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subject:"Panel study"
subject:"Querschnittsanalyse"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Maximum-Likelihood-Schätzung"
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Search: subject_exact:"Estimation theory"
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Panel study
Querschnittsanalyse
Maximum-Likelihood-Schätzung
Estimation theory
1,039
Schätztheorie
1,039
Theorie
329
Theory
329
Time series analysis
227
Zeitreihenanalyse
227
Nichtparametrisches Verfahren
192
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Estimation
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49
Simulation
48
Maximum likelihood estimation
47
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44
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44
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44
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44
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Baltagi, Badi H.
10
Gao, Jiti
5
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4
Lee, Lung-fei
4
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3
Breitung, Jörg
3
Kao, Chihwa
3
Kumbhakar, Subal
3
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3
Su, Liangjun
3
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3
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3
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3
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2
Bai, Jushan
2
Bartolucci, Francesco
2
Bun, Maurice J. G.
2
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2
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2
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2
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2
Everaert, Gerdie
2
Fang, Ying
2
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2
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2
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2
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2
Tran, Kien C.
2
Tsionas, Efthymios G.
2
Wagner, Martin
2
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2
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Econometric reviews
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
226
Economics letters
112
CEMMAP working papers / Centre for Microdata Methods and Practice
48
The econometrics journal
45
Discussion paper / Tinbergen Institute
42
Discussion paper series / IZA
37
CESifo working papers
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Econometric theory
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28
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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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European journal of operational research : EJOR
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Journal of applied econometrics
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Journal of econometric methods
11
Journal of risk and financial management : JRFM
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1
Estimation of panel data models with random interactive effects and multiple structural breaks when T is fixed
Kaddoura, Yousef
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 778-790
Persistent link: https://www.econbiz.de/10014448434
Saved in:
2
A robust approach to heteroscedasticity, error serial correlation and slope heterogeneity in linear models with interactive effects for large panel data
Cui, Guowei
;
Hayakawa, Kazuhiko
;
Nagata, Shuichi
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 862-875
Persistent link: https://www.econbiz.de/10014448451
Saved in:
3
Panel cointegrating polynomial regressions : group-mean fully modified OLS estimation and inference
Wagner, Martin
;
Reichold, Karsten
- In:
Econometric reviews
42
(
2023
)
4
,
pp. 358-392
Persistent link: https://www.econbiz.de/10014305520
Saved in:
4
Random autoregressive models : a structured overview
Regis, Marta
;
Serra, Paulo
;
Heuvel, Edwin R. van den
- In:
Econometric reviews
41
(
2022
)
2
,
pp. 207-230
Persistent link: https://www.econbiz.de/10013167604
Saved in:
5
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
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6
Testing for trend specifications in panel data models
Wu, Jilin
;
Song, Xiaojun
;
Xiao, Zhijie
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 453-466
Persistent link: https://www.econbiz.de/10014448241
Saved in:
7
QML and efficient GMM estimation of spatial autoregressive models with dominant (popular) units
Lee, Lung-fei
;
Yang, Chao
;
Yu, Jihai
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 550-562
Persistent link: https://www.econbiz.de/10014448355
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8
Composite likelihood estimation of an autoregressive panel ordered probit model with random effects
Tuzcuoglu, Kerem
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 593-607
Persistent link: https://www.econbiz.de/10014448376
Saved in:
9
Simultaneous spatial panel data models with common shocks
Lu, Lina
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 608-623
Persistent link: https://www.econbiz.de/10014448377
Saved in:
10
Bootstrapping two-stage quasi-maximum likelihood estimators of time series models
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Patton, Andrew J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 683-694
Persistent link: https://www.econbiz.de/10014448421
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