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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"Applied economics letters"
~subject:"ARCH model"
~subject:"Maximum likelihood estimation"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Panel study
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Maximum likelihood estimation
Estimation theory
198
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198
Estimation
55
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50
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Hayakawa, Kazuhiko
2
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Applied economics letters
Journal of econometrics
304
Economics letters
149
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
103
Econometric reviews
100
Discussion paper / Tinbergen Institute
71
Econometric theory
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The econometrics journal
68
CEMMAP working papers / Centre for Microdata Methods and Practice
53
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42
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Econometrics : open access journal
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Quasi-Monte Carlo application in CGE systematic sensitivity analysis
Chatzivasileiadis, Theodoros
- In:
Applied economics letters
25
(
2018
)
21
,
pp. 1521-1526
Persistent link: https://www.econbiz.de/10012138045
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12
Income and democracy : dynamic misspecification due to the presence of serial correlation
Paleologou, Suzanna-Maria
- In:
Applied economics letters
25
(
2018
)
10
,
pp. 698-701
Persistent link: https://www.econbiz.de/10012129801
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13
A simple approximation to the average effect of the treatment on the treated in panel settings with selective enrolment
Gardner, John Ryan
- In:
Applied economics letters
25
(
2018
)
11
,
pp. 785-790
Persistent link: https://www.econbiz.de/10012129853
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14
Spatial analysis of municipal water demand : a panel data approach
O'Donnell, Michael
;
Berrens, Robert P.
- In:
Applied economics letters
25
(
2018
)
16
,
pp. 1157-1160
Persistent link: https://www.econbiz.de/10012134892
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15
Re-examining the economic determinants of alcohol consumption in Canada : controlling for the presence of common correlated effects
Stevens, Jason
;
Childs, Jason
- In:
Applied economics letters
24
(
2017
)
16
,
pp. 1177-1180
Persistent link: https://www.econbiz.de/10011852375
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16
GMM estimation of panel data models with time-varying slope coefficients
Sato, Yoshihiro
;
Söderbom, Måns
- In:
Applied economics letters
24
(
2017
)
21
,
pp. 1511-1518
Persistent link: https://www.econbiz.de/10011853443
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17
Estimating three-dimensional nonlinear panel data models with interactive effects
Ye, Xiaoqing
;
Wu, Xiangjun
- In:
Applied economics letters
24
(
2017
)
10/12
,
pp. 708-712
Persistent link: https://www.econbiz.de/10011714159
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18
Finite-sample size distortion of the AESTAR unit root test : GARCH, corrected variance-covariance matrix estimators and adjusted critical values
Cook, Steven
- In:
Applied economics letters
23
(
2016
)
4/6
,
pp. 318-323
Persistent link: https://www.econbiz.de/10011430513
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19
Impulse response analysis in a misspecified DSGE model : a comparison of full and limited information techniques
Giesen, Sebastian
;
Scheufele, Rolf
- In:
Applied economics letters
23
(
2016
)
1/3
,
pp. 162-166
Persistent link: https://www.econbiz.de/10011414505
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20
Gravity model estimation : fixed effects vs. random intercept Poisson pseudo-maximum likelihood
Prehn, Sören
;
Brümmer, Bernhard
;
Glauben, Thomas
- In:
Applied economics letters
23
(
2016
)
10/12
,
pp. 761-764
Persistent link: https://www.econbiz.de/10011628526
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