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  • Search: subject:"cross-sectional and serial dependence"
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Year of publication
Subject
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Estimation theory 2 Schätztheorie 2 autoregressive wild bootstrap 2 confidence bands 2 cross-sectional and serial dependence 2 missing observations 2 time-varying 2 Bayes-Statistik 1 Bayesian inference 1 Bootstrap approach 1 Bootstrap-Verfahren 1 Cross-sectional and serial dependence 1 Endogeneity 1 Factor analysis 1 Faktorenanalyse 1 Heterogeneous panel 1 Nonlinear panel data 1 Panel 1 Panel study 1 Time series analysis 1 Zeitreihenanalyse 1
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Online availability
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Free 2 Undetermined 1
Type of publication
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Book / Working Paper 2 Article 1
Type of publication (narrower categories)
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Working Paper 2 Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 3
Author
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Friedrich, Marina 2 Lin, Yicong 2 Ando, Tomohiro 1 Bai, Jushan 1 Li, Kunpeng 1 Sluis, Bernhard van der 1 van der Sluis, Bernhard 1
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Published in...
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Discussion paper / Tinbergen Institute 1 Journal of econometrics 1 Tinbergen Institute Discussion Paper 1
Source
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ECONIS (ZBW) 2 EconStor 1
Showing 1 - 3 of 3
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Bootstrapping trending timevarying coefficient panel models with missing observations
Lin, Yicong; van der Sluis, Bernhard; Friedrich, Marina - 2023
We study a class of trending panel regression models with time-varying coefficients that incorporate cross-sectional … and serial dependence, as well as heteroskedasticity. Our models also allow for missing observations in the dependent …
Persistent link: https://www.econbiz.de/10014469349
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Cover Image
Bootstrapping trending timevarying coefficient panel models with missing observations
Lin, Yicong; Sluis, Bernhard van der; Friedrich, Marina - 2023
We study a class of trending panel regression models with time-varying coefficients that incorporate cross-sectional … and serial dependence, as well as heteroskedasticity. Our models also allow for missing observations in the dependent …
Persistent link: https://www.econbiz.de/10014442008
Saved in:
Cover Image
Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity
Ando, Tomohiro; Bai, Jushan; Li, Kunpeng - In: Journal of econometrics 230 (2022) 1, pp. 20-38
Persistent link: https://www.econbiz.de/10013441911
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