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  • Search: subject:"Heterogenous panel data"
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Year of publication
Subject
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Heterogenous panel data 3 Panel 3 Panel study 3 Estimation theory 2 MiFID 2 Regression analysis 2 Regressionsanalyse 2 Schätztheorie 2 quantile regression 2 Bias-Corrected Estimator 1 Börsenkurs 1 C-Lasso 1 Dynamic Heterogenous Panel Data Models 1 Efficient market hypothesis 1 Effizienzmarkthypothese 1 Estimation 1 Group structure 1 Großbritannien 1 Handelsvolumen der Börse 1 Long-Run Coefficient 1 Mean-Group Estimator 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Quantile regression 1 Schätzung 1 Share price 1 Trading volume 1 United Kingdom 1 Volatility 1 Volatilität 1
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Online availability
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Free 3
Type of publication
All
Article 2 Book / Working Paper 2
Type of publication (narrower categories)
All
Article in journal 2 Aufsatz in Zeitschrift 2 Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 4
Author
All
Körber, Lena 2 Linton, Oliver 2 Vogt, Michael 2 Qi, Meng 1 Ren, Yanyan 1
Published in...
All
CEMMAP working papers / Centre for Microdata Methods and Practice 1 Economics letters 1 The empirical economics letters : a monthly international journal of economics 1 cemmap working paper 1
Source
All
ECONIS (ZBW) 3 EconStor 1
Showing 1 - 4 of 4
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Quantile estimation of heterogenous panel quantile model with group structure
Ren, Yanyan - In: Economics letters 241 (2024), pp. 1-7
Persistent link: https://www.econbiz.de/10015078347
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The effect of fragmentation in trading on market quality in the UK equity market
Körber, Lena; Linton, Oliver; Vogt, Michael - 2013
We investigate the effects of fragmentation in equity trading on the quality of the trading outcomes, specifically volatility, liquidity and volume. We use panel regression methods on a weekly dataset following the FTSE350 stocks over the period 2008-2011, which provides a lot of cross-sectional...
Persistent link: https://www.econbiz.de/10010368185
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Cover Image
The effect of fragmentation in trading on market quality in the UK equity market
Körber, Lena; Linton, Oliver; Vogt, Michael - 2013
We investigate the effects of fragmentation in equity trading on the quality of the trading outcomes, specifically volatility, liquidity and volume. We use panel regression methods on a weekly dataset following the FTSE350 stocks over the period 2008-2011, which provides a lot of cross-sectional...
Persistent link: https://www.econbiz.de/10009784711
Saved in:
Cover Image
Higher-order bias-corrected estimation of heterogeneous dynamic panel data models
Qi, Meng - In: The empirical economics letters : a monthly … 15 (2016) 5, pp. 423-435
Persistent link: https://www.econbiz.de/10011655752
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