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isPartOf:"Discussion paper / School of Economics, The University of New South Wales"
subject:"Großbritannien"
~isPartOf:"DAE working paper"
~subject:"Panel"
~subject:"Shock"
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Search: subject_exact:"Estimation theory"
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Estimation theory
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Pesaran, M. Hashem
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Fox, Kevin J.
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Garratt, Anthony
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Grafton, R. Quentin
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Shin, Yongcheol
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Tahmiscioglu, A. Kamil
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Monadjemi, Mehdi S.
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Discussion paper / School of Economics, The University of New South Wales
DAE working paper
Journal of econometrics
172
Economics letters
105
Econometric reviews
58
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
CEMMAP working papers / Centre for Microdata Methods and Practice
42
The econometrics journal
42
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Oxford bulletin of economics and statistics
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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CESifo Working Paper Series
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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IZA Discussion Paper
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
15
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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Econometric analysis of structural systems with permanent and transitory shocks
Pagan, Adrian R.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003798174
Saved in:
2
Forecast uncertainties in macroeconometric modelling : an application to the UK economy
Garratt, Anthony
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001492671
Saved in:
3
Bias reduction in estimating long-run relationships from dynamics heterogeneous panels
Pesaran, M. Hashem
;
Zhao, Zhongyun
-
1998
Persistent link: https://www.econbiz.de/10000671920
Saved in:
4
Bayes estimation of short-run coefficients in dynamic panel data models
Hsiao, Cheng
;
Pesaran, M. Hashem
;
Tahmiscioglu, A. Kamil
-
1998
Persistent link: https://www.econbiz.de/10000671921
Saved in:
5
A structural cointegration VAR approach to macroeconometric modelling
Garratt, Anthony
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10001350669
Saved in:
6
Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
Cheng, H.
;
Pesaran, M. Hashem
;
Tahmiscioglu, A. Kamil
-
1998
Persistent link: https://www.econbiz.de/10001354548
Saved in:
7
Structural analysis of vector error correction models with exogenous I(1) variables
Pesaran, M. Hashem
;
Shin, Yongcheol
;
Smith, Richard J.
-
1997
Persistent link: https://www.econbiz.de/10000629002
Saved in:
8
Non-parametric estimation of returns to scale
Fox, Kevin J.
;
Grafton, R. Quentin
-
1995
Persistent link: https://www.econbiz.de/10000912132
Saved in:
9
Non-parametric estimation of returns to scale
Fox, Kevin J.
;
Grafton, R. Quentin
-
1995
Persistent link: https://www.econbiz.de/10000150726
Saved in:
10
On identifying permanent and transitory shocks in VAR models
Yang, Minxian
-
1995
Persistent link: https://www.econbiz.de/10000151385
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