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subject:"India"
~isPartOf:"Economics letters"
~person:"Han, Chirok"
~subject:"Estimation"
~subject:"Maximum likelihood estimation"
~subject:"Panel"
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Maximum likelihood estimation
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2
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Han, Chirok
Baltagi, Badi H.
5
Westerlund, Joakim
5
Hahn, Jinyong
4
Kumbhakar, Subal
4
Jin, Fei
3
Lee, Lung-fei
3
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3
Pirotte, Alain
3
Su, Liangjun
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3
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2
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2
Egger, Peter
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Malikov, Emir
2
Moura, Guilherme Valle
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2
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2
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2
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2
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2
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Economics letters
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2
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2
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1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Bias correction for within-group estimation of panel data models with fixed effects and sample selection
Han, Chirok
;
Lee, Goeun
- In:
Economics letters
220
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013473119
Saved in:
2
On the asymptotic distribution of the quadratic GMM estimator of a dynamic panel data model under a unit root
Gørgens, Tue
;
Han, Chirok
;
Xue, Sen
- In:
Economics letters
197
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012511062
Saved in:
3
Efficiency comparison of random effects two stage least squares estimators
Han, Chirok
- In:
Economics letters
148
(
2016
),
pp. 59-62
Persistent link: https://www.econbiz.de/10011619823
Saved in:
4
The true limit distributions of the Anderson-Hsiao IV estimators in panel autoregression
Phillips, Peter C. B.
;
Han, Chirok
- In:
Economics letters
127
(
2015
),
pp. 89-92
Persistent link: https://www.econbiz.de/10011382882
Saved in:
5
The role of constant instruments in dynamic panel estimation
Han, Chirok
;
Kim, Hyoungjong
- In:
Economics letters
124
(
2014
)
3
,
pp. 500-503
Persistent link: https://www.econbiz.de/10010495098
Saved in:
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