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subject:"Panel"
subject:"Stochastic process"
~isPartOf:"Journal of econometrics"
~person:"Bai, Jushan"
~person:"Yang, Zhenlin"
~subject:"Maximum-Likelihood-Schätzung"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Panel
Stochastic process
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Estimation theory
12
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12
Panel study
9
Maximum likelihood estimation
4
Räumliche Interaktion
4
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4
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3
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Bai, Jushan
Yang, Zhenlin
Lee, Lung-fei
11
Su, Liangjun
11
Baltagi, Badi H.
7
Li, Kunpeng
7
Todorov, Viktor
7
Phillips, Peter C. B.
6
Robinson, Peter M.
6
Gao, Jiti
5
Hsiao, Cheng
5
Peng, Bin
5
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5
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4
Park, Joon Y.
4
Sarafidis, Vasilis
4
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4
Westerlund, Joakim
4
Yu, Jihai
4
Zakoïan, Jean-Michel
4
Feng, Guohua
3
Fernández-Val, Iván
3
Francq, Christian
3
Kao, Chihwa
3
Li, Dong
3
Li, Guodong
3
Li, Jia
3
Linton, Oliver
3
Lu, Lina
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Martellosio, Federico
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Pesaran, M. Hashem
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Sun, Yiguo
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Trapani, Lorenzo
3
Wang, Fa
3
Weidner, Martin
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Xu, Xingbai
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Zhou, Qiankun
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2
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2
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Journal of econometrics
Regional science & urban economics
3
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
The econometrics journal
2
Annals of economics and finance
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Economics letters
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ECONIS (ZBW)
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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
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:
3
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:
4
Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models
Baltagi, Badi H.
;
Pirotte, Alain
;
Yang, Zhenlin
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 245-270
Persistent link: https://www.econbiz.de/10013275390
Saved in:
5
Unified M-estimation of fixed-effects spatial dynamic models with short panels
Yang, Zhenlin
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 423-447
Persistent link: https://www.econbiz.de/10012110313
Saved in:
6
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:
7
Efficient estimation of approximate factor models via penalized maximum likelihood
Bai, Jushan
;
Liao, Yuan
- In:
Journal of econometrics
191
(
2016
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011594307
Saved in:
8
QML estimation of dynamic panel data models with spatial errors
Su, Liangjun
;
Yang, Zhenlin
- In:
Journal of econometrics
185
(
2015
)
1
,
pp. 230-258
Persistent link: https://www.econbiz.de/10011339865
Saved in:
9
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:
10
Forecasting economic time series using targeted predictors
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 304-317
Persistent link: https://www.econbiz.de/10003782981
Saved in:
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