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subject:"Panel"
subject:"Stochastic process"
~isPartOf:"Journal of econometrics"
~person:"Hayakawa, Kazuhiko"
~person:"Hsiao, Cheng"
~person:"Todorov, Viktor"
~subject:"Kleinste-Quadrate-Methode"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Panel
Stochastic process
Kleinste-Quadrate-Methode
Estimation theory
22
Schätztheorie
22
Estimation
11
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11
Volatility
10
Volatilität
10
Panel study
8
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Hayakawa, Kazuhiko
Hsiao, Cheng
Todorov, Viktor
Su, Liangjun
10
Baltagi, Badi H.
7
Bai, Jushan
6
Li, Kunpeng
6
Phillips, Peter C. B.
6
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5
Lee, Lung-fei
5
Peng, Bin
5
Robinson, Peter M.
5
Tauchen, George Eugene
5
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4
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4
Yu, Jihai
4
Zakoïan, Jean-Michel
4
Feng, Guohua
3
Fernández-Val, Iván
3
Francq, Christian
3
Jin, Sainan
3
Kao, Chihwa
3
Li, Dong
3
Li, Guodong
3
Li, Jia
3
Linton, Oliver
3
Park, Joon Y.
3
Pesaran, M. Hashem
3
Sun, Yiguo
3
Trapani, Lorenzo
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Varneskov, Rasmus Tangsgaard
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2
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2
Andersen, Torben
2
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2
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2
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2
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Journal of econometrics
Applied economics letters
2
Econometric reviews
2
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2
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2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
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ECONIS (ZBW)
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1
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
2
Recursive estimation in large panel data models : theory and practice
Jiang, Bin
;
Yang, Yanrong
;
Gao, Jiti
;
Hsiao, Cheng
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 439-465
Persistent link: https://www.econbiz.de/10013275396
Saved in:
3
Unified inference for nonlinear factor models from panels with fixed and large time span
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 4-25
Persistent link: https://www.econbiz.de/10012303860
Saved in:
4
Panel models with interactive effects
Hsiao, Cheng
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 645-673
Persistent link: https://www.econbiz.de/10012110421
Saved in:
5
Adaptive estimation of continuous-time regression models using high-frequency data
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 36-47
Persistent link: https://www.econbiz.de/10011897689
Saved in:
6
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
Saved in:
7
Inference theory for volatility functional dependencies
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 17-34
Persistent link: https://www.econbiz.de/10011704756
Saved in:
8
IV, GMM or likelihood approach to estimate dynamic panel models when either N or T or both are large
Hsiao, Cheng
;
Zhang, Junwei
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 312-322
Persistent link: https://www.econbiz.de/10011499447
Saved in:
9
Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 110-134
Persistent link: https://www.econbiz.de/10011500265
Saved in:
10
Testing error serial correlation in fixed effects nonparametric panel data models
Green, Carl
;
Long, Wei
;
Hsiao, Cheng
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 466-473
Persistent link: https://www.econbiz.de/10011503631
Saved in:
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