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subject:"Panel"
subject:"Stochastic process"
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of econometrics"
~person:"Kao, Chihwa"
~person:"Li, Guodong"
~person:"Phillips, Peter C. B."
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Search: subject_exact:"Estimation theory"
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Panel
Stochastic process
Estimation theory
41
Schätztheorie
41
Time series analysis
16
Zeitreihenanalyse
16
Estimation
8
Panel study
8
Schätzung
8
Theorie
8
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Cointegration
7
Kointegration
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Regression analysis
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Regressionsanalyse
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Nichtparametrisches Verfahren
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Statistical test
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Statistischer Test
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Einheitswurzeltest
4
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4
Panel data
4
Stochastischer Prozess
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ARCH-Modell
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Statistical distribution
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Autocorrelation
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Autokorrelation
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Cointegrated system
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Factor analysis
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Faktorenanalyse
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Forecasting model
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Kao, Chihwa
Li, Guodong
Phillips, Peter C. B.
Su, Liangjun
10
Baltagi, Badi H.
7
Todorov, Viktor
7
Bai, Jushan
6
Li, Kunpeng
6
Gao, Jiti
5
Hsiao, Cheng
5
Lee, Lung-fei
5
Peng, Bin
5
Tauchen, George Eugene
5
Hayakawa, Kazuhiko
4
Robinson, Peter M.
4
Sarafidis, Vasilis
4
Westerlund, Joakim
4
Yu, Jihai
4
Zakoïan, Jean-Michel
4
Feng, Guohua
3
Fernández-Val, Iván
3
Francq, Christian
3
Jin, Sainan
3
Li, Jia
3
Linton, Oliver
3
Park, Joon Y.
3
Pesaran, M. Hashem
3
Sun, Yiguo
3
Trapani, Lorenzo
3
Weidner, Martin
3
Yang, Zhenlin
3
Zhou, Qiankun
3
Ai, Chunrong
2
Akashi, Kentaro
2
Andersen, Torben
2
Ando, Tomohiro
2
Belotti, Federico
2
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2
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2
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2
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Applied economics letters
Journal of econometrics
Cowles Foundation discussion paper
14
Cowles Foundation Discussion Paper
5
Syracuse University Center for Policy Research Working Paper
4
Center for Policy Research Working Paper
3
Econometric reviews
3
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
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The econometrics journal
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Working papers / University of Connecticut, Department of Economics
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30th anniversary edition
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Econometric theory
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Essays in honor of Peter C. B. Phillips
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Handbook of financial time series
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
12
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1
Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
Saved in:
2
Hybrid quantile estimation for asymmetric power GARCH models
Wang, Guochang
;
Zhu, Ke
;
Li, Guodong
;
Li, Wai Keung
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 264-284
Persistent link: https://www.econbiz.de/10013441656
Saved in:
3
Functional coefficient panel modeling with communal smoothing covariates
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 371-407
Persistent link: https://www.econbiz.de/10013442086
Saved in:
4
Estimating and testing high dimensional factor models with multiple structural changes
Baltagi, Badi H.
;
Kao, Chihwa
;
Wang, Fa
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 349-365
Persistent link: https://www.econbiz.de/10012618518
Saved in:
5
Linear double autoregression
Zhu, Qianqian
;
Zheng, Yao
;
Li, Guodong
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 162-174
Persistent link: https://www.econbiz.de/10012116135
Saved in:
6
Identification and estimation of a large factor model with structural instability
Baltagi, Badi H.
;
Kao, Chihwa
;
Wang, Fa
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 87-100
Persistent link: https://www.econbiz.de/10011818347
Saved in:
7
Testing linearity using power transforms of regressors
Baek, Yae In
;
Cho, Jin Seo
;
Phillips, Peter C. B.
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 376-384
Persistent link: https://www.econbiz.de/10011499536
Saved in:
8
Moment-based tests for individual and time effects in panel data models
Wu, Jianhong
;
Li, Guodong
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 569-581
Persistent link: https://www.econbiz.de/10010256863
Saved in:
9
First difference maximum likelihood and dynamic panel estimation
Han, Chirok
;
Phillips, Peter C. B.
- In:
Journal of econometrics
175
(
2013
)
1
,
pp. 35-45
Persistent link: https://www.econbiz.de/10009749365
Saved in:
10
A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model
Baltagi, Badi H.
;
Feng, Qu
;
Kao, Chihwa
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 164-177
Persistent link: https://www.econbiz.de/10009673119
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