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~accessRights:"restricted"
~person:"Chudik, Alexander"
~person:"Hayakawa, Kazuhiko"
~subject:"Estimation theory"
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Estimation theory
Method of moments
3
Momentenmethode
3
Panel
3
Panel study
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GMM
2
Monte Carlo simulation
2
Schätztheorie
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BMM
1
Comparison
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Cross-sectional heteroskedasticity
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Dynamic panels
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GMM estimation
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Hausman test
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Heteroscedasticity
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Heteroskedastizität
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Identification
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Interactive fixed effects
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Panel data
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Robust statistics
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Robustes Verfahren
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Short-T dynamic panels
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Statistical measures
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Transformed MLE
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VAR model
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VAR-Modell
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bias-corrected moment conditions
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nonlinear moment conditions
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panel VARs
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self-instrumenting
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Chudik, Alexander
Hayakawa, Kazuhiko
Lee, Lung-fei
8
Jin, Fei
6
Hsiao, Cheng
5
Yu, Jihai
5
Renault, Eric
4
Sun, Yiguo
4
Zhou, Qiankun
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Andrews, Donald W. K.
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Antoine, Bertille
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Bera, Anil K.
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Dovonon, Prosper
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Doğan, Osman
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Dufour, Jean-Marie
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Hall, Alastair R.
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Han, Chirok
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Hwang, Jungbin
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Li, Kunpeng
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Sentana, Enrique
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Shi, Zhentao
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Su, Liangjun
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Taṣpınar, Süleyman
3
Ahsan, Nazmul
2
Al-Titi, Omar
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Amengual, Dante
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Andrews, Isaiah
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Baltagi, Badi H.
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Bao, Yong
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Carrasco, Marine
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Chen, Xiaohong
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Escanciano, Juan Carlos
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Essayyad, Musa
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Florens, Jean-Pierre
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Fosten, Jack
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Glynn, Peter W.
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Guan, Zhengfei
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Guay, Alain
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Gutknecht, Daniel
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Economics letters
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Journal of econometrics
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ECONIS (ZBW)
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Identification problem of GMM estimators for short panel data models with interactive fixed effects
Hayakawa, Kazuhiko
- In:
Economics letters
139
(
2016
),
pp. 22-26
Persistent link: https://www.econbiz.de/10011615611
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2
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
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