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person:"Gouriéroux, Christian"
subject:"Theorie"
~person:"Krämer, Walter"
~person:"Wooldridge, Jeffrey M."
~subject:"Panel"
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Estimation theory
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Gouriéroux, Christian
Krämer, Walter
Wooldridge, Jeffrey M.
Pesaran, M. Hashem
110
Baltagi, Badi H.
89
Phillips, Peter C. B.
76
Härdle, Wolfgang
68
Andrews, Donald W. K.
45
Newey, Whitney K.
43
Franses, Philip Hans
42
Gao, Jiti
40
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39
Lee, Lung-fei
39
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38
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38
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37
Swanson, Norman R.
36
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35
McAleer, Michael
35
Li, Qi
33
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30
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30
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29
Horowitz, Joel
29
Winkelmann, Rainer
29
Kao, Chihwa
28
Weidner, Martin
28
Bera, Anil K.
27
Kiviet, J. F.
27
Su, Liangjun
27
Ullah, Aman
27
Brännäs, Kurt
26
King, Maxwell L.
26
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26
Ohtani, Kazuhiro
26
Windmeijer, Frank
26
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25
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25
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25
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Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
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Mélanges économiques : essais en l'honneur de Edmond Malinvaud
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2
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1
Duration transition and count data models
1
Econometric analysis of financial markets
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Forschungsbericht / Universität Dortmund, Fachbereich Statistik
1
Handbook of econometrics ; Vol. 4
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Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
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ECONIS (ZBW)
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1
A simple, robust test for choosing the level of fixed effects in linear panel data models
Papke, Leslie E.
;
Wooldridge, Jeffrey M.
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2683-2701
Persistent link: https://www.econbiz.de/10014329007
Saved in:
2
Simple approaches to nonlinear difference-in-differences with panel data
Wooldridge, Jeffrey M.
- In:
The econometrics journal
26
(
2023
)
3
,
pp. C31-C66
Persistent link: https://www.econbiz.de/10014391676
Saved in:
3
The robustness of conditional logit for binary response panel data models with serial correlation
Kwak, Do Won
;
Martin, Robert S.
;
Wooldridge, Jeffrey M.
- In:
Journal of econometric methods
12
(
2023
)
1
,
pp. 33-56
Persistent link: https://www.econbiz.de/10013554703
Saved in:
4
Inference in approximately sparse correlated random effects probit models with panel data
Wooldridge, Jeffrey M.
;
Zhu, Ying
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012179412
Saved in:
5
Finite population causal standard errors
Abadie, Alberto
;
Athey, Susan
;
Imbens, Guido
; …
-
2014
-
Current version July 2014
Persistent link: https://www.econbiz.de/10011776051
Saved in:
6
Control function methods in applied econometrics
Wooldridge, Jeffrey M.
- In:
Journal of human resources : JHR
50
(
2015
)
2
,
pp. 420-445
Persistent link: https://www.econbiz.de/10011305698
Saved in:
7
Finite population causal standard errors
Abadie, Alberto
;
Athey, Susan
;
Imbens, Guido
; …
-
2014
Persistent link: https://www.econbiz.de/10010393956
Saved in:
8
The exact bias of s 2 in linear panel regressions with spatial autocorrelation
Hanck, Christoph
;
Krämer, Walter
- In:
Economics letters
110
(
2011
)
1
,
pp. 67-70
Persistent link: https://www.econbiz.de/10009241559
Saved in:
9
The Wishart Autoregressive process of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 167-181
Persistent link: https://www.econbiz.de/10003858506
Saved in:
10
The econometrics of individual risk : credit, insurance, and marketing
Gouriéroux, Christian
;
Jasiak, Joann
-
2007
Persistent link: https://www.econbiz.de/10003420329
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