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subject:"Panel"
subject:"Stochastic process"
~person:"Bai, Jushan"
~subject:"Analysis of variance"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Nonparametric statistics"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Panel
Stochastic process
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Maximum-Likelihood-Schätzung
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30
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30
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14
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13
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13
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6
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6
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3
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Bai, Jushan
Linton, Oliver
37
Baltagi, Badi H.
36
Su, Liangjun
36
Li, Qi
32
Lee, Lung-fei
30
Gao, Jiti
29
Kumbhakar, Subal
24
Phillips, Peter C. B.
24
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20
Tsionas, Efthymios G.
20
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19
Westerlund, Joakim
19
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18
Chen, Xiaohong
17
Racine, Jeffrey
17
Simar, Léopold
17
Cai, Zongwu
16
Hsiao, Cheng
16
Li, Degui
16
Escanciano, Juan Carlos
15
Ullah, Aman
15
Ai, Chunrong
14
Hahn, Jinyong
14
Jochmans, Koen
14
Robinson, Peter M.
14
Sun, Yiguo
14
Yu, Jihai
14
Horowitz, Joel
13
Henderson, Daniel J.
12
Peng, Bin
12
Wooldridge, Jeffrey M.
12
Hayakawa, Kazuhiko
11
Hoderlein, Stefan
11
Kristensen, Dennis
11
Lewbel, Arthur
11
Lu, Xun
11
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10
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Journal of econometrics
7
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2
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1
Econometric reviews
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
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ECONIS (ZBW)
16
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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
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:
7
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:
8
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:
9
A simple new test for slope homogeneity in panel data models with interactive effects
Ando, Tomohiro
;
Bai, Jushan
- In:
Economics letters
136
(
2015
),
pp. 112-117
Persistent link: https://www.econbiz.de/10011435963
Saved in:
10
Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors
Bai, Jushan
;
Carrion i Silvestre, Josep Lluís
- In:
The econometrics journal
16
(
2013
)
2
,
pp. 222-249
Persistent link: https://www.econbiz.de/10009783333
Saved in:
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