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subject:"Schätztheorie"
subject:"Panel"
~isPartOf:"Oxford bulletin of economics and statistics"
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Schätztheorie
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Banerjee, Anindya
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Cheung, Yin-Wong
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Oxford bulletin of economics and statistics
Journal of econometrics
452
Economics letters
443
Econometric theory
302
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
258
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218
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174
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157
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139
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125
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96
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96
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94
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90
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86
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84
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48
Journal of forecasting
47
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44
Journal of the Royal Statistical Society
41
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Journal of productivity analysis
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ECONIS (ZBW)
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1
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
5
,
pp. 1023-1047
Persistent link: https://www.econbiz.de/10014362883
Saved in:
2
Measuring poverty dynamics with synthetic panels based on repeated cross sections
Dang, Hai-Anh H.
;
Lanjouw, Peter
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
3
,
pp. 599-622
Persistent link: https://www.econbiz.de/10014304435
Saved in:
3
Seemingly unrelated regression estimation for VAR models with explosive roots
Chen, Ye
;
Li, Jian
;
Li, Qiyuan
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
4
,
pp. 910-937
Persistent link: https://www.econbiz.de/10014362879
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4
Heteroskedasticity-robust standard errors for dynamic panel data models with fixed effects
Han, Chirok
;
Kim, Hyoungjong
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
5
,
pp. 1135-1155
Persistent link: https://www.econbiz.de/10014362891
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5
Complete theory for CCE under heterogeneous slopes and general unknown factors
Stauskas, Ovidijus
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
2
,
pp. 283-303
Persistent link: https://www.econbiz.de/10014304380
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6
To pool or not to pool : revisited
Pesaran, M. Hashem
;
Zhou, Qiankun
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
2
,
pp. 185-217
Persistent link: https://www.econbiz.de/10011969522
Saved in:
7
Outlier detection in the lognormal logarithmic conditional autoregressive range model
Chiang, Min-Hsien
;
Chou, Ray Yeutien
;
Wang, Li-Min
- In:
Oxford bulletin of economics and statistics
78
(
2016
)
1
,
pp. 126-144
Persistent link: https://www.econbiz.de/10011494656
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8
Testing for exogeneity in cointegrated panels
Trapani, Lorenzo
- In:
Oxford bulletin of economics and statistics
77
(
2015
)
4
,
pp. 475-494
Persistent link: https://www.econbiz.de/10011383830
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9
A partially heterogeneous framework for analyzing panel data
Sarafidis, Vasilis
;
Weber, Neville C.
- In:
Oxford bulletin of economics and statistics
77
(
2015
)
2
,
pp. 274-296
Persistent link: https://www.econbiz.de/10011384014
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10
On the applicability of the sieve bootstrap in time series panels
Smeekes, Stephan
;
Urbain, Jean-Pierre
- In:
Oxford bulletin of economics and statistics
76
(
2014
)
1
,
pp. 139-151
Persistent link: https://www.econbiz.de/10010439608
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11
Truncated product methods for panel unit root tests
Sheng, Xuguang
;
Yang, Jingyun
- In:
Oxford bulletin of economics and statistics
75
(
2013
)
4
,
pp. 624-636
Persistent link: https://www.econbiz.de/10010208947
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12
Simplified implementation of the Heckman estimator of the dynamic probit model and a comparison with alternative estimators
Arulampalam, Wiji
;
Stewart, Mark B.
- In:
Oxford bulletin of economics and statistics
71
(
2009
)
5
,
pp. 659-681
Persistent link: https://www.econbiz.de/10003875189
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13
Variance estimation for generalized entropy and Atkinson inequality indices : the complex survey data case
Biewen, Martin
;
Jenkins, Stephen
- In:
Oxford bulletin of economics and statistics
68
(
2006
)
3
,
pp. 371-383
Persistent link: https://www.econbiz.de/10003327366
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14
Cross-sectional dependency and size distortion in a small-sample homogeneous panel data unit root test
Jönsson, Kristian
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
3
,
pp. 369-392
Persistent link: https://www.econbiz.de/10002845629
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15
Correcting standard errors in two-stage estimation procedures with generated regressands
Dumont, Michel
;
Rayp, Glenn
;
Thas, Olivier
;
Willemé, Peter
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
3
,
pp. 421-433
Persistent link: https://www.econbiz.de/10002845689
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16
Practical problems with reduced-rank ML estimators for cointegration parameters and a simple alternative
Brüggemann, Ralf
;
Lütkepohl, Helmut
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
5
,
pp. 673-690
Persistent link: https://www.econbiz.de/10003142844
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17
Prewhitening bias in HAC estimation
Sul, Donggyu
;
Phillips, Peter C. B.
