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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"Econometric reviews"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Panel study
Maximum-Likelihood-Schätzung
Volatility
Estimation theory
437
Schätztheorie
437
Theorie
131
Theory
131
Time series analysis
87
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Baltagi, Badi H.
9
Maasoumi, Esfandiar
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3
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2
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2
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2
Lechner, Michael
2
Lee, Lung-fei
2
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2
Su, Liangjun
2
Sun, Yiguo
2
Tran, Kien C.
2
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Wagner, Martin
2
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1
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Econometric reviews
Journal of econometrics
363
Economics letters
149
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
117
Discussion paper / Tinbergen Institute
78
The econometrics journal
64
CEMMAP working papers / Centre for Microdata Methods and Practice
54
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International journal of forecasting
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Journal of empirical finance
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Oxford bulletin of economics and statistics
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41
The asymptotic covariance matrix of the QMLE in ARMA models
Bao, Yong
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 309-324
Persistent link: https://www.econbiz.de/10012038710
Saved in:
42
Estimation of factor-augmented panel regressions with weakly influential factors
Reese, Simon
;
Westerlund, Joakim
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 401-465
Persistent link: https://www.econbiz.de/10012039354
Saved in:
43
Testing for sphericity in a two-way error components panel data model
Mao, Guangyu
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 491-506
Persistent link: https://www.econbiz.de/10012039375
Saved in:
44
Robust parametric tests of constant conditional correlation in a MGARCH model
Shadat, Wasel
;
Orme, Chris D.
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 551-576
Persistent link: https://www.econbiz.de/10012039397
Saved in:
45
Asymptotics and bootstrap for random-effects panel data transformation models
Su, Liangjun
;
Yang, Zhenlin
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 602-625
Persistent link: https://www.econbiz.de/10012040397
Saved in:
46
First difference transformation in panel VAR models : robustness, estimation, and inference
Juodis, Artūras
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 650-693
Persistent link: https://www.econbiz.de/10012040399
Saved in:
47
Maximum simulated likelihood estimation of the panel sample selection model
Lai, Hung-Pin
;
Tsay, Wen-jen
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 744-759
Persistent link: https://www.econbiz.de/10012040407
Saved in:
48
More efficient local polynomial regression with random-effects panel data models
Yang, Ke
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 760-776
Persistent link: https://www.econbiz.de/10012040410
Saved in:
49
Fixed T dynamic panel data estimators with multifactor errors
Juodis, Artūras
;
Sarafidis, Vasilis
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 893-929
Persistent link: https://www.econbiz.de/10012040421
Saved in:
50
A modified confidence set for the structural break date in linear regression models
Yamamoto, Yohei
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 974-999
Persistent link: https://www.econbiz.de/10012040525
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