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subject:"Panel"
subject:"Stochastic process"
~isPartOf:"Working papers / University of Connecticut, Department of Economics"
~person:"Baltagi, Badi H."
~subject:"Forecasting model"
~subject:"Monte-Carlo-Simulation"
~subject:"Regression analysis"
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Panel
Stochastic process
Forecasting model
Monte-Carlo-Simulation
Regression analysis
Estimation theory
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Panel study
2
Schätztheorie
2
Correlation
1
Cross-sectional Correlation Test
1
Estimation
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Factor analysis
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Faktorenanalyse
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Korrelation
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Large Panel Data Model
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Prognoseverfahren
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Schätzung
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Serial Correlation
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Statistical test
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Statistischer Test
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Time series analysis
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Zeitreihenanalyse
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factor space
1
high dimensional factor model
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model selection
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number of factors
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panel data
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rate of convergence
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structural change
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Baltagi, Badi H.
Kao, Chihwa
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Kim, Min Seong
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Hwang, Jungbin
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Working papers / University of Connecticut, Department of Economics
Econometric reviews
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Center for Policy Research Working Paper
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Journal of econometrics
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Discussion paper series / IZA
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
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The Oxford handbook of panel data
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30th anniversary edition
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Advances in econometrics
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Advances in econometrics : a research annual
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An Elgar reference collection
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CRREP working paper serie 2017-06
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International journal of forecasting
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The econometrics of panel data : fundamentals and recent developments in theory and practice ; with 13 figures and 43 tables
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Testing cross-sectional correlation in large panel data models with serial correlation
Baltagi, Badi H.
;
Kao, Chihwa
;
Bin, Peng
-
2016
Persistent link: https://www.econbiz.de/10011687485
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Identification and estimation of a large factor model with structural instability
Baltagi, Badi H.
;
Kao, Chihwa
;
Wang, Fa
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2016
Persistent link: https://www.econbiz.de/10011687505
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