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subject:"Estimation"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Strathclyde discussion papers in economics"
~person:"Baltagi, Badi H."
~person:"Everaert, Gerdie"
~person:"Kapetanios, George"
~person:"Park, Joon Y."
~subject:"Chemical industry"
~subject:"Epidemie"
~subject:"Prognoseverfahren"
~subject:"forecasting"
~type:"article"
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Estimation
Zeitreihenanalyse
Chemical industry
Epidemie
Prognoseverfahren
forecasting
Schätzung
17
Estimation theory
8
Panel
8
Panel study
8
Schätztheorie
8
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4
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4
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4
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1953-2014
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Baltagi, Badi H.
Everaert, Gerdie
Kapetanios, George
Park, Joon Y.
Todorov, Viktor
15
Pesaran, M. Hashem
12
Phillips, Peter C. B.
12
Koop, Gary
11
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9
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9
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9
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9
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8
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6
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5
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5
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5
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5
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5
Lu, Xun
5
Pendakur, Krishna
5
Zakoïan, Jean-Michel
5
Barigozzi, Matteo
4
Callaway, Brantly
4
Clark, Todd E.
4
Francq, Christian
4
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4
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4
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4
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4
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4
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4
Kumbhakar, Subal
4
Lamarche, Carlos
4
Li, Kunpeng
4
Sasaki, Yuya
4
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4
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4
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Journal of applied econometrics
Journal of econometrics
Strathclyde discussion papers in economics
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Economics letters
4
Journal of economic dynamics & control
4
Regional science & urban economics
4
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3
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3
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3
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International journal of forecasting
2
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2
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2
Oxford bulletin of economics and statistics
2
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2
Scottish journal of political economy : the journal of the Scottish Economic Society
2
The Oxford handbook of panel data
2
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1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Essays in honor of Cheng Hsiao
1
Handbook of economic forecasting ; Volume 2B
1
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1
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1
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1
Journal of development economics
1
Journal of international economics
1
Journal of productivity analysis
1
Journal of risk and financial management : JRFM
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Journal of urban economics
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Labour economics : official journal of the European Association of Labour Economists
1
Panel data econometrics : theoretical contributions and empirical applications
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
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The econometrics journal
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The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis
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ECONIS (ZBW)
17
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1
Bayesian estimation of multivariate panel probits with higher-order network interdependence and an application to firms' global market participation in Guangdong
Baltagi, Badi H.
;
Egger, Peter
;
Kesina, Michaela
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1356-1378
Persistent link: https://www.econbiz.de/10013473983
Saved in:
2
Estimating and testing high dimensional factor models with multiple structural changes
Baltagi, Badi H.
;
Kao, Chihwa
;
Wang, Fa
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 349-365
Persistent link: https://www.econbiz.de/10012618518
Saved in:
3
Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure
Kapetanios, George
;
Serlenga, Laura
;
Shin, Yongcheol
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 504-531
Persistent link: https://www.econbiz.de/10012618527
Saved in:
4
Nonparametric estimation of jump diffusion models
Park, Joon Y.
;
Wang, Bin
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 688-715
Persistent link: https://www.econbiz.de/10012619778
Saved in:
5
Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models
Baltagi, Badi H.
;
Pirotte, Alain
;
Yang, Zhenlin
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 245-270
Persistent link: https://www.econbiz.de/10013275390
Saved in:
6
Time-varying instrumental variable estimation
Giraitis, Liudas
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 394-415
Persistent link: https://www.econbiz.de/10013275394
Saved in:
7
On the stability of the excess sensitivity of aggregate consumption growth in the USA
Everaert, Gerdie
;
Pozzi, Lorenzo
;
Schoonackers, Ruben
- In:
Journal of applied econometrics
32
(
2017
)
4
,
pp. 819-840
Persistent link: https://www.econbiz.de/10011862240
Saved in:
8
A new approach to model regime switching
Chang, Yoosoon
;
Choi, Yongok
;
Park, Joon Y.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 127-143
Persistent link: https://www.econbiz.de/10011743787
Saved in:
9
Identification and estimation of a large factor model with structural instability
Baltagi, Badi H.
;
Kao, Chihwa
;
Wang, Fa
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 87-100
Persistent link: https://www.econbiz.de/10011818347
Saved in:
10
Firm-level productivity spillovers in China's chemical industry : a spatial Hausman-Taylor approach
Baltagi, Badi H.
;
Egger, Peter
;
Kesina, Michaela
- In:
Journal of applied econometrics
31
(
2016
)
1
,
pp. 214-248
Persistent link: https://www.econbiz.de/10011642147
Saved in:
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