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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~isPartOf:"Working paper / Department of Economics, Lund University"
~subject:"Faktorenanalyse"
~type_genre:"Arbeitspapier"
~type_genre:"Lehrbuch"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Panel study
Faktorenanalyse
Estimation theory
180
Schätztheorie
180
Time series analysis
65
Zeitreihenanalyse
65
Nichtparametrisches Verfahren
41
Nonparametric statistics
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Estimation
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Panel
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Regression analysis
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Gao, Jiti
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2
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2
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2
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1
Bailey, Natalia
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Working paper / Department of Econometrics and Business Statistics, Monash University
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CEMMAP working papers / Centre for Microdata Methods and Practice
46
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40
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33
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29
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19
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10
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Mean group instrumental variable estimation of time-varying large heterogenous panels with endogenous regressors
Bai, Yu
;
Marcellino, Massimiliano
;
Kapetanios, George
-
2023
Persistent link: https://www.econbiz.de/10014452530
Saved in:
2
Estimation and inference for three-dimensional panel data models
Feng, Guohua
;
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
-
2023
Persistent link: https://www.econbiz.de/10014452624
Saved in:
3
Multi-level panel data models : estimation and empirical analysis
Feng, Guohua
;
Gao, Jiti
;
Peng, Bin
-
2022
Persistent link: https://www.econbiz.de/10013193952
Saved in:
4
Computing bayes : from then 'til now
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2022
Persistent link: https://www.econbiz.de/10013494406
Saved in:
5
Interactive effects panel data models with general factors and regressors
Peng, Bin
;
Su, Liangjun
;
Westerlund, Joakim
;
Yang, Yanrong
-
2021
Persistent link: https://www.econbiz.de/10012697956
Saved in:
6
Semiparametric spatial autoregressive panel data model with fixed effects and time-varying coefficients
Liang, Xuan
;
Gao, Jiti
;
Gong, Xiaodong
-
2021
Persistent link: https://www.econbiz.de/10012614543
Saved in:
7
Estimation of panel data models with interactive effects and multiple structural breaks when T is fixed
Kaddoura, Yousef
;
Westerlund, Joakim
-
2021
Persistent link: https://www.econbiz.de/10012698558
Saved in:
8
Bootstrap improved inference for factor-augmented regressions with CCE
Vos, Ignace de
;
Stauskas, Ovidijus
-
2021
Persistent link: https://www.econbiz.de/10012698559
Saved in:
9
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10012606874
Saved in:
10
A linear estimator for factor-augmented fixed-t panels with endogenous regressors
Juodis, Arturas
;
Sarafid, Vasilis
-
2020
Persistent link: https://www.econbiz.de/10012606877
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