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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~isPartOf:"Cambridge working papers in economics"
~subject:"Kointegration"
~subject:"Panel"
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Search: subject_exact:"Estimation theory"
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Probability theory
Statistische Methodenlehre
Kointegration
Panel
Estimation theory
63
Schätztheorie
63
Estimation
16
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Panel study
16
Schätzung
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Correlation
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panel data
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Faktorenanalyse
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Method of moments
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Momentenmethode
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Robust statistics
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Robustes Verfahren
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Welt
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fixed effects
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heteroskedasticity
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Pesaran, M. Hashem
8
Jochmans, Koen
5
Chudik, Alexander
3
Linton, Oliver
3
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2
Tosetti, Elisa
2
Verardi, Vincenzo
2
Chen, Jia
1
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1
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1
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1
Onatski, Alexei
1
Pagan, Adrian R.
1
Peseran, Hashem
1
Raissi, Mehdi
1
Robertson, Donald
1
Sarafidis, Vasilis
1
Shiu, Ji-Liang
1
Smith, L. Vanessa
1
Vogt, Michael
1
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1
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Cambridge working papers in economics
Journal of econometrics
268
Economics letters
146
Econometric reviews
112
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
96
Econometric theory
77
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
The econometrics journal
56
Discussion paper / Tinbergen Institute
55
Working paper / Department of Econometrics and Business Statistics, Monash University
44
CEMMAP working papers / Centre for Microdata Methods and Practice
43
Applied economics letters
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Oxford bulletin of economics and statistics
33
Discussion paper series / IZA
32
NBER Working Paper
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CESifo working papers
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Econometrics : open access journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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27
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Statistics in transition : an international journal of the Polish Statistical Association
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CCE estimation of high-dimensional panel data models with interactive fixed effects
Vogt, Michael
;
Walsh, Christopher
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013485021
Saved in:
2
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
Saved in:
3
Semiparametric nonlinear panel data models with measurement error
Linton, Oliver
;
Shiu, Ji-Liang
-
2019
Persistent link: https://www.econbiz.de/10012692254
Saved in:
4
Testing for correlation in error-component models
Jochmans, Koen
-
2019
Persistent link: https://www.econbiz.de/10012692618
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5
twexp and twgravity: estimating exponential regression models with two-way fixed effects
Jochmans, Koen
;
Verardi, Vincenzo
-
2019
Persistent link: https://www.econbiz.de/10012699242
Saved in:
6
xtserialpm: a portmanteau test for serial correlation in a linear panel model
Jochmans, Koen
;
Verardi, Vincenzo
-
2019
Persistent link: https://www.econbiz.de/10012699244
Saved in:
7
Testing correlation in error-component models
Jochmans, Koen
-
2019
-
This version: September 4, 2019
Persistent link: https://www.econbiz.de/10012703301
Saved in:
8
A portmanteau test for correlation in short panels
Jochmans, Koen
-
2018
Persistent link: https://www.econbiz.de/10012672305
Saved in:
9
Extreme canonical correlations and high-dimensional cointegration analysis
Onatski, Alexei
;
Wang, Chen
-
2017
Persistent link: https://www.econbiz.de/10012667643
Saved in:
10
Transformed maximum likelihood estimation of short dynamic panel data models with interactive effects
Hayakawa, Kazuhiko
;
Peseran, Hashem
;
Smith, L. Vanessa
-
2014
Persistent link: https://www.econbiz.de/10010366308
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