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A Comparison of Two Averaging Techniques with an Application to Growth Empirics |
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10 |
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53 |

A Comparison of Two Averaging Techniques with an Application to Growth Empirics |
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1 |
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3 |
9 |

A classical problem in linear regression or how to estimate the mean of a univariate normal distribution with known variance |
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19 |

A classical problem in linear regression or how to estimate the mean of a univariate normal distribution with known variance |
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4 |

A note on instrumental variables and maximum likelihood estimation procedures |
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17 |
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76 |

A note on instrumental variables and maximum likelihood estimation procedures |
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2 |

A representation theorem for (trAp)1/p |
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11 |

ASYMPTOTIC NORMALITY OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN THE NONLINEAR REGRESSION MODEL WITH NORMAL ERRORS |
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6 |
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3 |
17 |

Adaptation for Mitigation |
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29 |

Adaptation for Mitigation |
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9 |
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55 |

Adaptation for Mitigation |
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39 |
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71 |

Adaptation for mitigation |
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13 |
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1 |
1 |
47 |

An experiment in applied econometrics |
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5 |

Are Economic Agents Successful Optimizers? An Analysis Through Strategy in Tennis |
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8 |
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54 |

Are Economic Agents Successful Optimizers? An Analysis through Service Strategy in Tennis |
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112 |
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2 |
319 |

Asymptotic normality of maximum likelihood estimators obtained from normally distributed but dependent observations |
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16 |

Asyptopic Properties of Maximum Likelihood Estimators in a Nonlinear Regression Model with Unknown Parameters in the Disturbance Convariance Matrix |
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4 |

Bayesian Integration of Large Scale SNA Data Frameworks with an Application to Guatemala |
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11 |
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1 |
43 |

Bayesian Model Averaging and Weighted Average Least Squares: Equivariance, Stability, and Numerical Issues |
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36 |
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4 |
114 |

Benzine is al eens duurder geweest |
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8 |

Burr Utility |
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5 |
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28 |

CONSISTENT MAXIMUM LIKELIHOOD ESTIMATION OF THE NONLINEAR REGRESSION MODEL WITH NORMAL ERRORS |
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11 |

CONSISTENT MAXIMUM LIKELIHOOD ESTIMATION WITH DEPENDENT OBSERVATIONS: THE GENERAL (NON-NORMAL) CASE AND THE NORMAL CASE |
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17 |
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4 |
42 |

Climate Change, Economic Growth, and Health |
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26 |
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96 |

Climate change, economic growth, and health |
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66 |
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126 |

Comments on “Unobservable Selection and Coefficient Stability-Theory and Evidence” and “Poorly Measured Confounders are More Useful on the Left Than on the Right” |
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56 |
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160 |

Concept-Based Bayesian Model Averaging and Growth Empirics |
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7 |

Concept-Based Bayesian Model Averaging and Growth Empirics |
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7 |
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35 |

Consistency of Maximum Likelihood Estimators When Observations Are Dependent |
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14 |

Consistent maximum-likelihood estimation with dependent observations: the general (non-normal) case and the normal case |
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30 |

De kans om een tenniswedstrijd te winnen: Federer-Nadal in de finale van Wimbeldon 2007 |
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3 |
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17 |

Design of the experiment |
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10 |

EVALUATION OF MOMENT OF QUADRATIC FORMS IN NORMAL VARIABLES |
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1 |
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270 |

EVALUATION OF MOMENTS OF RATIOS OF QUADRATIC FORMS IN NORMAL VARIABLES AND RELATED STATISTICS |
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254 |

Earthquake risk embedded in property prices: Evidence from five Japanese cities |
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23 |
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2 |
72 |

Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known |
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4 |

Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known |
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3 |
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36 |

Evaluation of moments of quadratic forms and ratios of quadratic forms in normal variables: background, motivation and examples |
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5 |
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13 |

Evaluation of moments of quadratic forms in normal variables |
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1 |
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10 |

Evaluation of moments of quadratic forms in normal variables |
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1 |

Evaluation of moments of ratios of quadratic forms in normal variables and related statistics |
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13 |

Evaluation of moments of ratios of quadratic forms in normal variables and related statistics |
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3 |

Expected Utility and Catastrophic Risk |
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2 |
41 |
0 |
1 |
4 |
94 |

Expected Utility and Catastrophic Risk in a Stochastic Economy-Climate Model |
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10 |

Expected Utility and Catastrophic Risk in a Stochastic Economy-Climate Model |
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12 |
1 |
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4 |
69 |

FORECASTING, MISSPECIFICATION AND UNIT ROOTS: THE CASE OF AR(1) VERSUS ARMA (1,1) |
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332 |

