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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Cambridge working papers in economics"
~subject:"Panel study"
~subject:"Regressionsanalyse"
~type_genre:"Aufsatz im Buch"
~type_genre:"Non-commercial literature"
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Prognoseverfahren
USA
Panel study
Regressionsanalyse
Estimation theory
36
Schätztheorie
36
Estimation
10
Panel
10
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10
Börsenkurs
8
Nichtparametrisches Verfahren
8
Nonparametric statistics
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8
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8
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Maximum likelihood estimation
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Pesaran, M. Hashem
9
Chudik, Alexander
3
Kapetanios, George
3
Hayakawa, Kazuhiko
2
Linton, Oliver
2
Tosetti, Elisa
2
Bailey, Natalia
1
Chen, Jia
1
Chudik, Akexander
1
Jochmans, Koen
1
Li, Degui
1
Li, Yuning
1
Mohaddes, Kamiar
1
Peseran, Hashem
1
Raissi, Mehdi
1
Robertson, Donald
1
Sarafidis, Vasilis
1
Smith, L. Vanessa
1
Vogt, Michael
1
Walsh, Christopher
1
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1
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CEMMAP working papers / Centre for Microdata Methods and Practice
125
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74
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
73
Discussion paper / Tinbergen Institute
66
Working paper / Department of Econometrics and Business Statistics, Monash University
61
CESifo working papers
49
Cowles Foundation discussion paper
45
Working paper / National Bureau of Economic Research, Inc.
45
Discussion papers of interdisciplinary research project 373
44
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39
KBI
29
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28
Working papers / TSE : WP
27
CREATES research paper
26
SFB 649 discussion paper
22
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
21
Econometrics papers
19
Discussion paper / Center for Economic Research, Tilburg University
18
NBER working paper series
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Working papers series in theoretical and applied economics
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14
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12
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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
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
3
Heteroskedasticity-robust inference in linear regression models with many covariates
Jochmans, Koen
-
2020
Persistent link: https://www.econbiz.de/10013203213
Saved in:
4
A semi-parametric Bayesian generalized least square estimator
Wu, Ruochen
;
Weeks, Melvyn
-
2020
Persistent link: https://www.econbiz.de/10012793122
Saved in:
5
A one-covariate at a time, multiple testing approach to variable selection in high-dimensional linear regression models
Chudik, Akexander
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2016
Persistent link: https://www.econbiz.de/10011630762
Saved in:
6
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:
7
IV estimation of panels with factor residuals
Robertson, Donald
;
Sarafidis, Vasilis
-
2013
Persistent link: https://www.econbiz.de/10009754517
Saved in:
8
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:
9
Debt, inflation and growth : robust estimation of long-run effects in dynamic panel data models
Chudik, Alexander
;
Mohaddes, Kamiar
;
Pesaran, M. Hashem
; …
-
2013
Persistent link: https://www.econbiz.de/10010210166
Saved in:
10
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2012
Persistent link: https://www.econbiz.de/10009579875
Saved in:
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