;
Choi, Chi-young
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
4
,
pp. 517-546
Persistent link: https://www.econbiz.de/10003020807
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18
Inference of seasonal cointegration : Gaussian reduced rank estimation and tests for various types of cointegration
Ahn, Sung K.
;
Cho, Sinsup
;
Seong, B. Chan
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
2
,
pp. 261-284
Persistent link: https://www.econbiz.de/10002069785
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19
Calculating a standard error for the Gini coefficient : some further results
Giles, David E. A.
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
3
,
pp. 425-433
Persistent link: https://www.econbiz.de/10002139187
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20
Weak identification of forward-looking models in monetary economics
Mavroeidis, Sophocles
- In:
Oxford bulletin of economics and statistics
66
(
2004
),
pp. 609-635
Persistent link: https://www.econbiz.de/10002243085
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21
The effects of consumption variability on saving : evidence from a panel of Muscovite households
Guariglia, Alessandra
;
Kim, Byung-Yeon
- In:
Oxford bulletin of economics and statistics
65
(
2003
)
3
,
pp. 357-377
Persistent link: https://www.econbiz.de/10001822169
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22
Cointegration vector estimation by panel DOLS and long-run money demand
Mark, Nelson C.
;
Sul, Donggyu
- In:
Oxford bulletin of economics and statistics
65
(
2003
)
5
,
pp. 655-680
Persistent link: https://www.econbiz.de/10001839670
Saved in:
23
Series-specific unit root tests with panel data
Boucher Breuer, Janice
;
McNown, Robert F.
;
Wallace, …
- In:
Oxford bulletin of economics and statistics
64
(
2002
)
5
,
pp. 527-546
Persistent link: https://www.econbiz.de/10001741991
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24
Forecast bias and MSFE encompassing
Marcellino, Massimiliano
- In:
Oxford bulletin of economics and statistics
62
(
2000
)
4
,
pp. 533-542
Persistent link: https://www.econbiz.de/10001522147
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25
A method to calculate the jackknife variance estimator for the Gini coefficient
Karagiannis, Elias
;
Kovacevic, Milorad
- In:
Oxford bulletin of economics and statistics
62
(
2000
)
1
,
pp. 119-122
Persistent link: https://www.econbiz.de/10001481873
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26
A convenient method of computing the Gini index and its standard error
Ogwang, Tomson
- In:
Oxford bulletin of economics and statistics
62
(
2000
)
1
,
pp. 123-129
Persistent link: https://www.econbiz.de/10001481881
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27
Fertility and the human capital loss of non-participation
Belzil, Christian
;
Hergel, Philip
- In:
Oxford bulletin of economics and statistics
61
(
1999
)
2
,
pp. 153-166
Persistent link: https://www.econbiz.de/10001407298
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28
Diagnostics for IV regressions
Pesaran, M. Hashem
;
Taylor, Larry W.
- In:
Oxford bulletin of economics and statistics
61
(
1999
)
2
,
pp. 255-281
Persistent link: https://www.econbiz.de/10001407321
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29
Near observational equivalence and fractionally integrated processes
Mármol, Francesc
;
Reboredo, Juan Carlos
- In:
Oxford bulletin of economics and statistics
61
(
1999
)
2
,
pp. 283-290
Persistent link: https://www.econbiz.de/10001407326
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30
A new test for structural stability based on recursive residuals
Wright, Jonathan H.
- In:
Oxford bulletin of economics and statistics
61
(
1999
)
1
,
pp. 109-119
Persistent link: https://www.econbiz.de/10001371592
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31
Practitioners corner: a note on the performance of simple specification tests for the Tobit model
Ericson, Peter
;
Hansen, Jörgen
- In:
Oxford bulletin of economics and statistics
61
(
1999
)
1
,
pp. 121-127
Persistent link: https://www.econbiz.de/10001371597
Saved in:
32
Testing for unit roots and cointegration using panel data : theory and applications
Banerjee, Anindya
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10001435644
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33
Panel data unit roots and cointegration : an overview
Banerjee, Anindya
- In:
Oxford bulletin of economics and statistics
61
(
1999
)
4,Suppl.
,
pp. 607-629
Persistent link: https://www.econbiz.de/10001437441
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34
A comparative study of unit root tests with panel data and a new simple test
Maddala, Gangadharrao S.
