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Maximum likelihood estimation...
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Estimation theory
305
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305
Nichtparametrisches Verfahren
79
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79
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64
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Phillips, Peter C. B.
8
Lee, Lung-fei
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Perron, Pierre
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MacKinnon, James G.
4
Moon, Hyungsik Roger
4
Shin, Youngki
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Xiao, Zhijie
4
Asai, Manabu
3
Bai, Jushan
3
Baltagi, Badi H.
3
Bohn Nielsen, Heino
3
Chen, Jia
3
Chong, Terence Tai-Leung
3
Davidson, Russell
3
Hsu, Yu-Chin
3
Jochmans, Koen
3
Kristensen, Dennis
3
Lee, Sokbae
3
Preminger, Arie
3
Rahbek, Anders
3
Sun, Yixiao
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Trivedi, Pravin K.
3
Westerlund, Joakim
3
Wu, Ximing
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Yamagata, Takashi
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Zhang, Zhengyu
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Čížek, Pavel
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2
Ai, Chunrong
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Alejo, Javier
2
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2
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2
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2
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2
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2
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2
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(EC)2 <21, 2010, Toulouse>
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Royal Economic Society / Annual Conference <2016, Brighton>
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ECONIS (ZBW)
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1
Central limit theorems for conditional efficiency measures and tests of the "separability" condition in non‐parametric, two‐stage models of production
Daraio, Cinzia
;
Simar, Léopold
;
Wilson, Paul W.
- In:
The econometrics journal
21
(
2018
)
2
,
pp. 170-191
Persistent link: https://www.econbiz.de/10012166608
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2
Estimating nonparametric conditional frontiers and efficiencies : a new approach
Mastromarco, Camilla
;
Simar, Léopold
;
Van Keilegom, Ingrid
- In:
The econometrics journal
28
(
2025
)
3
,
pp. 502-528
Persistent link: https://www.econbiz.de/10015459795
Saved in:
3
Testing conditional moment restriction models using empirical likelihood
Berger, Yves G.
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 384-403
Persistent link: https://www.econbiz.de/10013253841
Saved in:
4
Asymptotics for threshold regression under general conditions
Yu, Ping
;
Zhao, Yongqiang
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 430-462
Persistent link: https://www.econbiz.de/10010253632
Saved in:
5
Semi-parametric analysis of efficiency and productivity using Gaussian processes
Emvalomatis, Grigorios
- In:
The econometrics journal
23
(
2020
)
1
,
pp. 48-67
Persistent link: https://www.econbiz.de/10012166807
Saved in:
6
Stochastic frontier models with dependent error components
Smith, Murray D.
- In:
The econometrics journal
11
(
2008
)
1
,
pp. 172-192
Persistent link: https://www.econbiz.de/10003648679
Saved in:
7
Initial conditions of dynamic panel data models : on within and between equations
Lee, Lung-fei
;
Yu, Jihai
- In:
The econometrics journal
23
(
2020
)
1
,
pp. 115-136
Persistent link: https://www.econbiz.de/10012167249
Saved in:
8
Numerical integration-based Gaussian mixture filters for maximum likelihood estimation of asymmetric stochastic volatility models
Kawakatsu, Hiroyuki
- In:
The econometrics journal
10
(
2007
)
2
,
pp. 342-358
Persistent link: https://www.econbiz.de/10003560004
Saved in:
9
Simulated maximum likelihood estimation in transition models
Kamionka, Thierry
- In:
The econometrics journal
1
(
1998
)
1
,
pp. 129-153
Persistent link: https://www.econbiz.de/10001443686
Saved in:
10
Quasi-maximum likelihood estimation of discretely observed diffusions
Huang, Xiao
- In:
The econometrics journal
14
(
2011
)
2
,
pp. 241-256
Persistent link: https://www.econbiz.de/10009381873
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