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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Kleinste-Quadrate-Methode
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Economics letters
48
Journal of econometrics
46
Econometric reviews
30
Working paper / National Bureau of Economic Research, Inc.
25
Econometric theory
21
NBER Working Paper
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Discussion paper / Tinbergen Institute
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Handbook of partial least squares : concepts, methods and applications
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
Discussion paper / Centre for Economic Policy Research
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European journal of operational research : EJOR
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Oxford bulletin of economics and statistics
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Working paper
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Discussion paper / Center for Economic Research, Tilburg University
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Working paper series / University of Zurich, Department of Economics
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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European journal of marketing
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Organizational research methods : ORM
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International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
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1
On the least squares estimation of multiple-threshold-variable autoregressive models
Zhang, Xinyu
;
Li, Dong
;
Tong, Howell
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 215-228
Persistent link: https://www.econbiz.de/10014449891
Saved in:
2
Matrix factor analysis : from least squares to iterative projection
He, Yong
;
Kong, Xinbing
;
Yu, Long
;
Zhang, Xinsheng
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 322-334
Persistent link: https://www.econbiz.de/10014449934
Saved in:
3
Multi-threshold structural equation model
Wang, Jingli
;
Li, Jialiang
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 377-387
Persistent link: https://www.econbiz.de/10014448173
Saved in:
4
Predicting the global minimum variance portfolio
Reh, Laura
;
Krüger, Fabian
;
Liesenfeld, Roman
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 440-452
Persistent link: https://www.econbiz.de/10014448239
Saved in:
5
Large-dimensional factor analysis without moment constraints
He, Yong
;
Kong, Xinbing
;
Yu, Long
;
Zhang, Xinsheng
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 302-312
Persistent link: https://www.econbiz.de/10012804113
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6
Structural equation model averaging : methodology and application
Seng, Loraine
;
Li, Jialiang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 815-828
Persistent link: https://www.econbiz.de/10013534555
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7
Regression analysis with individual-specific patterns of missing covariates
Lin, Huazhen
;
Liu, Wei
;
Lan, Wei
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 179-188
Persistent link: https://www.econbiz.de/10012424507
Saved in:
8
Stationary points for parametric stochastic frontier models
Horrace, William C.
;
Wright, Ian
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 516-526
Persistent link: https://www.econbiz.de/10012262491
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9
A consistent variance estimator for 2SLS when instruments identify different LATEs
Lee, Seojeong
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
3
,
pp. 400-410
Persistent link: https://www.econbiz.de/10012249165
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10
Least squares infernce on integrated volatility and the relationship between efficient prices and noise
Nolte, Ingmar
;
Voev, Valeri
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
1
,
pp. 94-108
Persistent link: https://www.econbiz.de/10009558954
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11
Rank-1/2 : a simple way to improve the OLS estimation of tail exponents
Gabaix, Xavier
;
Ibragimov, Rustam Ju.
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
1
,
pp. 24-39
Persistent link: https://www.econbiz.de/10009159132
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12
Forecast combination with entry and exit of experts
Capistrán Carmona, Carlos
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
4
,
pp. 428-440
Persistent link: https://www.econbiz.de/10003913380
Saved in:
13
Bias from censored regressors
Rigobón, Roberto
;
Stoker, Thomas Martin
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
3
,
pp. 340-353
Persistent link: https://www.econbiz.de/10003893879
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14
Testing for shifts in trend with an integrated or stationary noise component
Perron, Pierre
;
Yabu, Tomoyoshi
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
3
,
pp. 369-396
Persistent link: https://www.econbiz.de/10003893884
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15
The Henderson smoother in reproducing kernel Hilbert space
Dagum, Estela Bee
;
Bianconcini, Silvia
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
4
,
pp. 536-545
Persistent link: https://www.econbiz.de/10003772308
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16
Tests for cointegration breakdown over a short time period
Andrews, Donald W. K.
;
Kim, Chae-yŏng
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
4
,
pp. 379-394
Persistent link: https://www.econbiz.de/10003385126
Saved in:
17
Influence diagnostics and estimation algorithms for Powell's SCLS
Silva, João Santos
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
1
,
pp. 55-62
Persistent link: https://www.econbiz.de/10001543446
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