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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~person:"Bai, Jushan"
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
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Stochastischer Prozess
Volatility
Schätztheorie
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Cross-sectional correlation
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Estimation theory
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Heteroskedasticity
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Bai, Jushan
Tsionas, Efthymios G.
3
Koenker, Roger
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Lai, Hung-pin
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2
Afuecheta, Emmanuel
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Choi, In
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Choi, Sung Hoon
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Chon, Sora
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Dang, Justin
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of econometrics
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
The econometrics journal
3
Econometric theory
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
The review of economics and statistics
2
Annals of economics and finance
1
Annual review of economics
1
Econometric reviews
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Economics letters
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Foundations and trends in econometrics
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The journal of financial research
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ECONIS (ZBW)
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Feasible generalized least squares for panel data with cross-sectional and serial correlations
Bai, Jushan
;
Choi, Sung Hoon
;
Liao, Yuan
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
1
,
pp. 309-326
Persistent link: https://www.econbiz.de/10012488925
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