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type_genre:"Aufsatz im Buch"
subject:"Panel study"
~subject:"Stochastic process"
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The Oxford handbook of panel data
7
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
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Advanced Mathematical Methods for Economic Efficiency Analysis : Theory and Empirical Applications
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Beschäftigungsanalysen mit den Daten des IAB-Betriebspanels : Tagungsband ; Beiträge zum Workshop des IAB und IWH 2005
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Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
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Crisis, credit and resource misallocation : evidence from Europe during the Great Recession : 1st Policy Research Conference of the European Central Banking Network
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Data envelopment analysis in the service sector
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ECONIS (ZBW)
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1
Asymptotic properties of the least squares estimator in local to unity processes with fractional Gaussian noise
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 73-95)
.
2023
Persistent link: https://www.econbiz.de/10014313249
Saved in:
2
A sequential test for a unit root in monitoring a p-th order autoregressive process
Hitomi, Kohtaro
;
Nagai, Keiji
;
Nishiyama, Yoshihiko
; …
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 115-153)
.
2023
Persistent link: https://www.econbiz.de/10014313472
Saved in:
3
Maximum likelihood estimation of dynamic panel data models with interactive effects : quasi-differencing over time or across ndividuals?
Hsiao, Cheng
;
Zhou, Qiankun
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 353-384)
.
2023
Persistent link: https://www.econbiz.de/10014315463
Saved in:
4
A hierarchical panel data model for the estimation of stochastic metafrontiers : computational issues and an empirical application
Amsler, Christine Elaine
;
Chen, Yi Yi
;
Schmidt, Peter
; …
- In:
Advanced Mathematical Methods for Economic Efficiency …
,
(pp. 183-195)
.
2023
Persistent link: https://www.econbiz.de/10014316966
Saved in:
5
A panel data model with generalized higher-order network effects
Baltagi, Badi H.
;
Ding, Sophia
;
Egger, Peter
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 9-35)
.
2022
Persistent link: https://www.econbiz.de/10013192859
Saved in:
6
Backward mean transformation in panel data with predetermined regressors
Juodis, Artūras
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 103-143)
.
2022
Persistent link: https://www.econbiz.de/10013193940
Saved in:
7
Robust dynamic panel data models using ε-contamination
Baltagi, Badi H.
;
Bresson, Georges
;
Chaturvedi, Anoop
; …
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 307-336)
.
2022
Persistent link: https://www.econbiz.de/10013194595
Saved in:
8
Correction for the asymptotical bias of the Arellano-Bond type GMM estimation of dynamic panel models
Zhang, Yonghui
;
Zhou, Qiankun
- In:
Essays in honor of Cheng Hsiao
,
(pp. 1-24)
.
2020
Persistent link: https://www.econbiz.de/10012249347
Saved in:
9
Reliability estimation for a stochastic production system with finite buffer storage by a simulation approach
Chang, Ping-Chen
- In:
Reliability and quality management in stochastic systems
,
(pp. 119-133)
.
2019
Persistent link: https://www.econbiz.de/10012030108
Saved in:
10
Estimation and testing of nonparametric panel data models: applications for worldwide production function
Uyar, Sinem Guler Kangalli
- In:
Selected topics in applied econometrics
,
(pp. 116-137)
.
2019
Persistent link: https://www.econbiz.de/10012286976
Saved in:
11
A simple efficient moment-based estimator for the stochastic volatility model
Ahsan, Nazmul
;
Dufour, Jean-Marie
-
2019
Persistent link: https://www.econbiz.de/10012244154
Saved in:
12
Stein-like shrinkage estimation of panel data models with common correlated effects
Huang, Bai
;
Lee, Tae-hwy
;
Ullah, Aman
-
2019
Persistent link: https://www.econbiz.de/10012244158
Saved in:
13
Estimation and applications of quantile regression for binary longitudinal data
Rahman, Mohammad Arshad
;
Vossmeyer, Angela
-
2019
Persistent link: https://www.econbiz.de/10012244175
Saved in:
14
The efficiency of banks’ credit portfolio allocation : an application of kernel density estimation on a panel of Albanian banking system data
Tanku, Altin
;
Dushku, Elona
;
Ceca, Kliti
- In:
Crisis, credit and resource misallocation : evidence …
,
(pp. 171-203)
.
2017
Persistent link: https://www.econbiz.de/10011643699
Saved in:
15
Analysis of global competitiveness using copula-based stochastic frontier kink model
Paravee Maneejuk
;
Woraphon Yamaka
;
Songsak Sriboonchitta
- In:
Robustness in econometrics
,
(pp. 543-559)
.
2017
Persistent link: https://www.econbiz.de/10011801844
Saved in:
16
Robust panel data methods and influential observations
Baltagi, Badi H.
