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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~person:"Bai, Jushan"
~subject:"Nichtparametrisches Verfahren"
~type_genre:"Article in journal"
~type_genre:"Mikroform"
~type_genre:"Thesis"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Panel study
Nichtparametrisches Verfahren
Estimation theory
30
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30
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14
Theorie
13
Theory
13
Factor analysis
6
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6
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3
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Bai, Jushan
Baltagi, Badi H.
38
Linton, Oliver
36
Su, Liangjun
34
Li, Qi
33
Gao, Jiti
27
Kumbhakar, Subal
24
Chen, Songnian
19
Florens, Jean-Pierre
19
Parmeter, Christopher F.
19
Phillips, Peter C. B.
19
Westerlund, Joakim
19
Lee, Lung-fei
18
Racine, Jeffrey
18
Simar, Léopold
18
Sun, Yiguo
17
Tsionas, Efthymios G.
17
Cai, Zongwu
16
Chen, Xiaohong
16
Hsiao, Cheng
16
Li, Degui
15
Ai, Chunrong
14
Horowitz, Joel
14
Jochmans, Koen
14
Ullah, Aman
14
Escanciano, Juan Carlos
13
Hahn, Jinyong
13
Henderson, Daniel J.
12
Peng, Bin
12
Robinson, Peter M.
12
Yu, Jihai
12
Hayakawa, Kazuhiko
11
Hoderlein, Stefan
11
Kao, Chihwa
11
Lewbel, Arthur
11
Lu, Xun
11
Newey, Whitney K.
11
Otsu, Taisuke
11
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11
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10
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Journal of econometrics
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Annals of economics and finance
1
Econometric reviews
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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ECONIS (ZBW)
15
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1
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15
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1
Factor-based imputation of missing values and covariances in panel data of large dimensions
Cahan, Ercument
;
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 113-131
Persistent link: https://www.econbiz.de/10014340963
Saved in:
2
Large-scale generalized linear models for longitudinal data with grouped patterns of unobserved heterogeneity
Ando, Tomohiro
;
Bai, Jushan
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 983-994
Persistent link: https://www.econbiz.de/10014448483
Saved in:
3
Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity
Ando, Tomohiro
;
Bai, Jushan
;
Li, Kunpeng
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 20-38
Persistent link: https://www.econbiz.de/10013441911
Saved in:
4
Feasible generalized least squares for panel data with cross-sectional and serial correlations
Bai, Jushan
;
Choi, Sung Hoon
;
Liao, Yuan
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
1
,
pp. 309-326
Persistent link: https://www.econbiz.de/10012488925
Saved in:
5
Dynamic spatial panel data models with common shocks
Bai, Jushan
;
Li, Kunpeng
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 134-160
Persistent link: https://www.econbiz.de/10013275367
Saved in:
6
Selecting the regularization parameters in high-dimensional panel data models : consistency and efficiency
Ando, Tomohiro
;
Bai, Jushan
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 183-211
Persistent link: https://www.econbiz.de/10012038541
Saved in:
7
Inferences in panel data with interactive effects using large covariance matrices
Bai, Jushan
;
Liao, Yuan
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 59-78
Persistent link: https://www.econbiz.de/10011897698
Saved in:
8
A simple new test for slope homogeneity in panel data models with interactive effects
Ando, Tomohiro
;
Bai, Jushan
- In:
Economics letters
136
(
2015
),
pp. 112-117
Persistent link: https://www.econbiz.de/10011435963
Saved in:
9
Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors
Bai, Jushan
;
Carrion i Silvestre, Josep Lluís
- In:
The econometrics journal
16
(
2013
)
2
,
pp. 222-249
Persistent link: https://www.econbiz.de/10009783333
Saved in:
10
Common breaks in means and variances for panel data
Bai, Jushan
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 78-92
Persistent link: https://www.econbiz.de/10008661845
Saved in:
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