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Estimation theory
289
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289
Nichtparametrisches Verfahren
71
Nonparametric statistics
71
Regression analysis
59
Regressionsanalyse
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Phillips, Peter C. B.
7
Lee, Lung-fei
5
Perron, Pierre
5
Hsu, Yu-Chin
4
Moon, Hyungsik Roger
4
Shin, Youngki
4
Xiao, Zhijie
4
Abrevaya, Jason
3
Bai, Jushan
3
Baltagi, Badi H.
3
Bohn Nielsen, Heino
3
Chen, Jia
3
Chong, Terence Tai-Leung
3
Davidson, Russell
3
Jochmans, Koen
3
Kristensen, Dennis
3
MacKinnon, James G.
3
Preminger, Arie
3
Rahbek, Anders
3
Westerlund, Joakim
3
Wu, Ximing
3
Zhang, Zhengyu
3
Čížek, Pavel
3
Ai, Chunrong
2
Alejo, Javier
2
Blevins, Jason R.
2
Bravo, Francesco
2
Canay, Ivan A.
2
Chen, Le-Yu
2
Delgado, Miguel A.
2
Dufour, Jean-Marie
2
Fan, Jianqing
2
Gao, Jiti
2
Gørgens, Tue
2
Haiqing Xu
2
Hausman, Jerry A.
2
Honoré, Bo E.
2
Hu, Luojia
2
Hu, Yingyao
2
Härdle, Wolfgang
2
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(EC)2 <21, 2010, Toulouse>
1
Royal Economic Society / Annual Conference <2016, Brighton>
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The econometrics journal
Journal of econometrics
1,967
Economics letters
1,134
Econometric theory
776
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
723
Econometric reviews
523
CEMMAP working papers / Centre for Microdata Methods and Practice
430
NBER Working Paper
419
Discussion paper / Tinbergen Institute
415
NBER working paper series
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Journal of the American Statistical Association : JASA
353
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
338
Discussion paper series / IZA
303
Applied economics letters
277
Working paper / National Bureau of Economic Research, Inc.
271
Applied economics
264
Journal of applied econometrics
255
European journal of operational research : EJOR
249
Série des documents de travail / Centre de Recherche en Économie et Statistique
243
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
239
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
237
Working paper
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Cowles Foundation discussion paper
231
Economic modelling
229
IZA Discussion Paper
224
MPRA Paper
217
Econometrics : open access journal
211
CESifo working papers
210
IMF Working Papers
210
Oxford bulletin of economics and statistics
208
Discussion paper / Center for Economic Research, Tilburg University
202
Working paper / Department of Econometrics and Business Statistics, Monash University
202
Finance research letters
199
Discussion paper
196
International journal of forecasting
196
Journal of quantitative economics : official journal of the Indian Econometric Society
176
Computational economics
172
The review of economics and statistics
169
CREATES research paper
168
Journal of forecasting
168
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ECONIS (ZBW)
295
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1
Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors
Bai, Jushan
;
Carrion i Silvestre, Josep Lluís
- In:
The econometrics journal
16
(
2013
)
2
,
pp. 222-249
Persistent link: https://www.econbiz.de/10009783333
Saved in:
2
Multivariate variance targeting in the BEKK–GARCH model
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
- In:
The econometrics journal
17
(
2014
)
1
,
pp. 24-55
Persistent link: https://www.econbiz.de/10010498760
Saved in:
3
An overview of the estimation of large
covariance
and precision matrices
Fan, Jianqing
;
Liao, Yuan
;
Liu, Han
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011487485
Saved in:
4
Sparse
covariance
estimation in logit mixture models
Aboutaleb, Youssef M.
;
Danaf, Mazen
;
Xie, Yifei
; …
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 377-398
Persistent link: https://www.econbiz.de/10012620708
Saved in:
5
Exact computation of maximum rank correlation
estimator
Shin, Youngki
;
Todorov, Zvezdomir
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 589-607
Persistent link: https://www.econbiz.de/10012620739
Saved in:
6
Estimation of graphical models using the L1,2 norm
Chiong, Khai Xiang
;
Moon, Hyungsik Roger
- In:
The econometrics journal
21
(
2018
)
3
,
pp. 247-263
Persistent link: https://www.econbiz.de/10012166618
Saved in:
7
Testing for constant correlation of filtered series under structural change
Demetrescu, Matei
;
Wied, Dominik
- In:
The econometrics journal
22
(
2019
)
1
,
pp. 10-33
Persistent link: https://www.econbiz.de/10012166648
Saved in:
8
LSTUR regression theory and the instability of the sample correlation coefficient between financial return indices
Ginker, Tim
;
Lieberman, Offer
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 58-82
Persistent link: https://www.econbiz.de/10012504449
Saved in:
9
Model averaging estimation for high-dimensional
covariance
matrices with a network structure
Zhu, Rong
;
Zhang, Xinyu
;
Ma, Yanyuan
;
Zou, Guohua
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 177-197
Persistent link: https://www.econbiz.de/10012504463
Saved in:
10
Estimation of large
covariance
matrices with mixed factor structures
Dai, Runyu
;
Uematsu, Yoshimasa
;
Matsuda, Yasumasa
- In:
The econometrics journal
27
(
2024
)
1
,
pp. 62-83
Persistent link: https://www.econbiz.de/10014528099
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