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~person:"Baltagi, Badi H."
~person:"Hansen, Bruce E."
~subject:"Theory"
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Search: subject_exact:"Regressionskoeffizient"
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Theory
Regression analysis
45
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45
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22
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22
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21
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15
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15
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8
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Baltagi, Badi H.
Hansen, Bruce E.
Chernozhukov, Victor
47
Dette, Holger
46
Phillips, Peter C. B.
46
Härdle, Wolfgang
41
Linton, Oliver
25
Kneib, Thomas
19
Koenker, Roger
18
Gao, Jiti
17
Marcellino, Massimiliano
17
Xiao, Zhijie
17
Fernández-Val, Iván
16
Nielsen, Bent
16
Belloni, Alexandre
15
Hansen, Christian Bailey
15
Sun, Yixiao
15
Lang, Stefan
14
Zeileis, Achim
14
Koop, Gary
13
Wang, Weining
13
Fitzenberger, Bernd
12
Härdle, Wolfgang K.
12
Johansen, Søren
12
Park, Joon Y.
12
Rokkanen, Miikka
12
Angrist, Joshua D.
11
Lewbel, Arthur
11
Melas, Vjačeslav Borisovič
11
Pepelyshev, Andrey
11
Stahlecker, Peter
11
Arnold, Bernhard
10
Brooks, Chris
10
Feng, Yuanhua
10
Galvão Júnior, Antônio Fialho
10
Hassler, Uwe
10
Huber, Florian
10
Neumeyer, Natalie
10
Ohtani, Kazuhiro
10
Teräsvirta, Timo
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Conference on Economic Applications of Quantile Regressions <2000, Konstanz>
1
Universität Konstanz
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Journal of econometrics
3
Working paper / Social Systems Research Institute, University of Wisconsin-Madison
3
Econometric reviews
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
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2
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
1
Applying Kernel and nonparametric estimation to economic topics
1
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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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Maximum likelihood estimation of misspecified models : twenty years later
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Surveys in economic dynamics
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ECONIS (ZBW)
21
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1
Forecasting with factor-augmented regression : a frequentist model averaging approach
Cheng, Xu
;
Hansen, Bruce E.
-
2013
-
Rev., second version
Persistent link: https://www.econbiz.de/10010387436
Saved in:
2
Forecasting with factor-augmented regression : a frequentist model averaging approach
Cheng, Xu
;
Hansen, Bruce E.
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009741547
Saved in:
3
Seemingly unrelated regressions with spatial error components
Baltagi, Badi H.
;
Pirotte, Alain
- In:
Empirical economics : a journal of the Institute for …
40
(
2011
)
1
,
pp. 5-49
Persistent link: https://www.econbiz.de/10008859122
Saved in:
4
Joint LM test for homoskedasticity in a one-wa error component model
Baltagi, Badi H.
;
Bresson, Georges
;
Pirotte, Alain
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 401-417
Persistent link: https://www.econbiz.de/10003374325
Saved in:
5
A comparative study of pure and pretest estimators for a possibly misspecified two-way error component model
Baltagi, Badi H.
;
Bresson, Georges
;
Pirotte, Alain
- In:
Maximum likelihood estimation of misspecified models : …
,
(pp. 1-27)
.
2003
Persistent link: https://www.econbiz.de/10001916245
Saved in:
6
Simple LM tests for the unbalanced nested error component regression model
Baltagi, Badi H.
;
Song, Seuck-heun
;
Jung, Byoung Cheol
- In:
Econometric reviews
21
(
2002
)
2
,
pp. 167-187
Persistent link: https://www.econbiz.de/10001704762
Saved in:
7
Double length artificial regressions for testing spatial dependence
Baltagi, Badi H.
;
Li, Dong
- In:
Econometric reviews
20
(
2001
)
1
,
pp. 31-40
Persistent link: https://www.econbiz.de/10001582447
Saved in:
8
Special issue on economic applications of quantile regression : [Conference on "Economic Applications of Quantile Regressions" in June 2000 at the University of Konstanz, Germany]
Baltagi, Badi H.
(
contributor
);
Kunst, Robert M.
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001575731
Saved in:
9
A consistent test for the parametric distribution of regression disturbances
Baltagi, Badi H.
;
Li, Qi
- In:
Applying Kernel and nonparametric estimation to …
,
(pp. 3-24)
.
2000
Persistent link: https://www.econbiz.de/10001548454
Saved in:
10
Testing for linearity
Hansen, Bruce E.
- In:
Surveys in economic dynamics
,
(pp. 47-72)
.
2000
Persistent link: https://www.econbiz.de/10001640424
Saved in:
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