;
Bresson, Georges
- In:
The Oxford handbook of panel data
,
(pp. 418-450)
.
2015
Persistent link: https://www.econbiz.de/10010472596
Saved in:
17
Nonparametric panel data regression models
Sun, Yiguo
;
Zhang, Yu Yvette
;
Li, Qi
- In:
The Oxford handbook of panel data
,
(pp. 285-324)
.
2015
Persistent link: https://www.econbiz.de/10010472601
Saved in:
18
Panel conditional and multinomial logit estimators
Lee, Myoung-jae
- In:
The Oxford handbook of panel data
,
(pp. 202-232)
.
2015
Persistent link: https://www.econbiz.de/10010472604
Saved in:
19
Unbalanced panel data models with interactive effects
Bai, Jushan
;
Liao, Yuan
;
Yang, Jisheng
- In:
The Oxford handbook of panel data
,
(pp. 149-170)
.
2015
Persistent link: https://www.econbiz.de/10010472606
Saved in:
20
Nonparametric Panel Data Regression Models
Sun, Yiguo
;
Zhang, Yu Yvette
;
Li, Qi
- In:
The Oxford handbook of panel data
.
2015
Persistent link: https://www.econbiz.de/10013476541
Saved in:
21
Panel Conditional and Multinomial Logit Estimators
Lee, Myoung-jae
- In:
The Oxford handbook of panel data
.
2015
Persistent link: https://www.econbiz.de/10013476543
Saved in:
22
Robust Panel Data Methods and Influential Observations
Baltagi, Badi H.
;
Bresson, Georges
- In:
The Oxford handbook of panel data
.
2015
Persistent link: https://www.econbiz.de/10013476550
Saved in:
23
A series approximation of the bias in nonlinear panel data models with fixed effects
Chavleishvili, Sulkhan
- In:
Essays in econometrics
,
(pp. 61-86)
.
2014
Persistent link: https://www.econbiz.de/10011283928
Saved in:
24
Test of hypotheses in a time trend panel data model with serially correlated error component disturbances
Baltagi, Badi H.
;
Kao, Chihwa
;
Liu, Long
- In:
Essays in honor of Peter C. B. Phillips
,
(pp. 347-394)
.
2014
Persistent link: https://www.econbiz.de/10010442857
Saved in:
25
Mean average estimation of dynamic panel models with nonstationary initial condition
Chao, John C.
;
Kim, Myungsup
;
Sul, Donggyu
- In:
Essays in honor of Peter C. B. Phillips
,
(pp. 241-279)
.
2014
Persistent link: https://www.econbiz.de/10010442864
Saved in:
26
Inference in two-step panel data models with time-invariant regressors : bootstrap versus analytic estimators
Atkinson, Scott Estes
;
Cornwell, Christopher Mark
- In:
Festschrift in honor of Peter Schmidt : econometric …
,
(pp. 103-124)
.
2014
Persistent link: https://www.econbiz.de/10011558987
Saved in:
27
Large-N and large-T properties of panel data estimators and the Hausman test
Ahn, Seung Chan
;
Moon, Hyungsik Roger
- In:
Festschrift in honor of Peter Schmidt : econometric …
,
(pp. 219-258)
.
2014
Persistent link: https://www.econbiz.de/10011559021
Saved in:
28
A test for strict stationarity
Lima, Luiz Renato
;
Néri, Breno de Andrade Pinheiro
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 17-30)
.
2013
Persistent link: https://www.econbiz.de/10009711170
Saved in:
29
Analyzing repeated-game economics experiments : robust standard errors for panel data with serial correlation
Vossler, Christian Allen
- In:
Handbook on experimental economics and the environment
,
(pp. 89-112)
.
2013
Persistent link: https://www.econbiz.de/10009717861
Saved in:
30
Realized volatility and correlation estimators under non-Gaussian microstructure noise
Safari, Amir
;
Sun, Wei
;
Seese, Detlef G.
;
Račev, …
-
2012
Persistent link: https://www.econbiz.de/10009579904
Saved in:
31
On the estimation and testing of fixed effects panel data models with weak instruments
Baltagi, Badi H.
;
Kao, Chihwa
;
Liu, Long
- In:
30th anniversary edition
,
(pp. 199-235)
.
2012
Persistent link: https://www.econbiz.de/10009711980
Saved in:
32
Nonparametric methods for volatility density estimation
Es, Bert van
;
Spreij, Peter
;
Zanten, Harry van
- In:
Advanced mathematical methods for finance
,
(pp. 293-312)
.
