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isPartOf:"The American economic review"
subject:"Panel"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"IZA Discussion Paper"
~person:"Jochmans, Koen"
~person:"Li, Zhen"
~subject:"Economic dynamics"
~subject:"Robustes Verfahren"
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Economic dynamics
Robustes Verfahren
Estimation theory
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Regression analysis
4
Regressionsanalyse
4
Statistical test
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Statistischer Test
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fixed effects
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heteroskedasticity
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panel data
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short panel data
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analysis of variance
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clustered standard errors
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Jochmans, Koen
Li, Zhen
Pesaran, M. Hashem
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Chudik, Alexander
3
Hayakawa, Kazuhiko
3
Linton, Oliver
3
Tosetti, Elisa
3
Verardi, Vincenzo
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1
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Fernández‐Val, Iván
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The American economic review
Cambridge working papers in economics
IZA Discussion Paper
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Economics letters
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ECONIS (ZBW)
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Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
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2
Testing for correlation in error-component models
Jochmans, Koen
-
2019
Persistent link: https://www.econbiz.de/10012692618
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3
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:
4
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:
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
A portmanteau test for correlation in short panels
Jochmans, Koen
-
2018
Persistent link: https://www.econbiz.de/10012672305
Saved in:
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