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subject:"Panel"
subject:"Stochastic process"
~person:"Bai, Jushan"
~person:"Yang, Zhenlin"
~subject:"Estimation"
~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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Maximum-Likelihood-Schätzung
Estimation theory
49
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49
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22
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14
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14
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9
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9
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6
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Bai, Jushan
Yang, Zhenlin
Baltagi, Badi H.
37
Lee, Lung-fei
31
Su, Liangjun
27
Gao, Jiti
23
Westerlund, Joakim
20
Tsionas, Efthymios G.
19
Kumbhakar, Subal
18
Phillips, Peter C. B.
18
Hsiao, Cheng
14
Yu, Jihai
14
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13
Linton, Oliver
13
Pesaran, M. Hashem
13
Francq, Christian
12
Tauchen, George Eugene
12
Wooldridge, Jeffrey M.
12
Hayakawa, Kazuhiko
11
Li, Qi
11
Parmeter, Christopher F.
11
Todorov, Viktor
11
Zakoïan, Jean-Michel
11
Ai, Chunrong
10
Han, Chirok
10
Kao, Chihwa
10
Peng, Bin
10
Pirotte, Alain
10
Zhou, Qiankun
10
Cai, Zongwu
9
Jin, Fei
9
Kapetanios, George
9
Kumar, Dilip
9
Li, Jia
9
Sarafidis, Vasilis
9
Egger, Peter
8
Hahn, Jinyong
8
Hsu, Yu-Chin
8
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8
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8
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Journal of econometrics
10
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3
Econometric reviews
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
The econometrics journal
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ECONIS (ZBW)
25
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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
Large-scale generalized linear models for longitudinal data with grouped patterns of unobserved heterogeneity
Ando, Tomohiro
;
Bai, Jushan
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 983-994
Persistent link: https://www.econbiz.de/10014448483
Saved in:
3
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:
4
Feasible generalized least squares for panel data with cross-sectional and serial correlations
Bai, Jushan
;
Choi, Sung Hoon
;
Liao, Yuan
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
1
,
pp. 309-326
Persistent link: https://www.econbiz.de/10012488925
Saved in:
5
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:
6
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:
7
Estimation of fixed effects spatial dynamic panel data models with small T and unknown heteroskedasticity
Li, Liyao
;
Yang, Zhenlin
- In:
Regional science & urban economics
81
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012427840
Saved in:
8
Selecting the regularization parameters in high-dimensional panel data models : consistency and efficiency
Ando, Tomohiro
;
Bai, Jushan
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 183-211
Persistent link: https://www.econbiz.de/10012038541
Saved in:
9
Asymptotics and bootstrap for random-effects panel data transformation models
Su, Liangjun
;
Yang, Zhenlin
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 602-625
Persistent link: https://www.econbiz.de/10012040397
Saved in:
10
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
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