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isPartOf:"The American economic review"
subject:"Panel"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Linton, Oliver"
~person:"Marcellino, Massimiliano"
~source:"econis"
~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Estimation theory
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Schätztheorie
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Estimation
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Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Schätzung
5
Time series analysis
4
Zeitreihenanalyse
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Aktienmarkt
2
Börsenkurs
2
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Kernel estimator
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locally stationary process
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series estimator
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Global Mean Sea Level
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IV-Schätzung
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Induktive Statistik
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Instrumental variables
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Large heterogeneous panels
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Mean Group estimator
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Linton, Oliver
Marcellino, Massimiliano
Gao, Jiti
20
Peng, Bin
8
Yang, Yanrong
7
Liu, Fei
5
Feng, Guohua
4
Sarafidis, Vasilis
4
Cheng, Tingting
3
Pan, Guangming
3
Bauer, Michael D.
2
Gong, Xiaodong
2
Jiang, Bin
2
Liang, Xuan
2
Rudebusch, Glenn D.
2
Wright, Jonathan H.
2
Wu, Jing Cynthia
2
Bai, Yu
1
Cai, Biqing
1
Chen, Jia
1
Cui, Guowei
1
Dong, Chaohua
1
Forchini, Giovanni
1
Freyaldenhoven, Simon
1
Guo, Meihui
1
Hansen, Christian Bailey
1
Hsiao, Cheng
1
Juodis, Arturas
1
Juodis, Artūras
1
Kapetanios, George
1
Karavias, Yiannis
1
Koo, Bonsoo
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La Vecchia, Davide
1
Norkute, Milda
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Sarafid, Vasilis
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Shapiro, Jesse M.
1
Silvapulle, Mervyn J.
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The American economic review
Working paper / Department of Econometrics and Business Statistics, Monash University
CEMMAP working papers / Centre for Microdata Methods and Practice
4
Cambridge working papers in economics
3
Econometrics papers
3
Journal of econometrics
3
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / LSE Financial Markets Group
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Economics letters
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Janeway Institute working paper series
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Journal of empirical finance
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ECONIS (ZBW)
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Mean group instrumental variable estimation of time-varying large heterogenous panels with endogenous regressors
Bai, Yu
;
Marcellino, Massimiliano
;
Kapetanios, George
-
2023
Persistent link: https://www.econbiz.de/10014452530
Saved in:
2
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10012606874
Saved in:
3
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
Saved in:
4
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2017
Persistent link: https://www.econbiz.de/10011782226
Saved in:
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