2011
Persistent link: https://www.econbiz.de/10008991285
Saved in:
33
The early years of panel data econometrics
Dupont-Kieffer, Ariane
;
Pirotte, Alain
- In:
Histories on econometrics
,
(pp. 258-282)
.
2011
Persistent link: https://www.econbiz.de/10009749548
Saved in:
34
Recent developments in semiparametric and nonparametric estimation of panel data models with incomplete information : a selected review
Zhang, Yu Yvette
;
Li, Qi
;
Li, Dong
-
2011
Persistent link: https://www.econbiz.de/10009693823
Saved in:
35
Nonparametric and semiparametric panel econometric models : estimation and testing
Su, Liangjun
;
Ullah, Aman
- In:
Handbook of empirical economics and finance
,
(pp. 455-497)
.
2011
Persistent link: https://www.econbiz.de/10009130109
Saved in:
36
A unified estimation approach for spatial dynamic panel data models : stability, spatial co-integration, and explosive roots
Lee, Lung-fei
;
Yu, Jihai
- In:
Handbook of empirical economics and finance
,
(pp. 397-434)
.
2011
Persistent link: https://www.econbiz.de/10009130112
Saved in:
37
Estimating mixed frequency data : stochastic interpolation with preserved covariance structure
Trovik, Tørres G.
;
Kane-Janus, Couro
- In:
Interest rate models, asset allocation and quantitative …
,
(pp. 325-336)
.
2010
Persistent link: https://www.econbiz.de/10003940954
Saved in:
38
Inference for stochastic processes
Jacod, Jean
-
2010
Persistent link: https://www.econbiz.de/10003900783
Saved in:
39
Estimating mixed frequency data : stochastic interpolation with preserved covariance structure
Trovik, Tørres G.
;
Kane-Janus, Couro
- In:
Interest rate models, asset allocation and quantitative …
,
(pp. 325-336)
.
2010
Persistent link: https://www.econbiz.de/10008746598
Saved in:
40
Semiparametric estimation of fixed-effects panel data varying coefficient models
Sun, Yiguo
;
Carroll, Raymond J.
;
Li, Dingding
- In:
Nonparametric econometric methods
,
(pp. 101-129)
.
2010
Persistent link: https://www.econbiz.de/10009377104
Saved in:
41
Realized volatility and correlation estimators under non-Gaussian microstructure noise
Safari, Amir
;
Sun, Wei
;
Seese, Detlef G.
;
Račev, …
- In:
Economic dynamics : theory, games and empirical studies
,
(pp. 171-197)
.
2009
Persistent link: https://www.econbiz.de/10003867880
Saved in:
42
Moment-based estimation of stochastic volatility models
Renault, Eric
- In:
Handbook of financial time series
,
(pp. 269-311)
.
2009
Persistent link: https://www.econbiz.de/10003833955
Saved in:
43
Parameter estimation and practical aspects of modeling stochastic volatility
Jungbacker, Borus
;
Koopman, Siem Jan
- In:
Handbook of financial time series
,
(pp. 313-344)
.
2009
Persistent link: https://www.econbiz.de/10003833957
Saved in:
44
Multivariate stochastic volatility
Chib, Siddhartha
;
Omori, Yasuhiro
;
Asai, Manabu
- In:
Handbook of financial time series
,
(pp. 365-400)
.
2009
Persistent link: https://www.econbiz.de/10003833972
Saved in:
45
Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.
;
Yu, Jun
- In:
Handbook of financial time series
,
(pp. 497-530)
.
2009
Persistent link: https://www.econbiz.de/10003834176
Saved in:
46
Parametric inference for discretely sampled stochastic differential equations
Sørensen, Michael
- In:
Handbook of financial time series
,
(pp. 531-553)
.
2009
Persistent link: https://www.econbiz.de/10003834179
Saved in:
47
Improved estimation strategy in multi-factor Vasicek model
Ahmed, S. Ejaz
;
Nkurunziza, Sévérien
;
Liu, Shuangzhe
- In:
Statistical inference, econometric analysis and matrix …
,
(pp. 255-270)
.
2009
Persistent link: https://www.econbiz.de/10003781036
Saved in:
48
Imputation and inference in the presence of missing data
Haziza, David
-
2009
Persistent link: https://www.econbiz.de/10003878858
Saved in:
49
A closed-form approximation of likelihood functions for discretely sampled diffusions : the exponent expansion
Capriotti, Luca
- In:
New econometric modelling research
,
(pp. 187-215)
.
2008
Persistent link: https://www.econbiz.de/10003694090
Saved in:
50
Error components models
Baltagi, Badi H.
;
Mátyás, László
;
Sevestre, Patrick
- In:
The econometrics of panel data : fundamentals and …
,
(pp. 49-87)
.
2008
Persistent link: https://www.econbiz.de/10003714804
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