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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"Econometric theory"
~isPartOf:"The econometrics journal"
~person:"Chen, Jia"
~subject:"Kointegration"
~subject:"Nichtparametrisches Verfahren"
~subject:"Nonlinear time series"
~subject:"Zeitreihenanalyse"
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Estimation theory
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Chen, Jia
Phillips, Peter C. B.
17
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7
Li, Qi
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7
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6
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4
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4
Sun, Yixiao
4
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3
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3
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3
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Estimating latent group structure in time-varying coefficient panel data models
Chen, Jia
- In:
The econometrics journal
22
(
2019
)
3
,
pp. 223-240
Persistent link: https://www.econbiz.de/10012166742
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2
Specification testing in nonstationary time series models
Chen, Jia
;
Gao, Jiti
;
Li, Degui
;
Lin, Zhengyan
- In:
The econometrics journal
18
(
2015
)
1
,
pp. 117-136
Persistent link: https://www.econbiz.de/10011345989
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3
Non-parametric time-varying coefficient panel data models with fixed effects
Li, Degui
;
Chen, Jia
;
Gao, Jiti
- In:
The econometrics journal
14
(
2011
)
3
,
pp. 387-408
Persistent link: https://www.econbiz.de/10009382522
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