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subject:"Panel"
subject:"Stochastic process"
~isPartOf:"Discussion papers in economics"
~subject:"Regression analysis"
~subject:"Simulation"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Panel
Stochastic process
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Estimation theory
55
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12
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Chen, Jia
2
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2
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1
Bravo, Francesco
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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2
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Discussion papers in economics
CEMMAP working papers / Centre for Microdata Methods and Practice
132
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
77
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76
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69
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53
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53
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42
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36
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35
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
33
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30
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28
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28
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10
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10
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9
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9
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9
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ECONIS (ZBW)
12
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1
Equivalence of alternative specifications of nonlinear panel data models
Simmons, Peter J.
-
2022
Persistent link: https://www.econbiz.de/10014288037
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2
Estimation and inference in heterogeneous spatial panel data models with a multifactor error structure
Chen, Jia
;
Shin, Yongcheol
;
Zheng, Chaowen
-
2020
-
This version: March, 2020
Persistent link: https://www.econbiz.de/10012199405
Saved in:
3
Estimating latent group structure in time-varying coefficient panel data models
Chen, Jia
-
2018
-
Version: October 24, 2018
Persistent link: https://www.econbiz.de/10011941321
Saved in:
4
The Meiselman forward interest rate revision regression as an affine term structure model
Golinski, Adam
;
Spencer, Peter D.
-
2012
Persistent link: https://www.econbiz.de/10009663204
Saved in:
5
Using simulation-based inference with panel data in health economics
Contoyannis, Paul
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001628503
Saved in:
6
Edgeworth expansions in Gaussian autoregression
Marsh, Patrick
-
2000
Persistent link: https://www.econbiz.de/10001541342
Saved in:
7
Empirical liekelihood specification tersting in linear regression models
Bravo, Francesco
-
2000
Persistent link: https://www.econbiz.de/10001527207
Saved in:
8
Moment approximation for least squares estimators in dynamic regression models with a unit root
Kiviet, J. F.
;
Phillips, Garry D. A.
-
1999
Persistent link: https://www.econbiz.de/10001398338
Saved in:
9
Forecasting (LOG) volatility models
Christodoulakis, George A.
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000998647
Saved in:
10
Semi-parametric modelling of the term structure
Bianchi, Marco
;
Orszag, Jonathan Michael
;
Steeley, James M.
-
1997
Persistent link: https://www.econbiz.de/10000956524
Saved in:
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