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subject:"Panel"
subject:"Stochastic process"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~person:"Ahn, Seung Chan"
~subject:"Estimation theory"
~subject:"Kointegration"
~subject:"Regression analysis"
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Dynamic panel data
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Ahn, Seung Chan
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Festschrift in honor of Peter Schmidt : econometric methods and applications
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Journal of empirical finance
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Likelihood-based inference for dynamic panel data models
Ahn, Seung Chan
;
Thomas, Gareth M.
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2859-2909
Persistent link: https://www.econbiz.de/10014329016
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