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subject:"Panel"
subject:"Stochastic process"
~isPartOf:"Economics letters"
~person:"Fernández-Val, Iván"
~person:"Hansen, Christian Bailey"
~person:"Linton, Oliver"
~person:"Wooldridge, Jeffrey M."
~subject:"Regression analysis"
~subject:"Theory"
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Fernández-Val, Iván
Hansen, Christian Bailey
Linton, Oliver
Wooldridge, Jeffrey M.
Giles, David E. A.
8
Baltagi, Badi H.
7
Li, Qi
7
Han, Chirok
6
Krämer, Walter
6
Ullah, Aman
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5
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5
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4
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4
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4
Silva, João Santos
4
Su, Liangjun
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3
Cribari-Neto, Francisco
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Dolado, Juan J.
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Gonzalo, Jesús
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Hall, Alastair R.
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Hayakawa, Kazuhiko
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Kapetanios, George
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King, Maxwell L.
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Kiviet, J. F.
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3
Peel, David
3
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3
Pirotte, Alain
3
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3
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Economics letters
CEMMAP working papers / Centre for Microdata Methods and Practice
29
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ECONIS (ZBW)
7
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1
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
2
On different approaches to obtaining partial effects in binary response models with endogenous regressors
Lin, Wei
;
Wooldridge, Jeffrey M.
- In:
Economics letters
134
(
2015
),
pp. 58-61
Persistent link: https://www.econbiz.de/10011432248
Saved in:
3
Inference approaches for instrumental variable quantile regression
Chernozhukov, Victor
;
Hansen, Christian Bailey
; …
- In:
Economics letters
95
(
2007
)
2
,
pp. 272-277
Persistent link: https://www.econbiz.de/10003460479
Saved in:
4
A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables
Wooldridge, Jeffrey M.
- In:
Economics letters
68
(
2000
)
3
,
pp. 245-250
Persistent link: https://www.econbiz.de/10001499209
Saved in:
5
On two stage least squares estimation of the average treatment effect in a random coefficient model
Wooldridge, Jeffrey M.
- In:
Economics letters
56
(
1997
)
2
,
pp. 129-133
Persistent link: https://www.econbiz.de/10001232400
Saved in:
6
A note on computing r-squared and adjusted r-squared for trending and seasonal data
Wooldridge, Jeffrey M.
- In:
Economics letters
36
(
1991
)
1
,
pp. 49-54
Persistent link: https://www.econbiz.de/10001104842
Saved in:
7
A computationally simple heteroskedasticity and serial correlation robust standard error for the linear regression model
Wooldridge, Jeffrey M.
- In:
Economics letters
31
(
1989
)
3
,
pp. 239-243
Persistent link: https://www.econbiz.de/10001076302
Saved in:
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