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subject:"Panel study"
~subject:"Theorie"
~isPartOf:"Journal of econometrics"
~person:"Phillips, Peter C. B."
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Panel study
Theorie
Estimation theory
32
Schätztheorie
32
Time series analysis
11
Zeitreihenanalyse
11
Cointegration
6
Kointegration
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Regression analysis
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Phillips, Peter C. B.
Lee, Lung-fei
11
Baltagi, Badi H.
9
Su, Liangjun
9
Hsiao, Cheng
8
Chib, Siddhartha
7
Li, Qi
7
Bai, Jushan
6
Chen, Songnian
6
Gouriéroux, Christian
6
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6
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6
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5
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5
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4
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4
Kao, Chihwa
4
King, Maxwell L.
4
Linton, Oliver
4
Powell, James
4
Sarafidis, Vasilis
4
Swanson, Norman R.
4
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4
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4
Abrevaya, Jason
3
Ahn, Seung Chan
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Ali, Mukhtar M.
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Andrews, Donald W. K.
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3
Chao, John C.
3
Diebold, Francis X.
3
Donald, Stephen G.
3
Feng, Guohua
3
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3
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3
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Journal of econometrics
Cowles Foundation discussion paper
22
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
6
Econometric theory
5
Cowles Foundation Discussion Paper
4
Oxford bulletin of economics and statistics
3
The review of economic studies
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Econometrics : open access journal
1
Economics letters
1
Handbook of econometrics ; Vol. 1
1
Special issue on new developments in time series econometrics
1
Studies in econometrics in honor of Carl F. Christ
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Testing integration and cointegration
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The econometrics journal
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ECONIS (ZBW)
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1
Functional coefficient panel modeling with communal smoothing covariates
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 371-407
Persistent link: https://www.econbiz.de/10013442086
Saved in:
2
First difference maximum likelihood and dynamic panel estimation
Han, Chirok
;
Phillips, Peter C. B.
- In:
Journal of econometrics
175
(
2013
)
1
,
pp. 35-45
Persistent link: https://www.econbiz.de/10009749365
Saved in:
3
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 162-188
Persistent link: https://www.econbiz.de/10003425526
Saved in:
4
Impulse response and forecast error variance asymptotics in nonstationary VARs
Phillips, Peter C. B.
- In:
Journal of econometrics
83
(
1998
)
1
,
pp. 21-56
Persistent link: https://www.econbiz.de/10001336953
Saved in:
5
Higher-order approximations for frequency domain time series regression
Xiao, Zhijie
- In:
Journal of econometrics
86
(
1998
)
2
,
pp. 297-336
Persistent link: https://www.econbiz.de/10001243484
Saved in:
6
Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior
Chao, John C.
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 49-86
Persistent link: https://www.econbiz.de/10001248306
Saved in:
7
Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments
Kitamura, Yuichi
- In:
Journal of econometrics
80
(
1997
)
1
,
pp. 85-123
Persistent link: https://www.econbiz.de/10001223462
Saved in:
8
Conditional and unconditional statistical independence
Phillips, Peter C. B.
- In:
Journal of econometrics
3
(
1988
),
pp. 341-348
Persistent link: https://www.econbiz.de/10001046321
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