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~subject:"Estimation theory"
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Estimation theory
Correlation
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Ledoit, Olivier
31
Wolf, Michael
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Pesaran, M. Hashem
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Fan, Jianqing
19
Kapetanios, George
17
Phillips, Peter C. B.
17
Bailey, Natalia
14
Croux, Christophe
14
Koopman, Siem Jan
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Linton, Oliver
14
Li, Degui
13
Bauwens, Luc
12
Boudt, Kris
12
De Nard, Gianluca
12
Blasques, Francisco
11
Hafner, Christian M.
11
Teräsvirta, Timo
11
Engle, Robert F.
10
Gao, Jiti
10
Altonji, Joseph G.
9
Gorgi, Paolo
9
Liao, Yuan
9
Lucas, André
9
Sentana, Enrique
9
Xiu, Dacheng
9
Bai, Jushan
8
Corsi, Fulvio
8
Gribisch, Bastian
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Levin, Andrew T.
8
Schienle, Melanie
8
Shephard, Neil G.
8
Wang, Hansheng
8
Bibinger, Markus
7
Lan, Wei
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Mammen, Enno
7
Müller, Ulrich K.
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Tang, Haihan
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Tsai, Chih-Ling
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Journal of econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of the American Statistical Association : JASA
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Econometric reviews
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Cambridge working papers in economics
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Finance research letters
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14
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14
Applied economics letters
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The econometrics journal
13
CORE discussion papers : DP
12
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11
CESifo working papers
11
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11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
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11
Discussion paper series / IZA
10
International journal of forecasting
10
Quantitative finance
10
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10
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9
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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NBER technical working paper series
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ECONIS (ZBW)
1,478
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1
The
consistency
of s2 in the linear regression model when the disturbances are spatially correlated
Gotu, Butte
-
1999
Conditions for the
consistency
of the estimator s2 of the variance of the disturbance a2u under first-order spatial …
Persistent link: https://www.econbiz.de/10009793262
Saved in:
2
Inference on trending panel data
Robinson, Peter M.
;
Velasco, Carlos
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 282-304
Persistent link: https://www.econbiz.de/10012110387
Saved in:
3
A stochastic recurrence equations approach for score driven correlation models
Blasques, Francisco
;
Lucas, André
;
Silde, Erkki
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 166-181
Persistent link: https://www.econbiz.de/10012038166
Saved in:
4
Quasi-maximum likelihood estimation of break point in high-dimensional factor models
Duan, Jiangtao
;
Bai, Jushan
;
Han, Xu
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 209-236
Persistent link: https://www.econbiz.de/10014340997
Saved in:
5
Similarity-based model for ordered categorical data
Gayer, Gabi
;
Lieberman, Offer
;
Yaffe, Omer
- In:
Econometric reviews
38
(
2019
)
3
,
pp. 263-278
Persistent link: https://www.econbiz.de/10012181274
Saved in:
6
Specification testing with estimated variables
Domínguez, Manuel A.
;
Lobato, Ignacio N.
- In:
Econometric reviews
39
(
2020
)
5
,
pp. 476-494
Persistent link: https://www.econbiz.de/10012181406
Saved in:
7
Model averaging based on leave-subject-out cross-validation for vector autoregressions
Liao, Jun
;
Zong, Xianpeng
;
Zhang, Xinyu
;
Zou, Guohua
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 35-60
Persistent link: https://www.econbiz.de/10012302513
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8
Instrumental variable method for regularized estimation in generalized linear measurement error models
Xue, Lin
;
Wang, Liqun
- In:
Econometrics : open access journal
12
(
2024
)
3
,
pp. 1-14
selection outcome. To correct for the measurement error effects, some researchers assume that the measurement error
covariance
…
Persistent link: https://www.econbiz.de/10015133941
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9
Interval pairwise comparisons in the presence of infeasibilities : numerical experiments
Wang, Jiaqi
;
Golden, Bruce
;
Mazurek, Jiří
- In:
Computers & operations research : an international journal
173
(
2025
),
pp. 1-14
Persistent link: https://www.econbiz.de/10015100972
Saved in:
10
Model averaging for time-varying vector autoregressions
Sun, Yuying
;
Chen, Feng
;
Gao, Jiti
-
2025
Persistent link: https://www.econbiz.de/10015375020
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