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person:"Baltagi, Badi H."
type_genre:"Article in journal"
~person:"Hsiao, Cheng"
~person:"Westerlund, Joakim"
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Search: subject_exact:"Estimation theory"
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Estimation theory
121
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121
Panel
63
Panel study
63
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35
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35
Time series analysis
23
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23
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22
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Baltagi, Badi H.
Hsiao, Cheng
Westerlund, Joakim
Phillips, Peter C. B.
91
Lee, Lung-fei
65
Linton, Oliver
64
Li, Qi
59
Andrews, Donald W. K.
50
Tsionas, Efthymios G.
49
Newey, Whitney K.
48
Ullah, Aman
46
Su, Liangjun
44
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40
Robinson, Peter M.
39
Gao, Jiti
38
Ohtani, Kazuhiro
38
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38
Pesaran, M. Hashem
37
McAleer, Michael
36
Simar, Léopold
36
Chen, Songnian
35
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34
Perron, Pierre
34
White, Halbert
34
Bera, Anil K.
33
Horowitz, Joel
33
Gouriéroux, Christian
32
Hahn, Jinyong
32
Lütkepohl, Helmut
31
Bai, Jushan
30
Cai, Zongwu
30
Fan, Yanqin
30
Krämer, Walter
30
Chen, Xiaohong
28
Giles, David E. A.
28
Zhang, Xinyu
28
Florens, Jean-Pierre
26
Hansen, Bruce E.
26
Leybourne, Stephen James
26
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26
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1
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26
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14
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7
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7
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6
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6
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5
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2
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2
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2
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1
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1
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1
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ECONIS (ZBW)
121
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121
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1
Estimation of panel data models with random interactive effects and multiple structural breaks when T is fixed
Kaddoura, Yousef
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 778-790
Persistent link: https://www.econbiz.de/10014448434
Saved in:
2
Tests of equal forecasting accuracy for nested models with estimated CCE factors
Stauskas, Ovidijus
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1745-1758
Persistent link: https://www.econbiz.de/10013540477
Saved in:
3
The two-way Hausman and Taylor estimator
Baltagi, Badi H.
- In:
Economics letters
228
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014451174
Saved in:
4
Robust dynamic space-time panel data models using ε-contamination : an application to crop yields and climate change
Baltagi, Badi H.
;
Bresson, Georges
;
Chaturvedi, Anoop
; …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2475-2509
Persistent link: https://www.econbiz.de/10014328993
Saved in:
5
Testing factors in CCE
Brown, Nicholas
;
Westerlund, Joakim
- In:
Economics letters
230
(
2023
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014460359
Saved in:
6
The Mundlak spatial estimator
Baltagi, Badi H.
-
2023
Persistent link: https://www.econbiz.de/10014382630
Saved in:
7
The two-way Mundlak estimator
Baltagi, Badi H.
- In:
Econometric reviews
42
(
2023
)
2
,
pp. 240-246
Persistent link: https://www.econbiz.de/10014305504
Saved in:
8
Estimating the speed of adjustment of leverage in the presence of interactive effects
Westerlund, Joakim
;
Karabiyik, Hande
;
Narayan, Paresh Kumar
- In:
Journal of financial econometrics
20
(
2022
)
5
,
pp. 942-960
Persistent link: https://www.econbiz.de/10013460044
Saved in:
9
Transformed estimation for panel interactive effects models
Hsiao, Cheng
;
Shi, Zhentao
;
Zhou, Qiankun
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1831-1848
Persistent link: https://www.econbiz.de/10013540522
Saved in:
10
CCE in heterogenous fixed-T panels
Westerlund, Joakim
;
Kaddoura, Yousef
- In:
The econometrics journal
25
(
2022
)
3
,
pp. 719-738
Persistent link: https://www.econbiz.de/10013399863
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