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accessRights:"free"
subject:"USA"
~isPartOf:"Cambridge working papers in economics"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Panel study"
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USA
Maximum-Likelihood-Schätzung
Panel study
Estimation theory
63
Schätztheorie
63
Estimation
16
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Panel
16
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16
Correlation
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panel data
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Method of moments
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Welt
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fixed effects
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heteroskedasticity
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Pesaran, M. Hashem
8
Jochmans, Koen
5
Chudik, Alexander
3
Hayakawa, Kazuhiko
2
Kapetanios, George
2
Linton, Oliver
2
Tosetti, Elisa
2
Verardi, Vincenzo
2
Bailey, Natalia
1
Mohaddes, Kamiar
1
Peseran, Hashem
1
Rabovic, Renata
1
Raissi, Mehdi
1
Robertson, Donald
1
Sarafidis, Vasilis
1
Shiu, Ji-Liang
1
Smith, L. Vanessa
1
Vogt, Michael
1
Walsh, Christopher
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Čížek, Pavel
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Cambridge working papers in economics
CEMMAP working papers / Centre for Microdata Methods and Practice
51
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41
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40
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17
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Statistics in transition : an international journal of the Polish Statistical Association
10
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10
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9
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8
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8
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ECONIS (ZBW)
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CCE estimation of high-dimensional panel data models with interactive fixed effects
Vogt, Michael
;
Walsh, Christopher
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013485021
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2
Estimation of spatial sample selection models : a partial maximum likelihood approach
Rabovic, Renata
;
Čížek, Pavel
-
2020
Persistent link: https://www.econbiz.de/10013183729
Saved in:
3
Semiparametric nonlinear panel data models with measurement error
Linton, Oliver
;
Shiu, Ji-Liang
-
2019
Persistent link: https://www.econbiz.de/10012692254
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4
Testing for correlation in error-component models
Jochmans, Koen
-
2019
Persistent link: https://www.econbiz.de/10012692618
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5
Testing correlation in error-component models
Jochmans, Koen
-
2019
-
This version: September 4, 2019
Persistent link: https://www.econbiz.de/10012703301
Saved in:
6
twexp and twgravity: estimating exponential regression models with two-way fixed effects
Jochmans, Koen
;
Verardi, Vincenzo
-
2019
Persistent link: https://www.econbiz.de/10012699242
Saved in:
7
xtserialpm: a portmanteau test for serial correlation in a linear panel model
Jochmans, Koen
;
Verardi, Vincenzo
-
2019
Persistent link: https://www.econbiz.de/10012699244
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8
A portmanteau test for correlation in short panels
Jochmans, Koen
-
2018
Persistent link: https://www.econbiz.de/10012672305
Saved in:
9
Transformed maximum likelihood estimation of short dynamic panel data models with interactive effects
Hayakawa, Kazuhiko
;
Peseran, Hashem
;
Smith, L. Vanessa
-
2014
Persistent link: https://www.econbiz.de/10010366308
Saved in:
10
IV estimation of panels with factor residuals
Robertson, Donald
;
Sarafidis, Vasilis
-
2013
Persistent link: https://www.econbiz.de/10009754517
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