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~person:"Cremer, Helmuth"
~person:"Pesaran, M. Hashem"
~subject:"Estimation theory"
~type_genre:"Working Paper"
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Cremer, Helmuth
Pesaran, M. Hashem
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Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns
Kapetanios, George
(
contributor
); …
-
2005
are analysed and insights from the
theory
of industrial organisation are given. Governments intervene in the market for …
Persistent link: https://www.econbiz.de/10002734112
Saved in:
2
Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns
Kapetanios, George
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002808264
Saved in:
3
Alternative approaches to estimation and inference in large multifactor panles : small sample results with an application to modelling of asset returns
Kapetanios, George
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002808714
Saved in:
4
Bias reduction in estimating long-run relationships from dynamics heterogeneous panels
Pesaran, M. Hashem
;
Zhao, Zhongyun
-
1998
Persistent link: https://www.econbiz.de/10000671920
Saved in:
5
Bayes estimation of short-run coefficients in dynamic panel data models
Hsiao, Cheng
;
Pesaran, M. Hashem
;
Tahmiscioglu, A. Kamil
-
1998
Persistent link: https://www.econbiz.de/10000671921
Saved in:
6
Structural analysis of vector error correction models with exogenous I(1) variables
Pesaran, M. Hashem
;
Shin, Yongcheol
;
Smith, Richard J.
-
1997
Persistent link: https://www.econbiz.de/10000629002
Saved in:
7
Diagnostics for IV regressions
Pesaran, M. Hashem
;
Taylor, Larry W.
-
1997
Persistent link: https://www.econbiz.de/10000629003
Saved in:
8
Testing for the existence of a long-run relationship
Pesaran, M. Hashem
;
Shin, Yongcheol
;
Smith, Richard J.
-
1996
-
Rev
Persistent link: https://www.econbiz.de/10000614561
Saved in:
9
Pooled estimation of long-run relationships in dynamic heterogeneous panels
Pesaran, M. Hashem
;
Shin, Yongcheol
;
Smith, Ron
-
1997
Persistent link: https://www.econbiz.de/10000642967
Saved in:
10
Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
Cheng, H.
;
Pesaran, M. Hashem
;
Tahmiscioglu, A. Kamil
-
1998
Persistent link: https://www.econbiz.de/10001354548
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