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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"Econometric theory"
~isPartOf:"Oxford bulletin of economics and statistics"
~person:"Ghysels, Eric"
~person:"Velasco, Carlos"
~subject:"Panel"
~subject:"Zeitreihenanalyse"
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Ghysels, Eric
Velasco, Carlos
Phillips, Peter C. B.
8
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4
Chan, Ngai Hang
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Leybourne, Stephen James
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Estimation for dynamic panel data with individual effects
Robinson, Peter M.
;
Velasco, Carlos
- In:
Econometric theory
36
(
2020
)
2
,
pp. 185-222
Persistent link: https://www.econbiz.de/10012193732
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2
Econometric analysis of volatility component models
Wang, Fangfang
;
Ghysels, Eric
- In:
Econometric theory
31
(
2015
)
2
,
pp. 362-393
Persistent link: https://www.econbiz.de/10010532059
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3
Bootstrap-assisted specification tests for the ARFIMA model
Delgado, Miguel A.
;
Hidalgo, Javier
;
Velasco, Carlos
- In:
Econometric theory
27
(
2011
)
5
,
pp. 1083-1116
Persistent link: https://www.econbiz.de/10009379754
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4
Non-Gaussian log-periodogram regression
Velasco, Carlos
- In:
Econometric theory
16
(
2000
)
1
,
pp. 44-79
Persistent link: https://www.econbiz.de/10001568489
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5
Dynamic regression and filtered data series : a Laplace approximation to the effects of filtering in small samples
Ghysels, Eric
- In:
Econometric theory
12
(
1996
)
3
,
pp. 432-457
Persistent link: https://www.econbiz.de/10001207534
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