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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"Working papers / Federal Reserve Bank of Philadelphia, Research Department"
~subject:"Momentenmethode"
~subject:"Panel study"
~type_genre:"Amtsdruckschrift"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
USA
Momentenmethode
Panel study
Estimation theory
80
Schätztheorie
80
Theorie
37
Theory
37
Estimation
19
Schätzung
19
Time series analysis
16
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16
Panel
12
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United States
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Robust statistics
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Robustes Verfahren
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Pesaran, M. Hashem
8
White, Halbert
4
Chudik, Alexander
3
Freyaldenhoven, Simon
2
Granger, C. W. J.
2
Hansen, Christian Bailey
2
Hayakawa, Kazuhiko
2
Hyung, Namwon
2
Kapetanios, George
2
Kim, Tae-hwan
2
Shapiro, Jesse M.
2
Swanson, Norman R.
2
Tosetti, Elisa
2
Armah, Nii Ayi
1
Bailey, Natalia
1
Cheng, Xu
1
Chib, Siddhartha
1
Corradi, Valentina
1
Deb, Partha
1
Drautzburg, Thorsten
1
Engle, Robert F.
1
Kim, Tae-Hwan
1
Liao, Zhipeng
1
Lin, Tzu-Chi
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Linton, Oliver
1
Mohaddes, Kamiar
1
Peseran, Hashem
1
Pérez Pérez, Jorge
1
Raissi, Mehdi
1
Robertson, Donald
1
Ruge-Murcia, Francisco Javier
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Russell, Jeffrey R.
1
Sarafidis, Vasilis
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Schorfheide, Frank
1
Shin, Minchul
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1
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Cambridge working papers in economics
Discussion paper / Department of Economics, University of California San Diego
Working papers / Federal Reserve Bank of Philadelphia, Research Department
CEMMAP working papers / Centre for Microdata Methods and Practice
78
Working paper / Department of Econometrics and Business Statistics, Monash University
48
Discussion paper / Tinbergen Institute
45
CESifo working papers
41
Working paper / National Bureau of Economic Research, Inc.
39
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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1
Model averaging prediction for possibly nonstationary autoregressions
Lin, Tzu-Chi
-
2023
Persistent link: https://www.econbiz.de/10014282293
Saved in:
2
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:
3
Visualization, Identification, and Estimation in the Linear Panel Event-Study Design
Freyaldenhoven, Simon
;
Hansen, Christian Bailey
;
Pérez …
-
2021
-
This version: December 12, 2021
Persistent link: https://www.econbiz.de/10012744698
Saved in:
4
Refining set-identification in VARs through independence
Drautzburg, Thorsten
;
Wright, Jonathan H.
-
2021
Persistent link: https://www.econbiz.de/10012651423
Saved in:
5
Bayesian estimation and comparison of cnditional moment models
Chib, Siddhartha
;
Shin, Minchul
;
Simoni, Anna
-
2019
Persistent link: https://www.econbiz.de/10012198373
Saved in:
6
Pre-event trends in the panel event-study design
Freyaldenhoven, Simon
;
Hansen, Christian Bailey
; …
-
2019
Persistent link: https://www.econbiz.de/10012059016
Saved in:
7
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:
8
IV estimation of panels with factor residuals
Robertson, Donald
;
Sarafidis, Vasilis
-
2013
Persistent link: https://www.econbiz.de/10009754517
Saved in:
9
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
Saved in:
10
Shrinkage estimation of high-dimensional factor models with structural instabilities
Cheng, Xu
;
Liao, Zhipeng
;
Schorfheide, Frank
-
2013
Persistent link: https://www.econbiz.de/10010345047
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