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person:"Giles, David E. A."
~person:"Bera, Anil K."
~subject:"Panel study"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Zeitreihenanalyse
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61
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11
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7
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Giles, David E. A.
Bera, Anil K.
Baltagi, Badi H.
39
Phillips, Peter C. B.
35
Su, Liangjun
24
Gao, Jiti
23
Westerlund, Joakim
22
Leybourne, Stephen James
18
Linton, Oliver
18
Lee, Lung-fei
16
Pesaran, M. Hashem
16
Taylor, Robert
16
Teräsvirta, Timo
16
Bai, Jushan
15
Hsiao, Cheng
15
Lütkepohl, Helmut
15
Robinson, Peter M.
15
Harvey, Andrew C.
14
Johansen, Søren
14
Chambers, Marcus J.
13
Hassler, Uwe
13
Li, Qi
13
Perron, Pierre
13
Yu, Jihai
12
Hayakawa, Kazuhiko
11
Kapetanios, George
11
Peng, Bin
11
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11
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11
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10
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10
Kao, Chihwa
10
Koop, Gary
10
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10
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10
Pirotte, Alain
10
Tauchen, George Eugene
10
Zhu, Ke
10
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9
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9
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9
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Economics letters
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ECONIS (ZBW)
10
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1
Evaluating measures of dependence for linearly generated nonlinear time series along with spurious correlation
Agiakloglou, Christos N.
;
Bera, Anil K.
;
Deligiannakis, …
- In:
Journal of economics and finance : JEF
46
(
2022
)
3
,
pp. 535-552
Persistent link: https://www.econbiz.de/10013442210
Saved in:
2
Estimation of random components and prediction in one and two-way error component regression models
Sharma, Subhash Chandra
;
Bera, Anil K.
- In:
Journal of quantitative economics
19
(
2021
),
pp. 419-441
Persistent link: https://www.econbiz.de/10013441736
Saved in:
3
Specification tests for spatial panel data models
Bera, Anil K.
;
Doğan, Osman
;
Taṣpınar, Süleyman
; …
-
2020
Persistent link: https://www.econbiz.de/10012271721
Saved in:
4
Robust LM tests for spatial dynamic panel data models
Bera, Anil K.
;
Doğan, Osman
;
Taṣpınar, Süleyman
; …
- In:
Regional science & urban economics
76
(
2019
),
pp. 47-66
Persistent link: https://www.econbiz.de/10012267310
Saved in:
5
ARCH and bilinearity as competing models for nonlinear dependence
Bera, Anil K.
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
1
,
pp. 43-50
Persistent link: https://www.econbiz.de/10001214314
Saved in:
6
Preliminary-test estimation in a dynamic linear model
Giles, David E. A.
- In:
Economics letters
44
(
1994
)
1
,
pp. 21-26
Persistent link: https://www.econbiz.de/10001164051
Saved in:
7
Pre-test estimation in regression under absolute error loss
Giles, David E. A.
- In:
Economics letters
41
(
1993
)
4
,
pp. 339-343
Persistent link: https://www.econbiz.de/10001144910
Saved in:
8
ARCH effects and efficient estimation of hedge ratios for stock index futures
Bera, Anil K.
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 313-328
Persistent link: https://www.econbiz.de/10001145832
Saved in:
9
Provisional data and the rational prediction of economic time series
Browning, Karen
- In:
Journal of quantitative economics : official journal of …
8
(
1992
)
2
,
pp. 359-367
Persistent link: https://www.econbiz.de/10001144146
Saved in:
10
Interaction between autocorrelation and conditional heteroscedasticity : a random-coefficient approach
Bera, Anil K.
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
2
,
pp. 133-142
Persistent link: https://www.econbiz.de/10001124475
Saved in:
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