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subject:"Geldnachfrage"
subject:"Großbritannien"
~isPartOf:"Econometric theory"
~subject:"Panel study"
~subject:"Schätzung"
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Geldnachfrage
Großbritannien
Panel study
Schätzung
Estimation theory
723
Schätztheorie
723
Theorie
284
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284
Time series analysis
159
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159
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Cai, Zongwu
2
Hayakawa, Kazuhiko
2
Lee, Lung-fei
2
Li, Jia
2
Park, Joon Y.
2
Ren, Yu
2
Sun, Linman
2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Econometric theory
Journal of econometrics
321
Economics letters
175
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
165
Econometric reviews
106
CEMMAP working papers / Centre for Microdata Methods and Practice
77
Discussion paper series / IZA
75
Applied economics letters
68
NBER Working Paper
62
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
61
The econometrics journal
60
Economic modelling
58
NBER working paper series
58
Discussion paper / Tinbergen Institute
54
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53
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50
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49
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
35
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33
Econometrics : open access journal
32
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
31
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31
Oxford bulletin of economics and statistics
30
Journal of banking & finance
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Cambridge working papers in economics
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ECONIS (ZBW)
48
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1
Second-order bias reduction for nonlinear panel data models with fixed effects based on expected quantities
Schumann, Martin
- In:
Econometric theory
39
(
2023
)
4
,
pp. 693-736
Persistent link: https://www.econbiz.de/10014342248
Saved in:
2
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
3
Identification robust inference for moments-based analysis of linear dynamic panel data models
Bun, Maurice J. G.
;
Kleibergen, Frank
- In:
Econometric theory
38
(
2022
)
4
,
pp. 689-751
Persistent link: https://www.econbiz.de/10013366924
Saved in:
4
Two-step estimation of quantile panel data models with interactive fixed effects
Chen, Liang
- In:
Econometric theory
40
(
2024
)
2
,
pp. 419-446
Persistent link: https://www.econbiz.de/10014485255
Saved in:
5
Nonparametric euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
- In:
Econometric theory
37
(
2021
)
5
,
pp. 851-891
Persistent link: https://www.econbiz.de/10012656387
Saved in:
6
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
7
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
8
Large sample properties of bayesian estimation of spatial econometric models
Han, Xiaoyi
;
Lee, Lung-fei
;
Xu, Xingbai
- In:
Econometric theory
37
(
2021
)
4
,
pp. 708-746
Persistent link: https://www.econbiz.de/10012618199
Saved in:
9
Estimation for dynamic panel data with individual effects
Robinson, Peter M.
;
Velasco, Carlos
- In:
Econometric theory
36
(
2020
)
2
,
pp. 185-222
Persistent link: https://www.econbiz.de/10012193732
Saved in:
10
Uniform inference in high-dimensional dynamic panel data models with approximately sparse fixed effects
Kock, Anders Bredahl
;
Tang, Haihan
- In:
Econometric theory
35
(
2019
)
2
,
pp. 295-359
Persistent link: https://www.econbiz.de/10012146137
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