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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Working papers / University of Connecticut, Department of Economics"
~person:"Baltagi, Badi H."
~person:"Imbens, Guido"
~person:"Kilian, Lutz"
~person:"Lucas, André"
~person:"Simar, Léopold"
~subject:"Schätztheorie"
~type_genre:"Arbeitspapier"
~type_genre:"Sammlung"
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Prognoseverfahren
USA
Schätztheorie
Estimation theory
2
Panel
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Correlation
1
Cross-sectional Correlation Test
1
Estimation
1
Factor analysis
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Large Panel Data Model
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factor space
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high dimensional factor model
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model selection
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panel data
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Baltagi, Badi H.
Imbens, Guido
Kilian, Lutz
Lucas, André
Simar, Léopold
Kao, Chihwa
3
Hwang, Jungbin
2
Kim, Min Seong
2
Lee, Dong Jin
2
Valdés, Gonzalo
2
Balcilar, Mehmet
1
Bayer, Patrick J.
1
Bin, Peng
1
Chang, Shinhye
1
Chen, Tao
1
Cummins, Joseph R.
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Gong, Zhenhao
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Gupta, Rangan
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Li, Xiaoming
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Miller, Douglas Lee
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Miller, Stephen M.
1
Ross, Stephen L.
1
Simon, David
1
Smith, Brock
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Trapani, Lorenzo
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Tripathi, Gautam
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Working papers / University of Connecticut, Department of Economics
Discussion paper / Tinbergen Institute
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Testing cross-sectional correlation in large panel data models with serial correlation
Baltagi, Badi H.
;
Kao, Chihwa
;
Bin, Peng
-
2016
Persistent link: https://www.econbiz.de/10011687485
Saved in:
2
Identification and estimation of a large factor model with structural instability
Baltagi, Badi H.
;
Kao, Chihwa
;
Wang, Fa
-
2016
Persistent link: https://www.econbiz.de/10011687505
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