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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~isPartOf:"On modelling the long run in applied economics"
~person:"Pesaran, M. Hashem"
~subject:"Momentenmethode"
~subject:"Monte Carlo simulation"
~subject:"Volatilität"
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Schätztheorie
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15
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15
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5
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5
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4
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Pesaran, M. Hashem
Chib, Siddhartha
11
Lee, Lung-fei
10
Ullah, Aman
9
King, Maxwell L.
8
Schmidt, Peter
8
Srivastava, Virendra K.
8
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7
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7
Li, Qi
7
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6
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6
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6
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6
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6
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6
Baltagi, Badi H.
5
Diebold, Francis X.
5
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Granger, C. W. J.
5
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5
Ohtani, Kazuhiro
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5
Singh, Radhey S.
5
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Windmeijer, Frank
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Ahn, Seung Chan
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Hsiao, Cheng
4
Linton, Oliver
4
Lütkepohl, Helmut
4
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4
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Journal of econometrics
Journal of quantitative economics : official journal of the Indian Econometric Society
On modelling the long run in applied economics
CESifo working papers
15
Cambridge working papers in economics
13
DAE working paper
9
Discussion paper series / IZA
8
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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Economics letters
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Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
2
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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, Vol. , pp. -
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
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1
Panel unit root tests in the presence of a multifactor error structure
Pesaran, M. Hashem
;
Smith, L. Vanessa
;
Yamagata, Takashi
- In:
Journal of econometrics
175
(
2013
)
2
,
pp. 94-115
Persistent link: https://www.econbiz.de/10009764422
Saved in:
2
Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
Hsiao, Cheng
;
Pesaran, M. Hashem
;
Tahmiscouglu, A. Kamil
- In:
Journal of econometrics
109
(
2002
)
1
,
pp. 107-150
Persistent link: https://www.econbiz.de/10001663894
Saved in:
3
The role of economic theory in modelling the long run
Pesaran, M. Hashem
- In:
The economic journal : the journal of the Royal …
107
(
1997
)
440
,
pp. 178-191
Persistent link: https://www.econbiz.de/10001335306
Saved in:
4
Cointegration and speed of convergence to equilibrium
Pesaran, M. Hashem
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 117-143
Persistent link: https://www.econbiz.de/10001194740
Saved in:
5
A simulation approach to the problem of computing Cox's statistic for testing nonnested models
Pesaran, M. Hashem
- In:
Journal of econometrics
57
(
1993
)
1
,
pp. 377-392
Persistent link: https://www.econbiz.de/10001142516
Saved in:
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