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subject:"Estimation"
subject:"Schätzung"
~isPartOf:"CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute"
~isPartOf:"Journal of econometrics"
~subject:"Germany"
~subject:"Panel study"
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Estimation
Schätzung
Germany
Panel study
Theorie
223
Theory
223
Estimation theory
218
Schätztheorie
218
Time series analysis
122
Zeitreihenanalyse
122
USA
109
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109
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109
Nichtparametrisches Verfahren
108
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108
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106
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97
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83
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38
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37
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Cheung, Yin-Wong
17
Todorov, Viktor
14
Haan, Jakob de
12
Tauchen, George Eugene
9
Bollerslev, Tim
8
Feld, Lars P.
8
Linton, Oliver
8
Phillips, Peter C. B.
8
Sturm, Jan-Egbert
8
Su, Liangjun
8
Berger, Helge
7
Hess, Gregory D.
7
Pesaran, M. Hashem
7
Baltagi, Badi H.
6
Frey, Bruno S.
6
Koop, Gary
6
Westermann, Frank
6
Andersen, Torben
5
Aït-Sahalia, Yacine
5
Chirinko, Robert S.
5
Fehn, Rainer
5
Gao, Jiti
5
Garretsen, Harry
5
Ghysels, Eric
5
Kim, Donggyu
5
Li, Jia
5
Lu, Xun
5
Muscatelli, V. Anton
5
Peri, Giovanni
5
Shin, Yongcheol
5
Zakoïan, Jean-Michel
5
Belke, Ansgar
4
Brakman, Steven
4
Büttner, Thiess
4
Callaway, Brantly
4
De Grauwe, Paul
4
Francq, Christian
4
Garcia Pascual, Antonio
4
Gouriéroux, Christian
4
Heckman, James J.
4
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
Journal of econometrics
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3,001
Working paper / National Bureau of Economic Research, Inc.
2,572
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2,299
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2,131
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1,751
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868
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749
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728
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696
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566
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496
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485
Journal of international money and finance
461
CESifo Working Paper Series
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Applied financial economics
444
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Finance research letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International review of financial analysis
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Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
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The empirical economics letters : a monthly international journal of economics
298
The review of economics and statistics
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Finance and economics discussion series
289
SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
286
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ECONIS (ZBW)
751
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11
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
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12
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
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13
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
14
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
15
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
16
Identification of unobserved distribution factors and preferences in the collective household model
Hubner, Stefan
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 301-326
Persistent link: https://www.econbiz.de/10014364839
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17
Inference and forecasting for continuous-time integer-valued trawl processes
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014365470
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18
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
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19
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
Saved in:
20
Probabilistic prediction for binary treatment choice : with focus on personalized medicine
Manski, Charles F.
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 647-663
Persistent link: https://www.econbiz.de/10014434356
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