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subject:"Estimation"
subject:"Schätzung"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"Journal of econometrics"
~subject:"Einheitswurzeltest"
~subject:"Factor analysis"
~subject:"Kanada"
~subject:"Theorie"
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Estimation
Schätzung
Einheitswurzeltest
Factor analysis
Kanada
Theorie
Estimation theory
232
Schätztheorie
232
Theory
196
Time series analysis
131
Zeitreihenanalyse
131
Volatility
116
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116
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114
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114
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95
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95
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Todorov, Viktor
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9
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9
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8
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8
Su, Liangjun
8
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7
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7
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6
Mertens, Antje
6
Andersen, Torben
5
Aït-Sahalia, Yacine
5
Breitung, Jörg
5
Gao, Jiti
5
Ghysels, Eric
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Kim, Donggyu
5
Li, Jia
5
Lu, Xun
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Wolters, Jürgen
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Zakoïan, Jean-Michel
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4
Burda, Michael C.
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Francq, Christian
4
Gouriéroux, Christian
4
Heckman, James J.
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Holtemöller, Oliver
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Hsiao, Cheng
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Li, Kunpeng
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Park, Joon Y.
4
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4
Schmidt, Peter
4
Shin, Yongcheol
4
Wang, Wendun
4
Werwatz, Axel
4
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4
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3
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Discussion papers of interdisciplinary research project 373
Journal of econometrics
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2,571
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2,304
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728
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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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Journal of applied econometrics
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International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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ECONIS (ZBW)
561
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1
Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
Chen, Xin
;
Yang, Dan
;
Yan, Xu
;
Xia, Yin
;
Wang, Dong
; …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 544-564
Persistent link: https://www.econbiz.de/10014340639
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2
Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares
Botosaru, Irene
;
Muris, Chris
;
Pendakur, Krishna
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 576-597
Persistent link: https://www.econbiz.de/10014340641
Saved in:
3
Multi-dimensional latent group structures with heterogeneous distributions
Leng, Xuan
;
Chen, Heng
;
Wang, Wendun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014340642
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4
Estimation of panel group structure models with structural breaks in group memberships and coefficients
Lumsdaine, Robin L.
;
Okui, Ryo
;
Wang, Wendun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 45-65
Persistent link: https://www.econbiz.de/10014340925
Saved in:
5
Shrinkage estimation of network spillovers with factor structured errors
Higgins, Ayden
;
Martellosio, Federico
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 66-87
Persistent link: https://www.econbiz.de/10014340929
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6
Treatment effects in interactive fixed effects models with a small number of time periods
Callaway, Brantly
;
Karami, Sonia
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 184-208
Persistent link: https://www.econbiz.de/10014340983
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7
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
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8
How to go viral : a COVID-19 model with endogenously time-varying parameters
Ho, Paul
;
Lubik, Thomas A.
;
Matthes, Christian
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 70-86
Persistent link: https://www.econbiz.de/10013472838
Saved in:
9
Nonparametric comparison of epidemic time trends : the case of COVID-19
Khismatullina, Marina
;
Vogt, Michael
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 87-108
Persistent link: https://www.econbiz.de/10013472849
Saved in:
10
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
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