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subject:"Panel"
type_genre:"Arbeitspapier"
~isPartOf:"Working paper series"
~isPartOf:"Working papers / University of Connecticut, Department of Economics"
~subject:"Statistical theory"
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Search: subject_exact:"Estimation theory"
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Panel
Statistical theory
Estimation theory
105
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105
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12
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Kao, Chihwa
3
Musolesi, Antonio
3
Baltagi, Badi H.
2
Bonham, Carl Stanley
2
Fuleky, Peter
2
Zhao, Qianxue
2
Abrigo, Michael Ralph M.
1
Ansley, Craig F.
1
Bin, Peng
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
Tan, Randolph Gee Kwang
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Working papers / University of Connecticut, Department of Economics
CEMMAP working papers / Centre for Microdata Methods and Practice
37
Working paper / Department of Econometrics and Business Statistics, Monash University
32
Discussion paper series / IZA
31
CESifo working papers
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11
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9
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8
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5
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Economics / Discussion papers : the open-access, open-assessment e-journal
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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4
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4
Discussion paper series / Harvard Institute of Economic Research
4
Discussion paper series / Hitotsubashi University Research Unit for Statistical Analysis in Social Sciences
4
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
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1
Policy analysis using multilevel regression models with group interactive fixed effects
Gong, Zhenhao
;
Kim, Min Seong
-
2024
Persistent link: https://www.econbiz.de/10014514120
Saved in:
2
A semiparametric panel data model with common factors and spatial dependence
Soberon, Alexandra
;
Musolesi, Antonio
;
Rodriguez-Poo, …
-
2022
Persistent link: https://www.econbiz.de/10013171085
Saved in:
3
Two-stage instrumental variable estimation of linear panel data models with interactive effects
Cui, Guowei
;
Norkutė, Milda
;
Sarafidis, Vasilis
; …
-
2021
Persistent link: https://www.econbiz.de/10012546456
Saved in:
4
Interactive R&D spillovers : an estimation strategy based on forecasting-driven model selection
Gioldasis, Georgios
;
Musolesi, Antonio
;
Simioni, Michel
-
2021
Persistent link: https://www.econbiz.de/10013170703
Saved in:
5
Drift burst test statistic in a pure jump semimartingale model
Mancini, Cecilia
-
2021
Persistent link: https://www.econbiz.de/10013347728
Saved in:
6
Improvement on the LR test statistic on the cointegrating relations in VAR models : bootstrap methods and applications
Canepa, Alessandra
-
2020
Persistent link: https://www.econbiz.de/10012386990
Saved in:
7
Modeling green knowledge production and environmental policies with semiparametric panel data regression models
Mazzanti, Massimiliano
;
Musolesi, Antonio
-
2020
-
Revised version
Persistent link: https://www.econbiz.de/10012317932
Saved in:
8
Estimation of panel vector autoregression in stata : a package of programs
Abrigo, Michael Ralph M.
;
Love, Inessa
-
2016
Persistent link: https://www.econbiz.de/10011450149
Saved in:
9
Testing cross-sectional correlation in large panel data models with serial correlation
Baltagi, Badi H.
;
Kao, Chihwa
;
Bin, Peng
-
2016
Persistent link: https://www.econbiz.de/10011687485
Saved in:
10
Testing for instability in covariance structures
Kao, Chihwa
;
Trapani, Lorenzo
;
Urga, Giovanni
-
2016
Persistent link: https://www.econbiz.de/10011687504
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