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~isPartOf:"Cambridge working papers in economics"
~subject:"Economic growth"
~subject:"Panel"
~subject:"Risiko"
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Search: subject_exact:"Korrelationsmaß"
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1
Testing for correlation in error-component models
Jochmans, Koen
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2019
Persistent link: https://www.econbiz.de/10012692618
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2
xtserialpm: a portmanteau test for serial correlation in a linear panel model
Jochmans, Koen
;
Verardi, Vincenzo
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2019
Persistent link: https://www.econbiz.de/10012699244
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3
Testing correlation in error-component models
Jochmans, Koen
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2019
-
This version: September 4, 2019
Persistent link: https://www.econbiz.de/10012703301
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4
A portmanteau test for correlation in short panels
Jochmans, Koen
-
2018
Persistent link: https://www.econbiz.de/10012672305
Saved in:
5
Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
Pesaran, M. Hashem
;
Chudik, Alexander
-
2013
Persistent link: https://www.econbiz.de/10009754530
Saved in:
6
Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, M. Hashem
-
2010
Persistent link: https://www.econbiz.de/10003981032
Saved in:
7
Weak and strong cross section dependence and estimation of large panels
Chudik, Alexander
;
Pesaran, M. Hashem
;
Tosetti, Elisa
-
2009
Persistent link: https://www.econbiz.de/10003877033
Saved in:
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