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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"Journal of econometrics"
~person:"Mammen, Enno"
~person:"Sarafidis, Vasilis"
~subject:"Nichtparametrisches Verfahren"
~subject:"Sieve minimum distance"
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Monte-Carlo-Simulation
Panel study
Nichtparametrisches Verfahren
Sieve minimum distance
Estimation theory
8
Schätztheorie
8
Nonparametric statistics
4
Panel
4
Estimation
3
Method of moments
3
Momentenmethode
3
Regression analysis
3
Regressionsanalyse
3
Schätzung
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Cross-sectional dependence
2
Dynamic panel data
2
Factor analysis
2
Faktorenanalyse
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IV-Schätzung
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Instrumental variables
2
Aggregation bias
1
Asymptotic normality
1
Bootstrap uniform confidence bands
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Central limit theorem
1
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1
Duration analysis
1
Dynamic relationships
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Dynamische Wirtschaftstheorie
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Econometrics
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Economic dynamics
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Endogenous selection
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Factor model
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Factor models
1
Factor residuals
1
Generalised method of moments
1
Ill-posed estimation problem
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Mammen, Enno
Sarafidis, Vasilis
Linton, Oliver
15
Su, Liangjun
14
Chen, Xiaohong
10
Chen, Songnian
9
Florens, Jean-Pierre
9
Gao, Jiti
9
Robinson, Peter M.
9
Hsiao, Cheng
8
Li, Qi
8
Baltagi, Badi H.
7
Cai, Zongwu
7
Peng, Bin
7
Phillips, Peter C. B.
7
Simar, Léopold
7
White, Halbert
7
Bai, Jushan
6
Lee, Lung-fei
6
Lewbel, Arthur
6
Li, Degui
6
Li, Kunpeng
6
Sasaki, Yuya
6
Sun, Yiguo
6
Breunig, Christoph
5
Fan, Yanqin
5
Horowitz, Joel
5
Kristensen, Dennis
5
Lu, Xun
5
Xu, Ke-Li
5
Das, Mitali
4
Dong, Chaohua
4
Escanciano, Juan Carlos
4
Haiqing Xu
4
Hoderlein, Stefan
4
Hong, Han
4
Hu, Yingyao
4
Lavergne, Pascal
4
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4
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Journal of econometrics
SFB 649 discussion paper
4
The econometrics journal
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Discussion paper / Institute of Social and Economic Research
2
Discussion paper series / IZA
2
Econometric theory
2
CEMMAP working papers / Centre for Microdata Methods and Practice
1
Cambridge working papers in economics
1
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1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Discussion papers of interdisciplinary research project 373
1
Econometric analysis of quantile regression models and networks : with empirical applications
1
Econometric reviews
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Handbook of financial time series
1
ISER DP
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1
SERIEs : Journal of the Spanish Economic Association
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1
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ECONIS (ZBW)
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1
Celebrating 40 years of panel data analysis : past, present and future
Sarafidis, Vasilis
;
Wansbeek, Tom
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 215-226
Persistent link: https://www.econbiz.de/10012618507
Saved in:
2
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure
Norkutė, Milda
;
Sarafidis, Vasilis
;
Yamagata, Takashi
; …
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 416-446
Persistent link: https://www.econbiz.de/10012618523
Saved in:
3
A general semiparametric approach to inference with marker-dependent hazard rate models
Berg, Gerard J. van den
;
Janys, Lena
;
Mammen, Enno
; …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 43-67
Persistent link: https://www.econbiz.de/10012618795
Saved in:
4
Ill-posed estimation in high-dimensional models with instrumental variables
Breunig, Christoph
;
Mammen, Enno
;
Simoni, Anna
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 171-200
Persistent link: https://www.econbiz.de/10012483200
Saved in:
5
Nonparametric estimation in case of endogenous selection
Breunig, Christoph
;
Mammen, Enno
;
Simoni, Anna
- In:
Journal of econometrics
202
(
2018
)
2
,
pp. 268-285
Persistent link: https://www.econbiz.de/10011974570
Saved in:
6
Comment on "IV estimation of panels with factor residuals" by D. Robertson and V. Sarafidis
Ahn, Seung Chan
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 542-544
Persistent link: https://www.econbiz.de/10011348941
Saved in:
7
IV estimation of panels with factor residuals
Robertson, Donald Struan
;
Sarafidis, Vasilis
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 526-541
Persistent link: https://www.econbiz.de/10011348945
Saved in:
8
Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression
Dunker, Fabian
;
Florens, Jean-Pierre
;
Hohage, Thorsten
; …
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 444-455
Persistent link: https://www.econbiz.de/10010256195
Saved in:
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