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Testing distributional assumpt...
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Estimation theory
Schätztheorie
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Phillips, Peter C. B.
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138
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120
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119
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116
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112
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98
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96
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95
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Dette, Holger
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Li, Qi
78
Marcellino, Massimiliano
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Simar, Léopold
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Croux, Christophe
76
Lechner, Michael
76
Lucas, André
75
Sentana, Enrique
75
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Econometric reviews
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Journal of the American Statistical Association : JASA
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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The econometrics journal
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Journal of applied econometrics
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Applied economics letters
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Cowles Foundation discussion paper
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Working paper / National Bureau of Economic Research, Inc.
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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European journal of operational research : EJOR
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Discussion paper series / IZA
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Oxford bulletin of economics and statistics
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Discussion paper / Center for Economic Research, Tilburg University
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Applied economics
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Econometrics : open access journal
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Working paper
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Discussion paper
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International journal of forecasting
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Journal of quantitative economics : official journal of the Indian Econometric Society
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The review of economics and statistics
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Economic modelling
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Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland
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CREATES research paper
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IZA Discussion Paper
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ECONIS (ZBW)
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RePEc
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BASE
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EconStor
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ArchiDok
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USB Cologne (EcoSocSci)
1
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1
Testing distributional assumptions using a continuum of moments
Amengual, Dante
;
Carrasco, Marine
;
Sentana, Enrique
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 655-689
Persistent link: https://www.econbiz.de/10012483175
Saved in:
2
Testing over : identifying restrictions without consistent estimation of the asymptotic covariance matrix
Lee, Wei-ming
;
Kuan, Chung-ming
;
Hsu, Yu-Chin
-
2014
Persistent link: https://www.econbiz.de/10010246721
Saved in:
3
A
GMM
-based test for normal disturbances of the Heckman sample selection model
Pfaffermayr, Michael
- In:
Econometrics : open access journal
2
(
2014
)
4
,
pp. 151-168
this assumption. Following Meijer and Wansbeek (2007), the present contribution derives a
GMM
-based pseudo-score LM test on …
Persistent link: https://www.econbiz.de/10010417177
Saved in:
4
A cautionary note on tests for overidentifying restrictions
Parente, Paulo M. D. C.
;
Silva, João Santos
-
2011
Persistent link: https://www.econbiz.de/10009423314
Saved in:
5
Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix
Lee, Wei-Ming
;
Kuan, Chung-ming
;
Hsu, Yu-Chin
- In:
Journal of econometrics
181
(
2014
)
2
,
pp. 181-193
Persistent link: https://www.econbiz.de/10010473309
Saved in:
6
Does illiquidity matter? : an errors-in-variables perspective
Racicot, François-Éric
;
Rentz, William F.
- In:
Estudios de economía aplicada : revista promovida por …
36
(
2018
)
1
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011972726
Saved in:
7
Tests of additional conditional moment restrictions
Parente, Paulo M. D. C.
;
Smith, Richard J.
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011897684
Saved in:
8
On the relevance of weaker instruments
Antoine, Bertille
;
Renault, Eric
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 928-945
Persistent link: https://www.econbiz.de/10011795536
Saved in:
9
Portfolio efficiency tests with conditioning information : comparing
GMM
and GEL estimators
Vigo, Caio
;
Laurini, Márcio Poletti
-
2020
Persistent link: https://www.econbiz.de/10012312843
Saved in:
10
A unified approach to estimating and testing income distributions with grouped data
Chen, Yi-ting
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
3
,
pp. 438-455
Persistent link: https://www.econbiz.de/10012249172
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