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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"Econometric theory"
~subject:"Heteroscedasticity"
~subject:"Panel"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Panel study
Heteroscedasticity
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Estimation theory
728
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728
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Phillips, Peter C. B.
9
Chan, Ngai Hang
5
Johansen, Søren
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Leybourne, Stephen James
4
Peng, Liang
4
Sun, Yixiao
4
Cavaliere, Giuseppe
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Grégoir, Stéphane
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Jong, Robert M. de
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Politis, Dimitris N.
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Saikkonen, Pentti
3
Seo, Won-Ki
3
Su, Liangjun
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Taylor, Robert
3
Velasco, Carlos
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Vogelsang, Timothy J.
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Zhang, Rongmao
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2
Chao, John C.
2
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Chen, Xiaohong
2
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2
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2
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Hahn, Jinyong
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Han, Chirok
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Hayakawa, Kazuhiko
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Hidalgo, Javier
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2
Horváth, Lajos
2
Inoue, Atsushi
2
Jin, Sainan
2
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2
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509
Economics letters
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208
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129
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98
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ECONIS (ZBW)
196
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1
Second-order bias reduction for nonlinear panel data models with fixed effects based on expected quantities
Schumann, Martin
- In:
Econometric theory
39
(
2023
)
4
,
pp. 693-736
Persistent link: https://www.econbiz.de/10014342248
Saved in:
2
Cointegration and representation of cointegrated autoregressive processes in Banach spaces
Seo, Won-Ki
- In:
Econometric theory
39
(
2023
)
4
,
pp. 737-788
Persistent link: https://www.econbiz.de/10014342259
Saved in:
3
Adaptation for nonparametric estimators of locally stationary processes
Dahlhaus, Rainer
;
Richter, Stefan
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1123-1153
Persistent link: https://www.econbiz.de/10014465367
Saved in:
4
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
5
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
6
Identification robust inference for moments-based analysis of linear dynamic panel data models
Bun, Maurice J. G.
;
Kleibergen, Frank
- In:
Econometric theory
38
(
2022
)
4
,
pp. 689-751
Persistent link: https://www.econbiz.de/10013366924
Saved in:
7
Two-step estimation of quantile panel data models with interactive fixed effects
Chen, Liang
- In:
Econometric theory
40
(
2024
)
2
,
pp. 419-446
Persistent link: https://www.econbiz.de/10014485255
Saved in:
8
Testing for strict stationarity via the discrete fourier transform
Fu, Zhonghao
;
Gao, Shang
;
Su, Liangjun
;
Wang, Xia
- In:
Econometric theory
40
(
2024
)
3
,
pp. 511-557
Persistent link: https://www.econbiz.de/10015055106
Saved in:
9
Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data
Otto, Sven
;
Breitung, Jörg
- In:
Econometric theory
39
(
2023
)
4
,
pp. 659-692
Persistent link: https://www.econbiz.de/10014342231
Saved in:
10
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
39
(
2023
)
5
,
pp. 1067-1092
Persistent link: https://www.econbiz.de/10014436596
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