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Is there any difference between "all" the students and "all of" the students?

Is any of them incorrect? When to use one or the other?

Thank you in advance.

I appreciate the way you help English learners like me! (or should I say "like I"?)
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'All the students' is slightly less formal than 'all of the students', so use the latter when you are writing.

'Like me' is correct-- it is the object of the preposition 'like'.
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I agree with MM on 'elided of'. Moreover, when 'all' functions as a noun, it's called a substantive; e.g., All of the students.
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Comments  
Dear teachers,

As far as parts of speech is concerned, "all" in "All (of) the students" is a pronoun and not a determinative adjective, isn't it ? But I would like to know why. Is it true that we cannot have 2 determinative adjectives in a row ?

Many thanks,
Hela
'All' is a pronoun when it is followed by 'of'; in 'all the students', it is a determiner. According to the rule book. I myself think it is just a case of an elided 'of', and 'all' should remain a pronoun. Then we would not have these 'multiple determiners':

All that jazz
All my sons
Both the brothers
Half my life
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1) But why should all / both / some be pronouns when they are followed by 'of'?

2) Don't we say All that jazz / All my sons in spoken English? Is it colloquial ?

Thanks again!
 Casi's reply was promoted to an answer.