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subject:"Panel study"
subject:"Statistical error"
~isPartOf:"Journal of econometrics"
~person:"Hsiao, Cheng"
~person:"Westerlund, Joakim"
~subject:"Korrelation"
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Search: subject_exact:"Estimation theory"
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Panel study
Statistical error
Korrelation
Estimation theory
16
Schätztheorie
16
Panel
9
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Regression analysis
4
Regressionsanalyse
4
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Estimation
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Hsiao, Cheng
Westerlund, Joakim
Su, Liangjun
9
Baltagi, Badi H.
7
Hu, Yingyao
7
Bai, Jushan
6
Li, Kunpeng
6
Peng, Bin
6
Gao, Jiti
5
Lee, Lung-fei
5
Linton, Oliver
5
Robinson, Peter M.
5
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4
Sasaki, Yuya
4
Sun, Yiguo
4
Wansbeek, Tom
4
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4
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3
Fan, Jianqing
3
Feng, Guohua
3
Fernández-Val, Iván
3
Kao, Chihwa
3
Ng, Serena
3
Pesaran, M. Hashem
3
Phillips, Peter C. B.
3
Sun, Yixiao
3
Trapani, Lorenzo
3
Weidner, Martin
3
Yang, Zhenlin
3
Zhou, Qiankun
3
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2
Akashi, Kentaro
2
Ando, Tomohiro
2
Belotti, Federico
2
Callaway, Brantly
2
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2
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2
Chen, Songnian
2
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2
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2
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Journal of econometrics
Economics letters
4
Working paper / Department of Economics, Lund University
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Oxford bulletin of economics and statistics
3
USC-INET Research Paper
3
Econometric Society monographs
2
Econometric reviews
2
WWZ discussion papers
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
1
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1
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1
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ECONIS (ZBW)
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1
On the robustness of the pooled CCE estimator
Juodis, Artūras
;
Karabiyik, Hande
;
Westerlund, Joakim
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 325-348
Persistent link: https://www.econbiz.de/10012618517
Saved in:
2
Recursive estimation in large panel data models : theory and practice
Jiang, Bin
;
Yang, Yanrong
;
Gao, Jiti
;
Hsiao, Cheng
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 439-465
Persistent link: https://www.econbiz.de/10013275396
Saved in:
3
Panel models with interactive effects
Hsiao, Cheng
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 645-673
Persistent link: https://www.econbiz.de/10012110421
Saved in:
4
On the role of the rank condition in CCE estimation of factor-augmented panel regressions
Karabiyik, Hande
;
Reese, Simon
;
Westerlund, Joakim
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 60-64
Persistent link: https://www.econbiz.de/10011818341
Saved in:
5
The effect of recursive detrending on panel unit root tests
Westerlund, Joakim
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 453-467
Persistent link: https://www.econbiz.de/10011348966
Saved in:
6
Cross-sectional averages versus principal components
Westerlund, Joakim
;
Urbain, Jean-Pierre
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 372-377
Persistent link: https://www.econbiz.de/10011349044
Saved in:
7
Testing error serial correlation in fixed effects nonparametric panel data models
Green, Carl
;
Long, Wei
;
Hsiao, Cheng
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 466-473
Persistent link: https://www.econbiz.de/10011503631
Saved in:
8
Statistical inference for panel dynamic simultaneous equations models
Hsiao, Cheng
;
Zhou, Qiankun
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 383-396
Persistent link: https://www.econbiz.de/10011504565
Saved in:
9
IV, GMM or likelihood approach to estimate dynamic panel models when either N or T or both are large
Hsiao, Cheng
;
Zhang, Junwei
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 312-322
Persistent link: https://www.econbiz.de/10011499447
Saved in:
10
Testing for a unit root in a random coefficient panel data model
Westerlund, Joakim
;
Larsson, Rolf
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 254-273
Persistent link: https://www.econbiz.de/10009551420
Saved in:
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