EconStor >

Search Results


Results 41-50 of 542.

Item hits:

DateTitle Authors
2010 Estimation of the signal subspace without estimation of the inverse covariance matrixPanov, Vladimir
2007 Self-employment in Chile, long run trends and education and age structure changesPuentes, Esteban / Contreras, Dante / Sanhueza, Claudia
2011 Parametric estimation: Finite sample theorySpokoiny, Vladimir
2011 Enthüllungsrisiko beim Remote Access: Die Schwerpunkteigenschaft der RegressionsgeradeVogel, Alexander
2005 Empirical likelihood confidence intervals for the mean of a long-range dependent processNordman, Daniel / Sibbertsen, Philipp / Lahiri, Soumendra N.
2010 Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instrumentsChao, John C. / Swanson, Norman R. / Hausman, Jerry A. / Newey, Whitney K. / Woutersen, Tiemen
2000 Finite sample efficiency of OLS in linear regression models with long-memory disturbancesKleiber, Christian
2001 The efficiency of panel data estimators: GLS versus estimators which do not depend on variance componentsBiørn, Erik
2001 How is generalized least squares related to within and between estimators in unbalanced panel data?Biørn, Erik
2009 Dominating estimators for the global minimum variance portfolioFrahm, Gabriel / Memmel, Christoph

Back 1 2 3 4 5 6 7 8 9 10 11 12 13 14 Next