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subject:"Panel"
subject:"Stochastic process"
~isPartOf:"Working paper"
~person:"Christensen, Bent Jesper"
~person:"Ralf, Kirsten"
~subject:"Statistische Verteilung"
~subject:"VAR-Modell"
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Panel
Stochastic process
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VAR-Modell
Estimation theory
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Hausman-Taylor estimator
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Christensen, Bent Jesper
Ralf, Kirsten
Kapetanios, George
5
Giraitis, Liudas
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Honoré, Peter
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Kiefer, Nicholas Maximilian
2
Nielsen, Jens Perch
2
Pesaran, M. Hashem
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Theodoridis, Konstantinos
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Yu, Jun
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CREATES research paper
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Inference on time-invariant variables using panel data : a pretest estimator
Chatelain, Jean-Bernard
;
Ralf, Kirsten
-
2018
Persistent link: https://www.econbiz.de/10011995425
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2
Panel data, local cuts, and orthogeodesic models
Christensen, Bent Jesper
-
1997
Persistent link: https://www.econbiz.de/10000976604
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3
Inference in non-linear panels with partially missing observations : the case of the equilibrium search model
Christensen, Bent Jesper
;
Kiefer, Nicholas Maximilian
-
1996
Persistent link: https://www.econbiz.de/10000942822
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