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isPartOf:"The American economic review"
subject:"Panel"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Cui, Guowei"
~person:"Linton, Oliver"
~person:"Silvapulle, Mervyn J."
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Estimation theory
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Estimation
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Time series analysis
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Aktienmarkt
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locally stationary process
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Cui, Guowei
Linton, Oliver
Silvapulle, Mervyn J.
Gao, Jiti
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Yang, Yanrong
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Liu, Fei
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Sarafidis, Vasilis
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Feng, Guohua
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Guo, Meihui
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The American economic review
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
4
CEMMAP working papers / Centre for Microdata Methods and Practice
2
Cambridge working papers in economics
2
ISER DP
2
Discussion paper / Institute of Social and Economic Research
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Janeway Institute working paper series
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10012606874
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2
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure
Norkute, Milda
;
Sarafidis, Vasilis
;
Yamagata, Takashi
; …
-
2019
Persistent link: https://www.econbiz.de/10012606743
Saved in:
3
Testing for a structural break in dynamic panel data models with common factors
Zhu, Huanjun
;
Sarafidis, Vasilis
;
Silvapulle, Mervyn J.
; …
-
2015
Persistent link: https://www.econbiz.de/10011781404
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