Forecast Accuracy after Pretesting with an Application to the Stock Market |
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5 |
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27 |

Forecast Accuracy after Pretesting with an Application to the Stock Market |
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1 |
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1 |
1 |
1 |
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8 |

Forecasting the Winner of a Tennis Match |
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47 |
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3 |
171 |

Forecasting the Winner of a Tennis Match |
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1 |
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1 |
6 |
20 |

Forecasting, misspecification and unit roots: The case of Ar(1) versus ARMA(1,1) |
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1 |
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4 |

Forecasting, misspecification and unit roots: The case of Ar(1) versus ARMA(1,1) |
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4 |
0 |
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1 |
18 |

Global Warming and Local Dimming: The Statistical Evidence |
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1 |
16 |

Global Warming and Local Dimming: The Statistical Evidence |
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5 |
0 |
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61 |

Grade Expectations: Rationality and Overconfidence |
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1 |
89 |
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2 |
8 |
191 |

How to reduce the service dominance in tennis? Empirical results from four years at Wimbledon |
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4 |
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1 |
31 |

Inter-fuel substitution in Dutch manufacturing |
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3 |
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29 |

L-structured matrices and linear matrix equations |
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3 |
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8 |

Least squares autoregression with near-unit root |
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4 |

Local Sensitivity and Diagnostic Tests |
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1 |
3 |

Local Sensitivity and Diagnostic Tests |
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7 |
0 |
0 |
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45 |

MATRIX DIFFERENTIAL CALCULUS AND STATIC OPTIMIZATION part II- differentials: Theory |
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5 |
0 |
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22 |

Macro accounts estimation using indicator ratios |
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3 |

Matrix differential calculus and static optimization Part III- differentials: Practice |
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2 |
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7 |
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21 |

Matrix differential calculus with applications to simple, Hadamard, and Kronecker products |
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11 |
0 |
1 |
3 |
45 |

Maximum Likelihood Estimation of the Multivariate Normal Mixture Model |
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84 |
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0 |
5 |
378 |

Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix |
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3 |
0 |
1 |
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29 |

Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix |
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3 |
0 |
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20 |

Maximum likelihood estimation of the multivariate normal mixture model |
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1 |
0 |
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23 |

Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood |
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2 |
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1 |
42 |

Normal's deconvolution and the independence of sample mean and variance (problem 03.4.1) |
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5 |

Notation in Econometrics: A Proposal for a Standard |
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1 |
1 |
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4 |

Notation in Econometrics: A Proposal for a Standard |
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39 |
0 |
0 |
4 |
177 |

ON THE FIRST-ORDER EFFICIENCY AN DASYMPTOTIC NORMALITY OF THE MAXIMUM LIKELIHOOD ESTIMATOR OBTAINED FROM DEPENDENT OBSERVATIONS |
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1 |
0 |
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7 |

ON THE FIRST-ORDER EFFICIENCY AND ASYMPOTIC NORMALITY OF THE MAXIMUM LIKELIHOOD ESTIMATOR OBTAINED FROM DEPENDENT OBSERVATIONS |
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1 |
0 |
0 |
2 |
11 |

On Theil's Errors |
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1 |
0 |
0 |
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6 |

On Theil's Errors |
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1 |
3 |
0 |
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2 |
29 |

On Theils' errors |
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1 |
1 |
0 |
0 |
1 |
5 |

On certain moments relating to ratios of quadratic forms in normal variables: Further results |
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4 |

On differentiating eigenvalues and eigenvectors |
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3 |
32 |
0 |
1 |
8 |
83 |

On levies to reduce the nitrogen surplus: The case of Dutch pig farms |
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0 |
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0 |
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0 |
21 |

On some definitions in matrix algebra |
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106 |
0 |
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2 |
262 |

On tests and significance in econometrics |
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0 |
0 |
18 |
1 |
1 |
3 |
57 |

On tests and significance in econometrics |
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0 |
0 |
0 |
0 |
0 |
0 |
3 |

On tests and significance in econometrics |
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0 |
0 |
7 |
0 |
0 |
1 |
55 |

On the Ambiguous Consequences of Omitting Variables |
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0 |
1 |
49 |
0 |
0 |
2 |
85 |

On the Asymptotic Normality of the Maximum Likelihood Estimator With Dependent Observations |
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0 |
1 |
4 |
0 |
0 |
2 |
13 |

On the Choice of Prior in Bayesian Model Averaging |
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0 |
0 |
0 |
0 |
1 |
1 |
4 |

On the Choice of Prior in Bayesian Model Averaging |
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1 |
1 |
16 |
0 |
1 |
1 |
73 |

