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subject:"Panel"
subject:"Stochastic process"
~person:"Pesaran, M. Hashem"
~subject:"Cointegration"
~subject:"Statistische Verteilung"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Panel
Stochastic process
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Estimation theory
37
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37
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21
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21
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9
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7
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Pesaran, M. Hashem
Baltagi, Badi H.
37
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31
Su, Liangjun
22
Gao, Jiti
18
Westerlund, Joakim
18
Lee, Lung-fei
16
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14
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12
Yu, Jihai
12
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11
Hayakawa, Kazuhiko
11
Kao, Chihwa
10
Kumbhakar, Subal
10
Linton, Oliver
10
Peng, Bin
10
Pirotte, Alain
10
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10
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9
Paruolo, Paolo
9
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9
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8
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8
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8
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8
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8
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8
Tauchen, George Eugene
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Todorov, Viktor
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Wooldridge, Jeffrey M.
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8
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7
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Chen, Jia
7
Fernández-Val, Iván
7
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7
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Journal of econometrics
3
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2
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
10
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1
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
5
,
pp. 1023-1047
Persistent link: https://www.econbiz.de/10014362883
Saved in:
2
Short T dynamic panel data models with individual, time and interactive effects
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
;
Smith, L. Vanessa
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 940-967
Persistent link: https://www.econbiz.de/10014432201
Saved in:
3
Mean group estimation in presence of weakly cross-correlated estimators
Chudik, Alexander
;
Pesaran, M. Hashem
- In:
Economics letters
175
(
2019
),
pp. 101-105
Persistent link: https://www.econbiz.de/10012121199
Saved in:
4
Estimation of time-invariant effects in static panel data models
Pesaran, M. Hashem
;
Zhou, Qiankun
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 1137-1171
Persistent link: https://www.econbiz.de/10012040544
Saved in:
5
Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
Chudik, Alexander
;
Pesaran, M. Hashem
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 393-420
Persistent link: https://www.econbiz.de/10011503218
Saved in:
6
Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 110-134
Persistent link: https://www.econbiz.de/10011500265
Saved in:
7
Diagnostic tests of cross-section independence for limited dependent variable panel data models
Hsiao, Cheng
;
Pesaran, M. Hashem
;
Pick, Andreas
- In:
Oxford bulletin of economics and statistics
74
(
2012
)
2
,
pp. 253-277
Persistent link: https://www.econbiz.de/10009526736
Saved in:
8
Large panels with common factors and spatial correlation
Pesaran, M. Hashem
;
Tosetti, Elisa
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 182-202
Persistent link: https://www.econbiz.de/10009242172
Saved in:
9
Econometric analysis of structural systems with permanent and transitory shocks
Pagan, Adrian R.
;
Pesaran, M. Hashem
- In:
Journal of economic dynamics & control
32
(
2008
)
10
,
pp. 3376-3395
Persistent link: https://www.econbiz.de/10003775856
Saved in:
10
Estimation and inference in large heterogeneous panels with a multifactor error structure
Pesaran, M. Hashem
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
4
,
pp. 967-1012
Persistent link: https://www.econbiz.de/10003346168
Saved in:
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