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person:"Stahlecker, Peter"
type_genre:"Working Paper"
~isPartOf:"Working papers / Innocenzo Gasparini Institute for Economic Research"
~language:"eng"
~person:"Gouriéroux, Christian"
~person:"Heckman, James J."
~person:"Kleibergen, Frank"
~person:"Magnus, Jan R."
~person:"Marcellino, Massimiliano"
~person:"Newey, Whitney K."
~person:"Weidner, Martin"
~subject:"Estimation theory"
~subject:"fixed effects"
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fixed effects
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Stahlecker, Peter
Gouriéroux, Christian
Heckman, James J.
Kleibergen, Frank
Magnus, Jan R.
Marcellino, Massimiliano
Newey, Whitney K.
Weidner, Martin
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Working papers / Innocenzo Gasparini Institute for Economic Research
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A shrinkage instrumental variable estimator for large datasets
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
-
2015
-
This version: September 22, 2015
Persistent link: https://www.econbiz.de/10011809636
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A parametric estimation method for dynamic factor models of large dimensions
Kapetanios, George
(
contributor
); …
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2006
Persistent link: https://www.econbiz.de/10003320407
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