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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Oxford bulletin of economics and statistics"
~person:"Bester, C. Alan"
~person:"Brüggemann, Ralf"
~person:"Westerlund, Joakim"
~subject:"Cointegration"
~subject:"Systematischer Fehler"
~subject:"VAR-Modell"
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Bester, C. Alan
Brüggemann, Ralf
Westerlund, Joakim
Gao, Jiti
5
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3
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3
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Oxford bulletin of economics and statistics
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Working paper / Department of Economics, Lund University
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Projection estimators for structural impulse responses
Breitung, Jörg
;
Brüggemann, Ralf
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
6
,
pp. 1320-1340
Persistent link: https://www.econbiz.de/10014443340
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2
Estimation of panel data models with random interactive effects and multiple structural breaks when T is fixed
Kaddoura, Yousef
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 778-790
Persistent link: https://www.econbiz.de/10014448434
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3
Identification of SVAR models by combining sign restrictions with external instruments
Braun, Robin
;
Brüggemann, Ralf
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1077-1089
Persistent link: https://www.econbiz.de/10014448551
Saved in:
4
An IV test for a unit root in generally trending and correlated panels
Westerlund, Joakim
- In:
Oxford bulletin of economics and statistics
78
(
2016
)
5
,
pp. 752-764
Persistent link: https://www.econbiz.de/10011579106
Saved in:
5
Rethinking the univariate approach to panel unit root testing : using covariates to resolve the incidental trend problem
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
3
,
pp. 430-443
Persistent link: https://www.econbiz.de/10011391381
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6
Least squares asymptotics in spurious and cointegrated panel regressions with common and indiosyncratic stochastic trends
Urbain, Jean-Pierre
;
Westerlund, Joakim
- In:
Oxford bulletin of economics and statistics
73
(
2011
)
1
,
pp. 119-139
Persistent link: https://www.econbiz.de/10009011869
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7
A penalty function approach to bias reduction in nonlinear panel models with fixed effects
Bester, C. Alan
;
Hansen, Christian Bailey
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
2
,
pp. 131-148
Persistent link: https://www.econbiz.de/10003885737
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8
Practical problems with reduced-rank ML estimators for cointegration parameters and a simple alternative
Brüggemann, Ralf
;
Lütkepohl, Helmut
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
5
,
pp. 673-690
Persistent link: https://www.econbiz.de/10003142844
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