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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
subject:"Schätzung"
~person:"Juodis, Artūras"
~person:"Tsai, Chih-Ling"
~subject:"Regression analysis"
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Schätzung
Regression analysis
Estimation theory
6
Schätztheorie
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Correlation
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Estimation
4
Korrelation
4
High-dimensional data
3
Panel
2
Panel study
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Regressionsanalyse
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Statistical test
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Statistischer Test
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Adjacency matrix
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Arbeitsangebot
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Bayes-Statistik
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Bayesian information criterion
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CAPM
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Capital income
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Cohort analysis
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Cohort interactive effects
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Conditional alpha test
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Covariance estimation
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Covariance models with general linear structure
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Covariance regression network model
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Cross-section analysis
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Cross-section dependence
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Diagonality test
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Diverging parameters
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Elasticity
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Elastizität
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Extended Bayesian information criteria
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Factor model
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Kapitaleinkommen
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Kohortenanalyse
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Labor supply elasticity
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Juodis, Artūras
Tsai, Chih-Ling
Su, Liangjun
5
Lan, Wei
4
Li, Qi
4
Wang, Hansheng
4
Cai, Zongwu
3
Gao, Jiti
3
Hsu, Yu-Chin
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Härdle, Wolfgang
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Li, Deyuan
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Lieli, Robert P.
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Belloni, Alexandre
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Bollerslev, Tim
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Caner, Mehmet
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Franses, Philip Hans
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Hautsch, Nikolaus
2
Kozbur, Damian
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Li, Degui
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Lin, Yuanyuan
2
Ling, Shiqing
2
Matsushita, Yukitoshi
2
Otsu, Taisuke
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Pan, Zhewen
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Peng, Liang
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Qin, Jing
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Racine, Jeffrey
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Richard, Jean-François
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Uematsu, Yoshimasa
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Xu, Ke-li
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Xu, Wen
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Yamagata, Takashi
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You, Jinhong
2
Zhao, Zhibiao
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Zhu, Lixing
2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Quantitative economics : QE ; journal of the Econometric Society
1
Statistics Working Papers Series, Vol. , pp. -, 2006
1
UC Davis Graduate School of Management Research Paper
1
Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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1
The incidental parameters problem in testing for remaining cross-section correlation
Juodis, Artūras
;
Reese, Simon
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1191-1203
Persistent link: https://www.econbiz.de/10013539484
Saved in:
2
Testing alphas in conditional time-varying factor models with high-dimensional assets
Ma, Shujie
;
Lan, Wei
;
Su, Liangjun
;
Tsai, Chih-Ling
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 214-227
Persistent link: https://www.econbiz.de/10012179549
Saved in:
3
Pseudo panel data models with cohort interactive effects
Juodis, Artūras
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 47-61
Persistent link: https://www.econbiz.de/10011894391
Saved in:
4
Covariance matrix estimation via network structure
Lan, Wei
;
Fang, Zheng
;
Wang, Hansheng
;
Tsai, Chih-Ling
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 359-369
Persistent link: https://www.econbiz.de/10011895079
Saved in:
5
Testing the diagonality of a large covariance matrix in a regression setting
Lan, Wei
;
Luo, Ronghua
;
Tsai, Chih-Ling
;
Wang, Hansheng
; …
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 76-86
Persistent link: https://www.econbiz.de/10011389730
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