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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"Essays in honor of Joon Y. Park : econometric methodology in empirical applications"
~person:"Fiorentini, Gabriele"
~person:"Gao, Jiti"
~person:"Zhou, Qiankun"
~subject:"Kointegration"
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Monte-Carlo-Simulation
Panel study
Kointegration
Estimation theory
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Schätztheorie
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Bruttoinlandsprodukt
1
Cointegration
1
Dynamic panel models
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Estimation
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GDE
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Gross domestic product
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Measurement
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Method of moments
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Statistical method
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Statistische Methode
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Time series analysis
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high dimensional data
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interactive effects
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maximum likelihoodestimation
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overdifferencing
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quasi-difference
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signal extraction
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Fiorentini, Gabriele
Gao, Jiti
Zhou, Qiankun
Almuzara, Martín
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Hsiao, Cheng
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Sentana, Enrique
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Essays in honor of Joon Y. Park : econometric methodology in empirical applications
Working paper / Department of Econometrics and Business Statistics, Monash University
26
Journal of econometrics
11
Department of Economics working paper series
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Econometric reviews
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Econometrics : open access journal
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Essays in honor of Cheng Hsiao
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Essays in honor of Joon Y. Park : econometric theory
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The University of Adelaide School of Economics Research Paper
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The econometrics journal
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Aggregate output measurements : a common trend approach
Almuzara, Martín
;
Fiorentini, Gabriele
;
Sentana, Enrique
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 3-33)
.
2023
Persistent link: https://www.econbiz.de/10014313827
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Maximum likelihood estimation of dynamic panel data models with interactive effects : quasi-differencing over time or across ndividuals?
Hsiao, Cheng
;
Zhou, Qiankun
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 353-384)
.
2023
Persistent link: https://www.econbiz.de/10014315463
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