.de/10001760034
Saved in:
21
Imposed linear structures in conventional sampling theory
Pokropp, Fritz
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
86
(
2002
)
3
,
pp. 333-352
Persistent link: https://www.econbiz.de/10001760043
Saved in:
22
Inhomogene Hochrechnungsfaktoren bei der Mikrosimulation : Probleme und Lösungsansätze
Sauerbier, Thomas
;
Heike, Hans-Dieter
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
86
(
2002
)
3
,
pp. 353-369
Persistent link: https://www.econbiz.de/10001760046
Saved in:
23
Asymptotic distribution of the sample size and small sample behavior of robust fixed-width confidence intervals
Hlávka, Zdeněk
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
86
(
2002
)
4
,
pp. 407-426
Persistent link: https://www.econbiz.de/10001710148
Saved in:
24
Dynamic panel data methods and practice
Blundell, Richard W.
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
86
(
2002
)
2
,
pp. 145-162
Persistent link: https://www.econbiz.de/10001675382
Saved in:
25
Finite-sample instrumental variables inference using an asymptotically pivotal statistic
Bekker, Paul A.
;
Kleibergen, Frank
-
2001
Persistent link: https://www.econbiz.de/10001585046
Saved in:
26
Estimating time series models for count data using efficient importance sampling
Jung, Robert
;
Liesenfeld, Roman
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
85
(
2001
)
4
,
pp. 387-407
Persistent link: https://www.econbiz.de/10001627138
Saved in:
27
Time series modelling of daily tax revenues
Koopman, Siem Jan
;
Ooms, Marius
-
2001
Persistent link: https://www.econbiz.de/10001569678
Saved in:
28
Posterior mode estimation in dynamic generalized linear mixed models
Biller, Clemens
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
85
(
2001
)
1
,
pp. 27-43
Persistent link: https://www.econbiz.de/10001555597
Saved in:
29
A bias-corrected least squares estimator of dynamic panel models
Hansen, Gerd
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
85
(
2001
)
2
,
pp. 127-140
Persistent link: https://www.econbiz.de/10001577969
Saved in:
30
Testing parameters in GMM without assuming that they are identified
Kleibergen, Frank
-
2001
Persistent link: https://www.econbiz.de/10001594646
Saved in:
31
Cross- and auto-correlation effects arising from averaging : the case of US interest rates and equity duration
Hallerbach, Winfried G.
-
2000
Persistent link: https://www.econbiz.de/10001503370
Saved in:
32
Vertically weighted regression : a tool for constructing control charts
Pawlak, M.
;
Rafajłowicz, Ewaryst
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
84
(
2000
)
4
,
pp. 367-388
Persistent link: https://www.econbiz.de/10001541412
Saved in:
33
Bias correction in the dynamic panel data model with a nonscalar disturbance covariance matrix
Bun, Maurice J. G.
-
2000
Persistent link: https://www.econbiz.de/10001546172
Saved in:
34
A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
Abadir, Karim Maher
;
Lucas, André
-
2000
Persistent link: https://www.econbiz.de/10001471423
Saved in:
35
Nonparametric estimation of missing values in time series
Noack, Thomas
;
Schlittgen, Rainer
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
84
(
2000
)
1
,
pp. 23-32
Persistent link: https://www.econbiz.de/10001473468
Saved in:
36
Exact test statistics and distributions of maximum likelihood estimators that result from orthogonal parameters
Kleibergen, Frank
-
2000
Persistent link: https://www.econbiz.de/10001477405
Saved in:
37
Analyzing ordered categorical data derived from elliptically symmetric distributions
Kukuk, Martin
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
83
(
1999
)
3
,
pp. 308-323
Persistent link: https://www.econbiz.de/10001409848
Saved in:
38
Simple robust testing of hypotheses in non-linear models
Bunzel, Helle
;
Kiefer, Nicholas M.
;
Vogelsang, Timothy J.
-
1999
Persistent link: https://www.econbiz.de/10001363389
Saved in:
39
Testing for a shift in trend when serial correlation is of unknown form
Vogelsang, Timothy J.
-
1999
Persistent link: https://www.econbiz.de/10001363395
Saved in:
40
Omitting superfluous non-respondent observations in binary response analysis
Cramer, J. C.
;
Franses, P. H.
-
1999
Persistent link: https://www.econbiz.de/10001363404
Saved in:
41
Spurious regression, cointegration, and near cointegration : a unifying approach
Haldrup, Niels
;
Jansson, Michael
-
1999
Persistent link: https://www.econbiz.de/10001365076
Saved in:
42
Evaluating GARCH models
Lundbergh, Stefan
;
Teräsvirta, Timo
-
1999
Persistent link: https://www.econbiz.de/10001365085
Saved in:
43
Modelling economic highfrequency time serie with STAR-STGARCH models
Lundbergh, Stefan
;
Teräsvirta, Timo
-
1999
Persistent link: https://www.econbiz.de/10001365086
Saved in:
44
Distribution approximations for cointegration tests with stationary exogenous regressors
Boswijk, H. Peter
;
Doornik, Jurgen A.
-
1999
Persistent link: https://www.econbiz.de/10001365103
Saved in:
45
A comparison of parametric, seminonparametric, adaptive, and nonparametric cointegration tests
Boswijk, H. Peter
;
Lucas, André
;
Taylor, Nick
-
1999
Persistent link: https://www.econbiz.de/10001365108
Saved in:
46
A note on the robustness of the generalized least squares estimator in linear regression
Arnold, Bernhard
;
Stahlecker, Peter
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
83
(
1999
)
2
,
pp. 224-229
Persistent link: https://www.econbiz.de/10001388623
Saved in:
47
Ordnungserhaltende positive Varianzschätzer bei gepaarten Messungen ohne Wiederholungen
Hartung, Joachim
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
83
(
1999
)
2
,
pp. 230-247
Persistent link: https://www.econbiz.de/10001388643
Saved in:
48
Nonparametric regression with serially correlated errors
Gooijer, Jan G. de
;
Gannoun, Ali
;
Larramendy, Irène
-
1999
Persistent link: https://www.econbiz.de/10001412083
Saved in:
49
Penultimate approximation for Hill's estimator
Cheng, Shihong
;
Haan, Laurens de
-
1999
Persistent link: https://www.econbiz.de/10001412089
Saved in:
50
Testing for integration using evolving trend and seasonals models : a Basyesian approach
Koop, Gary
;
Dijk, Herman K. van
-
1999
Persistent link: https://www.econbiz.de/10001412194
Saved in:
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