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type_genre:"Aufsatz im Buch"
~person:"Lee, Tae-hwy"
~person:"Powell, James"
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Estimation theory
8
Schätztheorie
8
Nichtparametrisches Verfahren
3
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3
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3
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1
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common correlated effects
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Lee, Tae-hwy
Powell, James
Baltagi, Badi H.
10
Ullah, Aman
10
Renault, Eric
8
Dufour, Jean-Marie
7
Gouriéroux, Christian
7
Songsak Sriboonchitta
7
Hausman, Jerry A.
6
Judge, George G.
6
Li, Qi
6
Maddala, Gangadharrao S.
6
Mittelhammer, Ron C.
6
Barnett, William A.
5
Gredenhoff, Mikael P.
5
Newey, Whitney K.
5
Stock, James H.
5
Andersson, Michael K.
4
Arminger, Gerhard
4
Bresson, Georges
4
Carrasco, Marine
4
Edgerton, David L.
4
Eitrheim, Øyvind
4
Florens, Jean-Pierre
4
Greene, William H.
4
Huschens, Stefan
4
King, Maxwell L.
4
Lee, Myoung-jae
4
Locarek-Junge, Hermann
4
Pesaran, M. Hashem
4
Phillips, Peter C. B.
4
Račev, Svetlozar T.
4
Schneeweiß, Hans
4
Su, Liangjun
4
Sul, Donggyu
4
Sun, Yiguo
4
Swanson, Norman R.
4
Watson, Mark W.
4
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4
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30th anniversary edition
1
Economics to econometrics : contributions in honor of Daniel L. McFadden
1
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
1
Handbook of econometrics ; Vol. 4
1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
1
Nonlinear statistical modeling : proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics ; essays in honor of Takeshi Amemiya
1
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
1
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part B
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ECONIS (ZBW)
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1
Efficient combined estimation under structural breaks
Lee, Tae-hwy
;
Parsaeian, Shahnaz
;
Ullah, Aman
- In:
Essays in honor of M. Hashem Pesaran : prediction and …
,
(pp. 119-142)
.
2022
Persistent link: https://www.econbiz.de/10013201836
Saved in:
2
Stein-like shrinkage estimation of panel data models with common correlated effects
Huang, Bai
;
Lee, Tae-hwy
;
Ullah, Aman
-
2019
Persistent link: https://www.econbiz.de/10012244158
Saved in:
3
Variable selection in sparse semiparametric single index models
Chu, Jianghao
;
Lee, Tae-hwy
;
Ullah, Aman
-
2019
Persistent link: https://www.econbiz.de/10012244169
Saved in:
4
Stein-rule estimation and generalized shrinkage methods for forecasting using many predictors
Hillebrand, Eric
;
Lee, Tae-hwy
- In:
30th anniversary edition
,
(pp. 171-196)
.
2012
Persistent link: https://www.econbiz.de/10009711986
Saved in:
5
Pairwise difference estimation with nonparametric control variables
Aradillas-Lopez, Andres
;
Honoré, Bo E.
;
Powell, James
- In:
Economics to econometrics : contributions in honor of …
,
(pp. 1119-1158)
.
2007
Persistent link: https://www.econbiz.de/10003721324
Saved in:
6
Pairwise difference estimators for nonlinear models
Honoré, Bo E.
;
Powell, James
- In:
Identification and inference for econometric models : …
,
(pp. 520-553)
.
2005
Persistent link: https://www.econbiz.de/10003352622
Saved in:
7
Semiparametric estimation of censored selection models
Powell, James
- In:
Nonlinear statistical modeling : proceedings of the …
,
(pp. 165-196)
.
2000
Persistent link: https://www.econbiz.de/10001649792
Saved in:
8
Estimation of semiparametric models
Powell, James
-
1994
Persistent link: https://www.econbiz.de/10001327605
Saved in:
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