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isPartOf:"The American economic review"
subject:"Panel"
~isPartOf:"Economic modelling"
~subject:"Börsenkurs"
~subject:"Zinsstruktur"
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Estimation theory
164
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Estimation
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Kumar, Dilip
3
Maheswaran, S.
3
Wu, Jianhong
3
Bauer, Michael D.
2
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2
Wright, Jonathan H.
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The American economic review
Economic modelling
Journal of econometrics
208
Economics letters
105
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Econometric reviews
61
The econometrics journal
40
CEMMAP working papers / Centre for Microdata Methods and Practice
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Applied economics letters
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Cambridge working papers in economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of banking & finance
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Oxford bulletin of economics and statistics
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CESifo Working Paper Series
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IZA Discussion Paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of applied econometrics
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Journal of financial and quantitative analysis : JFQA
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Regional science & urban economics
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Working paper / National Bureau of Economic Research, Inc.
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International journal of economics and financial issues : IJEFI
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Journal of risk and financial management : JRFM
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The empirical economics letters : a monthly international journal of economics
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Journal of financial economics
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Quantitative economics : QE ; journal of the Econometric Society
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Time-varying individual effects in a panel data probit model with an application to female labor force participation
Xin, Kai
;
Zhang, ZhengYu
;
Zhou, YaHong
;
Zhu, Pingfang
- In:
Economic modelling
95
(
2021
),
pp. 181-191
Persistent link: https://www.econbiz.de/10012695925
Saved in:
2
Inference on time-invariant variables using panel data : a pretest estimator
Chatelain, Jean-Bernard
;
Ralf, Kirsten
- In:
Economic modelling
97
(
2021
),
pp. 157-166
Persistent link: https://www.econbiz.de/10012793313
Saved in:
3
Dynamics of government spending cyclicality
Jalles, João Tovar
- In:
Economic modelling
97
(
2021
),
pp. 411-427
Persistent link: https://www.econbiz.de/10012793485
Saved in:
4
Testing for individual and time effects in the two-way error component model with time-invariant regressors
Chen, Jing
;
Yue, Rongxian
;
Wu, Jianhong
- In:
Economic modelling
92
(
2020
),
pp. 216-229
Persistent link: https://www.econbiz.de/10012429659
Saved in:
5
Pre-event trends in the panel event-study design
Freyaldenhoven, Simon
;
Hansen, Christian Bailey
; …
- In:
The American economic review
109
(
2019
)
9
,
pp. 3307-3338
Persistent link: https://www.econbiz.de/10012107126
Saved in:
6
Testing the white noise hypothesis of stock returns
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Economic modelling
76
(
2019
),
pp. 231-242
Persistent link: https://www.econbiz.de/10012198322
Saved in:
7
A moving blocks empirical likelihood method for panel linear fixed effects models with serial correlations and cross-sectional dependences
Qiu, Jin
;
Ma, Qing
;
Wu, Lang
- In:
Economic modelling
83
(
2019
),
pp. 394-405
Persistent link: https://www.econbiz.de/10012206477
Saved in:
8
Bias-corrected estimation for speculative bubbles in stock prices
Kruse, Robinson
;
Kaufmann, Hendrik
;
Wegener, Christoph
- In:
Economic modelling
73
(
2018
),
pp. 354-364
Persistent link: https://www.econbiz.de/10012100460
Saved in:
9
Moment-based tests for random effects in the two-way error component model with unbalanced panels
Wu, Jianhong
;
Li, Guodong
;
Xia, Qiang
- In:
Economic modelling
74
(
2018
),
pp. 61-76
Persistent link: https://www.econbiz.de/10012101312
Saved in:
10
On estimating long-run effects in models with lagged dependent variables
Reed, W. Robert
;
Zhu, Min
- In:
Economic modelling
64
(
2017
),
pp. 302-311
Persistent link: https://www.econbiz.de/10011761016
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