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person:"Pesaran, M. Hashem"
subject:"World"
~person:"Dreher, Axel"
~person:"Gao, Jiti"
~subject:"Estimation theory"
~subject:"Faktorenanalyse"
~subject:"Makroökonometrie"
~type:"article"
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Estimation theory
Faktorenanalyse
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61
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61
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20
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17
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16
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Pesaran, M. Hashem
Dreher, Axel
Gao, Jiti
Gupta, Rangan
34
Schneider, Friedrich
23
Zaremba, Adam
21
Bahmani-Oskooee, Mohsen
20
Kumbhakar, Subal
19
Hammoudeh, Shawkat
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Lee, Chien-chiang
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17
Rose, Andrew
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16
Xuan Vinh Vo
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Tauchen, George Eugene
15
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13
Egger, Peter
13
Gundlach, Erich
13
Kumar, Dilip
13
Shahbaz, Muhammad
13
Su, Liangjun
13
Tiwari, Aviral Kumar
13
Todorov, Viktor
13
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Goel, Rajeev K.
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Pierdzioch, Christian
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Wang, Yudong
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12
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11
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11
Li, Jia
11
Nonejad, Nima
11
Ram, Rati
11
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11
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10
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Journal of econometrics
7
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5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Public choice
4
Economics letters
2
Journal of international money and finance
2
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
2
Economic modelling
1
European journal of political economy
1
Journal of banking & finance
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1
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The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis
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ECONIS (ZBW)
38
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1
Short T dynamic panel data models with individual, time and interactive effects
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
;
Smith, L. Vanessa
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 940-967
Persistent link: https://www.econbiz.de/10014432201
Saved in:
2
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
Saved in:
3
Semiparametric spatial autoregressive panel data model with fixed effects and time-varying coefficients
Liang, Xuan
;
Gao, Jiti
;
Gong, Xiaodong
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1784-1802
Persistent link: https://www.econbiz.de/10013540515
Saved in:
4
An integrated panel data approach to modelling economic growth
Feng, Guohua
;
Gao, Jiti
;
Peng, Bin
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 379-397
Persistent link: https://www.econbiz.de/10013441803
Saved in:
5
Estimation and inference in semiparametric quantile factor models
Ma, Shujie
;
Linton, Oliver
;
Gao, Jiti
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 295-323
Persistent link: https://www.econbiz.de/10012619426
Saved in:
6
Local logit regression for loan recovery rate
Sopitpongstorn, Nithi
;
Silvapulle, Paramsothy
;
Gao, Jiti
; …
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012820172
Saved in:
7
Recursive estimation in large panel data models : theory and practice
Jiang, Bin
;
Yang, Yanrong
;
Gao, Jiti
;
Hsiao, Cheng
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 439-465
Persistent link: https://www.econbiz.de/10013275396
Saved in:
8
A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model
Chudik, Alexander
;
Mohaddes, Kamiar
;
Pesaran, M. Hashem
; …
- In:
Journal of international money and finance
119
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013285015
Saved in:
9
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 607-632
Persistent link: https://www.econbiz.de/10012439572
Saved in:
10
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
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