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subject:"Prognoseverfahren"
subject:"Theorie"
~accessRights:"restricted"
~person:"Bai, Jushan"
~subject:"Panel study"
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Prognoseverfahren
Theorie
Panel study
Estimation theory
12
Schätztheorie
12
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8
Factor analysis
5
Faktorenanalyse
5
Cross-sectional correlation
3
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3
Maximum likelihood estimation
3
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3
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Analysis of variance
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Econometrics
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Bai, Jushan
Baltagi, Badi H.
20
Gao, Jiti
11
Lee, Lung-fei
10
Su, Liangjun
10
Zhou, Qiankun
10
Cai, Zongwu
9
Hsiao, Cheng
9
Westerlund, Joakim
9
Kumar, Dilip
8
Peng, Bin
8
Li, Kunpeng
7
Marcellino, Massimiliano
7
Kao, Chihwa
6
Kumbhakar, Subal
6
Shang, Han Lin
6
Zhang, Yonghui
6
Ando, Tomohiro
5
Han, Chirok
5
Kapetanios, George
5
Karabiyik, Hande
5
Koop, Gary
5
Liu, Long
5
Okui, Ryo
5
Pesaran, M. Hashem
5
Robinson, Peter M.
5
Taylor, James W.
5
Wooldridge, Jeffrey M.
5
Yang, Zhenlin
5
Yu, Jihai
5
Zhang, Xinyu
5
Abadie, Alberto
4
Andersen, Torben
4
Arellano, Manuel
4
Bresson, Georges
4
Demetrescu, Matei
4
Fang, Ying
4
Fosten, Jack
4
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4
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Journal of econometrics
4
Annual review of economics
1
Econometric reviews
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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ECONIS (ZBW)
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1
Factor-based imputation of missing values and covariances in panel data of large dimensions
Cahan, Ercument
;
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 113-131
Persistent link: https://www.econbiz.de/10014340963
Saved in:
2
Large-scale generalized linear models for longitudinal data with grouped patterns of unobserved heterogeneity
Ando, Tomohiro
;
Bai, Jushan
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 983-994
Persistent link: https://www.econbiz.de/10014448483
Saved in:
3
Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity
Ando, Tomohiro
;
Bai, Jushan
;
Li, Kunpeng
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 20-38
Persistent link: https://www.econbiz.de/10013441911
Saved in:
4
Feasible generalized least squares for panel data with cross-sectional and serial correlations
Bai, Jushan
;
Choi, Sung Hoon
;
Liao, Yuan
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
1
,
pp. 309-326
Persistent link: https://www.econbiz.de/10012488925
Saved in:
5
Dynamic spatial panel data models with common shocks
Bai, Jushan
;
Li, Kunpeng
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 134-160
Persistent link: https://www.econbiz.de/10013275367
Saved in:
6
Selecting the regularization parameters in high-dimensional panel data models : consistency and efficiency
Ando, Tomohiro
;
Bai, Jushan
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 183-211
Persistent link: https://www.econbiz.de/10012038541
Saved in:
7
Inferences in panel data with interactive effects using large covariance matrices
Bai, Jushan
;
Liao, Yuan
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 59-78
Persistent link: https://www.econbiz.de/10011897698
Saved in:
8
Econometric analysis of large factor models
Bai, Jushan
;
Wang, Peng
- In:
Annual review of economics
8
(
2016
),
pp. 53-80
Persistent link: https://www.econbiz.de/10011743160
Saved in:
9
A simple new test for slope homogeneity in panel data models with interactive effects
Ando, Tomohiro
;
Bai, Jushan
- In:
Economics letters
136
(
2015
),
pp. 112-117
Persistent link: https://www.econbiz.de/10011435963
Saved in:
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