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accessRights:"free"
type_genre:"Article in journal"
~isPartOf:"Cambridge working papers in economics"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
~subject:"Sparsity"
~subject:"within-group correlation"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
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within-group correlation
Estimation theory
24
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24
Correlation
8
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8
Nichtparametrisches Verfahren
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panel data
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clustered standard errors
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dynamic conditional score model
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error components
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gravity model
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portmanteau test
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1
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Jochmans, Koen
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Verardi, Vincenzo
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Cheng, Tingting
1
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1
Kew, Hsein
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Cambridge working papers in economics
Econometrics : open access journal
28
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International journal of economics and financial issues : IJEFI
21
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17
Risks : open access journal
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
International Journal of Energy Economics and Policy : IJEEP
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9
Financial innovation : FIN
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Statistics in transition : an international journal of the Polish Statistical Association
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CBN journal of applied statistics
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Journal of financial econometrics
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Pakistan journal of commerce and social sciences
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Iranian economic review : journal of University of Tehran
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ECONIS (ZBW)
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1
Testing for correlation in error-component models
Jochmans, Koen
-
2019
Persistent link: https://www.econbiz.de/10012692618
Saved in:
2
Instrumental-variable estimation of gravity equations
Jochmans, Koen
;
Verardi, Vincenzo
-
2019
Persistent link: https://www.econbiz.de/10012793060
Saved in:
3
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
4
Estimation and inference in semiparametric quantile factor models
Ma, Shujie
;
Linton, Oliver
;
Gao, Jiti
-
2019
Persistent link: https://www.econbiz.de/10012698841
Saved in:
5
Fixed-effect regressions on network data
Jochmans, Koen
;
Weidner, Martin
-
2019
Persistent link: https://www.econbiz.de/10012699011
Saved in:
6
xtserialpm: a portmanteau test for serial correlation in a linear panel model
Jochmans, Koen
;
Verardi, Vincenzo
-
2019
Persistent link: https://www.econbiz.de/10012699244
Saved in:
7
Testing correlation in error-component models
Jochmans, Koen
-
2019
-
This version: September 4, 2019
Persistent link: https://www.econbiz.de/10012703301
Saved in:
8
Semiparametric single-index predictive regression
Zhou, Weilun
;
Gao, Jiti
;
Harris, David
;
Kew, Hsein
-
2019
Persistent link: https://www.econbiz.de/10012703312
Saved in:
9
Estimation of a multiplicative correlation structure in the large dimensional case
Hafnery, Christian
;
Linton, Oliver
;
Tang, Haihan
-
2018
Persistent link: https://www.econbiz.de/10012671159
Saved in:
10
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
-
2018
-
version: October 24, 2018
Persistent link: https://www.econbiz.de/10012671372
Saved in:
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