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subject:"Panel"
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~isPartOf:"Cambridge working papers in economics"
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Search: subject_exact:"Estimation theory"
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Panel
Estimation theory
63
Schätztheorie
63
Estimation
16
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Panel study
16
Schätzung
16
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panel data
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Method of moments
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Robust statistics
4
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Welt
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fixed effects
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heteroskedasticity
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3
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16
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Pesaran, M. Hashem
7
Jochmans, Koen
5
Chudik, Alexander
3
Hayakawa, Kazuhiko
2
Linton, Oliver
2
Tosetti, Elisa
2
Verardi, Vincenzo
2
Kapetanios, George
1
Mohaddes, Kamiar
1
Peseran, Hashem
1
Raissi, Mehdi
1
Robertson, Donald
1
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1
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1
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1
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1
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Cambridge working papers in economics
CEMMAP working papers / Centre for Microdata Methods and Practice
37
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31
Working paper / Department of Econometrics and Business Statistics, Monash University
25
CESifo working papers
21
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14
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14
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12
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10
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9
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8
Working paper / Department of Economics, Lund University
8
Center for Policy Research Working Paper
7
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7
Memorandum / Department of Economics, University of Oslo
7
Quantitative economics : QE ; journal of the Econometric Society
7
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7
Working paper series / Department of Economics, University of Missouri-Columbia
6
CEMFI working paper
5
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5
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5
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5
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5
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4
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4
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4
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4
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4
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4
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ECONIS (ZBW)
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CCE estimation of high-dimensional panel data models with interactive fixed effects
Vogt, Michael
;
Walsh, Christopher
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013485021
Saved in:
2
Semiparametric nonlinear panel data models with measurement error
Linton, Oliver
;
Shiu, Ji-Liang
-
2019
Persistent link: https://www.econbiz.de/10012692254
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3
Testing for correlation in error-component models
Jochmans, Koen
-
2019
Persistent link: https://www.econbiz.de/10012692618
Saved in:
4
twexp and twgravity: estimating exponential regression models with two-way fixed effects
Jochmans, Koen
;
Verardi, Vincenzo
-
2019
Persistent link: https://www.econbiz.de/10012699242
Saved in:
5
xtserialpm: a portmanteau test for serial correlation in a linear panel model
Jochmans, Koen
;
Verardi, Vincenzo
-
2019
Persistent link: https://www.econbiz.de/10012699244
Saved in:
6
Testing correlation in error-component models
Jochmans, Koen
-
2019
-
This version: September 4, 2019
Persistent link: https://www.econbiz.de/10012703301
Saved in:
7
A portmanteau test for correlation in short panels
Jochmans, Koen
-
2018
Persistent link: https://www.econbiz.de/10012672305
Saved in:
8
Transformed maximum likelihood estimation of short dynamic panel data models with interactive effects
Hayakawa, Kazuhiko
;
Peseran, Hashem
;
Smith, L. Vanessa
-
2014
Persistent link: https://www.econbiz.de/10010366308
Saved in:
9
IV estimation of panels with factor residuals
Robertson, Donald
;
Sarafidis, Vasilis
-
2013
Persistent link: https://www.econbiz.de/10009754517
Saved in:
10
Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
Pesaran, M. Hashem
;
Chudik, Alexander
-
2013
Persistent link: https://www.econbiz.de/10009754530
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