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subject:"Wechselkurs"
type:"article"
~person:"Pesaran, M. Hashem"
~subject:"Panel study"
~subject:"Schätzung"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Estimation theory"
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Wechselkurs
Panel study
Schätzung
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Estimation theory
42
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42
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23
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23
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12
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7
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Pesaran, M. Hashem
Baltagi, Badi H.
42
Su, Liangjun
27
Gao, Jiti
20
Phillips, Peter C. B.
20
Westerlund, Joakim
20
Lee, Lung-fei
19
Bai, Jushan
18
Hsiao, Cheng
17
Kumbhakar, Subal
17
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14
Kao, Chihwa
13
Tauchen, George Eugene
13
Yu, Jihai
13
Linton, Oliver
12
Ullah, Aman
12
Hayakawa, Kazuhiko
11
Parmeter, Christopher F.
11
Peng, Bin
11
Pirotte, Alain
11
Racine, Jeffrey
11
Todorov, Viktor
11
Wooldridge, Jeffrey M.
11
Zhou, Qiankun
11
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10
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10
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10
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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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9
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9
Moon, Hyungsik Roger
9
Sarafidis, Vasilis
9
Tsionas, Efthymios G.
9
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8
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8
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Journal of econometrics
4
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3
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
2
Oxford bulletin of economics and statistics
2
Econometric reviews
1
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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The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis
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ECONIS (ZBW)
16
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16
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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
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
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
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:
8
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:
9
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:
10
Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling asset returns
Kapetanios, George
;
Pesaran, M. Hashem
- In:
The refinement of econometric estimation and test …
,
(pp. 239-281)
.
2007
Persistent link: https://www.econbiz.de/10003461881
Saved in:
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