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person:"Gredenhoff, Mikael P."
~accessRights:"restricted"
~person:"Dahlmann, Matz"
~person:"Pesaran, M. Hashem"
~person:"Stock, James H."
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Search: subject_exact:"Estimation theory"
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Estimation theory
13
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4
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3
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Gredenhoff, Mikael P.
Dahlmann, Matz
Pesaran, M. Hashem
Stock, James H.
Tsionas, Efthymios G.
41
Gao, Jiti
28
Lee, Lung-fei
27
Phillips, Peter C. B.
27
Linton, Oliver
23
Parmeter, Christopher F.
22
Su, Liangjun
22
Baltagi, Badi H.
21
Zhang, Xinyu
21
Kumbhakar, Subal
19
Tu, Yundong
18
Cai, Zongwu
17
Ullah, Aman
17
Marcellino, Massimiliano
16
Wooldridge, Jeffrey M.
16
Bera, Anil K.
15
Chen, Songnian
15
Li, Qi
15
Sentana, Enrique
15
Kapetanios, George
14
Li, Degui
14
Peng, Bin
14
Westerlund, Joakim
14
Escanciano, Juan Carlos
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Hsiao, Cheng
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Bai, Jushan
12
Francq, Christian
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Li, Kunpeng
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Otsu, Taisuke
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Peng, Liang
12
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12
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11
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11
Hahn, Jinyong
11
Imbens, Guido
11
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11
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11
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ECONIS (ZBW)
13
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1
Estimation and inference in spatial models with dominant units
Pesaran, M. Hashem
;
Yang, Cynthia Fan
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 591-615
Persistent link: https://www.econbiz.de/10012619251
Saved in:
2
Inference in structural Vector Autoregressions identified with an external instrument
Olea, José Luis Montiel
;
Stock, James H.
;
Watson, Mark W.
- In:
Journal of econometrics
225
(
2021
)
1
,
pp. 74-87
Persistent link: https://www.econbiz.de/10013279009
Saved in:
3
Econometric analysis of production networks with dominant units
Pesaran, M. Hashem
;
Yang, Cynthia Fan
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 507-541
Persistent link: https://www.econbiz.de/10012483410
Saved in:
4
Mean group estimation in presence of weakly cross-correlated estimators
Chudik, Alexander
;
Pesaran, M. Hashem
- In:
Economics letters
175
(
2019
),
pp. 101-105
Persistent link: https://www.econbiz.de/10012121199
Saved in:
5
Weak instruments in instrumental variables regression : theory and practice
Andrews, Isaiah
;
Stock, James H.
;
Sun, Liyang
- In:
Annual review of economics
11
(
2019
),
pp. 727-753
Persistent link: https://www.econbiz.de/10012623831
Saved in:
6
Estimation of time-invariant effects in static panel data models
Pesaran, M. Hashem
;
Zhou, Qiankun
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 1137-1171
Persistent link: https://www.econbiz.de/10012040544
Saved in:
7
Identification and estimation of dynamic causal effects in macroeconomics using external instruments
Stock, James H.
;
Watson, Mark W.
- In:
The economic journal : the journal of the Royal …
128
(
2018
)
610
,
pp. 917-948
Persistent link: https://www.econbiz.de/10011951117
Saved in:
8
HAR inference : recommendations for practice
Lazarus, Eben
;
Lewis, Daniel J.
;
Stock, James H.
; …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
4
,
pp. 541-559
Persistent link: https://www.econbiz.de/10012249208
Saved in:
9
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
10
Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 110-134
Persistent link: https://www.econbiz.de/10011500265
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