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subject:"Panel study"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of econometrics"
~subject:"Theorie"
~subject:"Volatilität"
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Panel study
Theorie
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Estimation theory
2,075
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499
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396
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395
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Baltagi, Badi H.
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10
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9
Kao, Chihwa
8
Li, Qi
8
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8
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8
Ai, Chunrong
7
Bai, Jushan
7
Chib, Siddhartha
7
Gao, Jiti
7
King, Maxwell L.
7
Kohn, Robert
7
Pesaran, M. Hashem
7
Tauchen, George Eugene
7
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6
Cai, Zongwu
6
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6
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6
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Peng, Bin
6
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5
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Lütkepohl, Helmut
5
Maasoumi, Esfandiar
5
Ohtani, Kazuhiro
5
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5
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5
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5
Ullah, Aman
5
Westerlund, Joakim
5
Yu, Jihai
5
Zhou, Qiankun
5
Ahn, Seung Chan
4
Ando, Tomohiro
4
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Economics letters
486
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319
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
274
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246
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112
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89
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89
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83
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75
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62
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55
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American journal of agricultural economics
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
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46
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42
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ECONIS (ZBW)
819
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Panel cointegrating polynomial regressions : group-mean fully modified OLS estimation and inference
Wagner, Martin
;
Reichold, Karsten
- In:
Econometric reviews
42
(
2023
)
4
,
pp. 358-392
Persistent link: https://www.econbiz.de/10014305520
Saved in:
3
Random autoregressive models : a structured overview
Regis, Marta
;
Serra, Paulo
;
Heuvel, Edwin R. van den
- In:
Econometric reviews
41
(
2022
)
2
,
pp. 207-230
Persistent link: https://www.econbiz.de/10013167604
Saved in:
4
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
5
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
6
Binary response models for heterogeneous panel data with interactive fixed effects
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1654-1679
Persistent link: https://www.econbiz.de/10014471421
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7
Jackknife estimation of a cluster-sample IV regression model with many weak instruments
Chao, John C.
;
Swanson, Norman R.
;
Woutersen, Tiemen
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1747-1769
Persistent link: https://www.econbiz.de/10014471426
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8
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
9
Semiparametric estimation of latent variable asset pricing models
Dalderop, Jeroen
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014332225
Saved in:
10
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
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