On the Harm that Pretesting Does |
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0 |
0 |
0 |
0 |
0 |
0 |
5 |

On the Harm that Pretesting Does |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
28 |

On the Independence and Identical Distribution of Points in Tennis |
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0 |
0 |
13 |
0 |
0 |
1 |
44 |

On the Independence and Identical Distribution of Points in Tennis |
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0 |
0 |
3 |
0 |
0 |
1 |
10 |

On the Unbiasedness of Iterated GLS Estimators |
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0 |
0 |
2 |
0 |
0 |
2 |
19 |

On the ambiguous consequences of omitting variables |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
74 |

On the estimation of a large sparse Bayesian system: the Snaer program |
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0 |
0 |
36 |
0 |
0 |
0 |
132 |

On the first-order efficiency and asymptotic normality of maximum likelihood estimators obtained from dependent observations |
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0 |
0 |
1 |
0 |
0 |
0 |
14 |

On the first-order efficiency and asymptotic normality of the maximum likelihood estimator obtained from dependent observations |
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0 |
1 |
2 |
0 |
1 |
2 |
10 |

On the fundamental bordered matrix of linear estimation |
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0 |
1 |
2 |
0 |
0 |
2 |
6 |

On the fundamental bordered matrix of linear estimation |
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0 |
0 |
2 |
0 |
0 |
0 |
4 |

On the maximum likelihood estimation of multivariate regression models containing serially correlated error components |
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0 |
0 |
1 |
1 |
1 |
1 |
7 |

On the maximum likelihood estimation of multivariate regression models containing serially correlated error components |
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0 |
0 |
3 |
0 |
0 |
0 |
19 |

On the sensitivity of the t-statistic |
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0 |
0 |
1 |
0 |
0 |
0 |
3 |

On the sensitivity of the usual t-and f-tests to AR(1) misspecification |
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0 |
0 |
0 |
0 |
0 |
1 |
12 |

On the sensitivity of the usual t-and f-tests to AR(1) misspecification |
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0 |
0 |
0 |
0 |
0 |
0 |
1 |

On the unbiasedness of iterated GLS estimators |
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0 |
0 |
1 |
0 |
0 |
0 |
7 |

Optimal taxation for the reduction of nitrogen surplus in Dutch dairy farms, 1975 to 1989 |
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0 |
0 |
0 |
0 |
0 |
1 |
10 |

Organization of the experiment |
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0 |
0 |
0 |
0 |
0 |
0 |
10 |

Peer Reporting and the Perception of Fairness |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
4 |

Peer Reporting and the Perception of Fairness |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
55 |

Posterior moments and quantiles for the normal location model with Laplace prior |
0 |
0 |
0 |
13 |
0 |
0 |
2 |
63 |

Practical use of sensitivity in econometrics with an illustration to forecast combinations |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
18 |

Records in Athletics through Extreme-Value Theory |
1 |
1 |
1 |
10 |
1 |
3 |
13 |
78 |

Records in Athletics through Extreme-Value Theory |
0 |
1 |
1 |
2 |
0 |
2 |
5 |
14 |

Resource Abundance and Resource Dependence in China |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |

Resource Abundance and Resource Dependence in China |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
154 |

SYMMETRY, 0-1 MATRICES, AND JACOBIANS: A REVIEW |
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0 |
1 |
3 |
0 |
1 |
3 |
19 |

Sampling properties of the Bayesian posterior mean with an application to WALS estimation |
0 |
0 |
0 |
26 |
0 |
0 |
1 |
32 |

Sampling properties of the Bayesian posterior mean with anapplication to WALS estimation |
0 |
0 |
0 |
10 |
0 |
1 |
1 |
37 |

Scrap Value Functions in Dynamic Decision Problems |
0 |
0 |
1 |
7 |
0 |
0 |
3 |
70 |

Scrap Value Functions in Dynamic Decision Problems |
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0 |
0 |
0 |
0 |
0 |
1 |
6 |

Separability and aggregation |
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0 |
0 |
2 |
0 |
0 |
2 |
12 |

Separability and aggregation |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
5 |

Some properties of a generalized two-error components matrix (problem 01.5.1) |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
15 |

Substitution between energy and non-energy inputs in the Netherlands, 1950-1974 |
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0 |
0 |
2 |
0 |
0 |
0 |
11 |

Substitution between energy and non-energy inputs in the Netherlands, 1950-1976 |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
14 |

Substitution between energy and other inputs in the Netherlands, with contributions to related econometric problems |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
7 |

Symmetry, 0-1 matrices and Jacobians: A review |
0 |
0 |
1 |
3 |
0 |
0 |
1 |
18 |