;
Wu, Shaowen
- In:
Oxford bulletin of economics and statistics
61
(
1999
)
4,Suppl.
,
pp. 631-652
Persistent link: https://www.econbiz.de/10001437529
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35
Critical values for cointegration tests in heterogeneous panels with multiple regressors
Pedroni, Peter Louis
- In:
Oxford bulletin of economics and statistics
61
(
1999
)
4,Suppl.
,
pp. 653-670
Persistent link: https://www.econbiz.de/10001437533
Saved in:
36
Maximum likelihood estimation in panels with incidental trends
Moon, Hyungsik Roger
;
Phillips, Peter C. B.
- In:
Oxford bulletin of economics and statistics
61
(
1999
)
4,Suppl.
,
pp. 711-747
Persistent link: https://www.econbiz.de/10001437552
Saved in:
37
A principal components analysis of common stochastic trends in heterogeneous panel data : some Monte Carlo evidence
Hall, Stephen G.
;
Lazarová, Stěpána
;
Urga, Giovanni
- In:
Oxford bulletin of economics and statistics
61
(
1999
)
4,Suppl.
,
pp. 749-767
Persistent link: https://www.econbiz.de/10001437556
Saved in:
38
Estimating nested count data models
Saha, Atanu
- In:
Oxford bulletin of economics and statistics
59
(
1997
)
3
,
pp. 423-430
Persistent link: https://www.econbiz.de/10001223686
Saved in:
39
The limiting distribution of post-sample stability tests for GMM estimation when the potential break date is unknown
Wright, Jonathan H.
- In:
Oxford bulletin of economics and statistics
59
(
1997
)
2
,
pp. 299-303
Persistent link: https://www.econbiz.de/10001223697
Saved in:
40
Non-parametric regression models of deviations from orthogonality in the expectations theory of the term structure
Campbell, Bryan
- In:
Oxford bulletin of economics and statistics
59
(
1997
)
2
,
pp. 265-284
Persistent link: https://www.econbiz.de/10001223699
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41
Structural breaks in error correction models
Heinesen, Eskil
- In:
Oxford bulletin of economics and statistics
59
(
1997
)
1
,
pp. 187-192
Persistent link: https://www.econbiz.de/10001223723
Saved in:
42
Orthogonality tests in linear models
Ahn, Seung Chan
- In:
Oxford bulletin of economics and statistics
59
(
1997
)
1
,
pp. 183-186
Persistent link: https://www.econbiz.de/10001223724
Saved in:
43
A reduced rank regression approach to tests of asset pricing
Costa, Michele
- In:
Oxford bulletin of economics and statistics
59
(
1997
)
1
,
pp. 163-181
Persistent link: https://www.econbiz.de/10001223725
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44
A reconciliation of some paradoxical empirical results on the expectations model of the term structure
Driffill, John
- In:
Oxford bulletin of economics and statistics
59
(
1997
)
1
,
pp. 29-42
Persistent link: https://www.econbiz.de/10001223732
Saved in:
45
Separation in cointegrated systems and persistent-transitory decompositions
Granger, C. W. J.
- In:
Oxford bulletin of economics and statistics
59
(
1997
)
4
,
pp. 449-463
Persistent link: https://www.econbiz.de/10001230926
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46
Testing for unit roots with breaks : evidence on the great crash and the unit root hypothesis reconsidered
Nunes, Luis C.
- In:
Oxford bulletin of economics and statistics
59
(
1997
)
4
,
pp. 435-448
Persistent link: https://www.econbiz.de/10001230927
Saved in:
47
Frequency domain tests for residual serial correlation in cointegration
Choi, In
- In:
Oxford bulletin of economics and statistics
59
(
1997
)
4
,
pp. 549-562
Persistent link: https://www.econbiz.de/10001234613
Saved in:
48
Testing parameter constancy and super exogeneity in econometric equations
Jansen, Eilev S.
- In:
Oxford bulletin of economics and statistics
58
(
1996
)
4
,
pp. 737-763
Persistent link: https://www.econbiz.de/10001334927
Saved in:
49
Multi-step estimation for forecasting
Clements, Michael P.
- In:
Oxford bulletin of economics and statistics
58
(
1996
)
4
,
pp. 657-684
Persistent link: https://www.econbiz.de/10001334930
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50
A double length regression computation method for the 2SGLS estimator of rational expectations models
Ma, Yue
- In:
Oxford bulletin of economics and statistics
58
(
1996
)
2
,
pp. 423-429
Persistent link: https://www.econbiz.de/10001201673
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