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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"Applied economics"
~isPartOf:"Econometric reviews"
~person:"Juodis, Artūras"
~subject:"Bias correction"
~subject:"Forecasting model"
~subject:"Scientific modelling"
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Monte-Carlo-Simulation
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2
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fixed T consistency
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maximum likelihood
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Juodis, Artūras
Baltagi, Badi H.
9
Breitung, Jörg
3
Kao, Chihwa
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3
Maasoumi, Esfandiar
3
Zhang, Xinyu
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Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
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First difference transformation in panel VAR models : robustness, estimation, and inference
Juodis, Artūras
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 650-693
Persistent link: https://www.econbiz.de/10012040399
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Fixed T dynamic panel data estimators with multifactor errors
Juodis, Artūras
;
Sarafidis, Vasilis
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 893-929
Persistent link: https://www.econbiz.de/10012040421
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