Testing some common hypotheses: Four years at Wimbledon |
0 |
1 |
1 |
3 |
0 |
1 |
1 |
12 |

Testing some common tennis hypotheses: Four years at Wimbledon |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
111 |

Testing some common tennis hypotheses: Four years at Wimbledon |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |

Testing the Sensitivity of OLS when the Variance Maxtrix is (Partially) Unknown |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
22 |

Testing the Sensitivity of OLS when the Variance Maxtrix is (Partially) Unknown |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
2 |

The ET interview: Professor J. Tinbergen |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
13 |

The Forecast Combination Puzzle: A Simple Theoretical Explanation |
0 |
0 |
0 |
101 |
0 |
0 |
0 |
185 |

The Jacobian of the exponential function |
0 |
0 |
0 |
44 |
0 |
0 |
3 |
43 |

The Perception of Small Crime |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
54 |

The Perception of Small Crime |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
5 |

The asymptotic variance of the pseudo maximum likelihood estimator |
0 |
0 |
0 |
62 |
0 |
0 |
0 |
209 |

The bias of forecasts from a first-order autoregression |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
9 |

The bias of forecasts from a first-order autoregression (Revised version) |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
14 |

The central limit theorem for student's distribution (problem 03.6.1) |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
8 |

The commutation matrix: Some properties and applications |
0 |
0 |
1 |
51 |
0 |
1 |
5 |
180 |

The commutation matrix: some theorems and applications |
0 |
0 |
0 |
5 |
0 |
2 |
6 |
28 |

The data: A brief description |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
5 |

The elimination matrix: Some lemmas and applications |
0 |
0 |
6 |
82 |
0 |
2 |
74 |
226 |

The evaluation of cumulants and moments of quadratic forms in normal variables (CUM): Technical description |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
9 |

The evaluation of moments of ratios of quadratic forms in normal variables and related statistics (QRMOM): Technical description |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
7 |

The exact moments of a ratio of quadratic forms in normal variables |
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0 |
1 |
12 |
0 |
0 |
3 |
39 |

The exact multi-period mean-square forecast error for the first-order autoregressive model |
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0 |
0 |
0 |
0 |
0 |
0 |
2 |

The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept |
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0 |
0 |
1 |
0 |
0 |
0 |
9 |

The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept |
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0 |
0 |
0 |
1 |
1 |
1 |
4 |

The exact multi-period meansquare forecast error for the first-order autoregressive model |
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0 |
0 |
0 |
0 |
0 |
0 |
5 |

The expectation of products of quadratic forms in normal variables: The practice Statistica Neerlandica |
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0 |
0 |
2 |
0 |
0 |
0 |
6 |

The forecast combination puzzle: a simple theoretical explanation |
0 |
0 |
0 |
9 |
1 |
1 |
2 |
46 |

The maximum number of omitted variables, Problem 00.2.2 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
6 |

The moments of products of quadratic forms in normal variables |
0 |
1 |
4 |
13 |
0 |
1 |
4 |
36 |

The perception of climate sensitivity: Revealing priors from posteriors |
0 |
0 |
0 |
8 |
0 |
0 |
2 |
16 |

The significance of testing in econometrics |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
7 |

Von Hamburg nach Berlin im sommer 1841: Emma Isler berichtet |
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0 |
0 |
0 |
1 |
1 |
1 |
11 |

WALS Prediction |
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0 |
0 |
6 |
0 |
0 |
2 |
63 |

WALS estimation and forecasting in factor-based dynamic models with an application to Armenia |
0 |
0 |
0 |
1 |
1 |
2 |
4 |
14 |

WALS estimation and forecasting in factor-based dynamic models with an application to Armenia |
0 |
0 |
0 |
10 |
0 |
0 |
2 |
89 |

Wat tenniscommentatoren niet weten: Een analyse van vier jaar Wimbledon |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
14 |

Weighted-Average Least Squares Estimation of Generalized Linear Models |
0 |
0 |
0 |
41 |
1 |
1 |
1 |
220 |

Weighted-average least squares estimation of generalized linear models |
1 |
1 |
1 |
19 |
1 |
1 |
2 |
69 |

Weitzman meets Nordhaus: Expected utility and catastrophic risk in a stochastic economy-climate model |
0 |
0 |
0 |
52 |
0 |
0 |
3 |
120 |

Zero-diagonality as a linear structure |
0 |
0 |
0 |
2 |
1 |
1 |
2 |
15 |

Total Working Papers |
4 |
14 |
59 |
1,889 |
15 |
48 |
293 |
7,821 |