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~subject:"Estimation theory"
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Estimation theory
Theorie
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80
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Ghysels, Eric
43
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9
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Rousseau, Judith
5
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4
Andrews, Donald W. K.
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4
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4
Schmeidler, David
4
Zucker, David M.
4
Gilboa, Itzhak
3
Giles, David E. A.
3
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3
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3
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3
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3
Jasiak, Joann
3
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3
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3
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3
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2
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Journal of econometrics
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8
Econometric theory
7
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5
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3
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1
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1
Econometric analysis of financial and economic time series ; part a
1
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1
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1
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1
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1
Special section on small-sample properties of generalized method of moments (GMM)
1
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1
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1
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ECONIS (ZBW)
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1
Dynamic regression and filtered data series : a Laplace approximation to the effects of filtering in small samples
Ghysels, Eric
- In:
Econometric theory
12
(
1996
)
3
,
pp. 432-457
Persistent link: https://www.econbiz.de/10001207534
Saved in:
2
A laplace approximation to the moments of a ratio of quadratic forms in normal variables
Lieberman, Offer
-
1992
Persistent link: https://www.econbiz.de/10000850501
Saved in:
3
Small-sample likelihood-based inference in the ARFIMA-model
Lieberman, Offer
;
Rousseau, Judith
;
Zucker, David M.
-
1999
Persistent link: https://www.econbiz.de/10001396408
Saved in:
4
Small-sample likelihood-based inference in the ARFIMA model
Lieberman, Offer
;
Rousseau, Judith
;
Zucker, David M.
- In:
Econometric theory
16
(
2000
)
2
,
pp. 231-248
Persistent link: https://www.econbiz.de/10001483371
Saved in:
5
The optimal size of a preliminary test of linear restrictions in a mis-specified regression model
Giles, David E. A.
;
Lieberman, Offer
;
Giles, Judith A.
-
1990
Persistent link: https://www.econbiz.de/10000805028
Saved in:
6
The optimal size of a preliminary test for linear restsrictions when estimating the regression scale parameter
Giles, Judith A.
;
Lieberman, Offer
-
1991
Persistent link: https://www.econbiz.de/10000812972
Saved in:
7
Some properties of the Durbin-Watson test after a preliminary t-test
Giles, David E. A.
;
Lieberman, Offer
-
1991
Persistent link: https://www.econbiz.de/10000812974
Saved in:
8
Bounds on the effect of heteroscedasticity on the chow test for structural change
Giles, David E. A.
;
Lieberman, Offer
-
1991
Persistent link: https://www.econbiz.de/10000812975
Saved in:
9
Strike data with a crisis point
Lieberman, Offer
-
1997
Persistent link: https://www.econbiz.de/10000978713
Saved in:
10
Valid asymptotic expansions for the maximum likelihood estimator of the parameter of a stationary, Gaussian, strongly dependent process
Lieberman, Offer
;
Rousseau, Judith
;
Zucker, David M.
-
1999
Persistent link: https://www.econbiz.de/10001355613
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