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subject:"Prognoseverfahren"
subject:"USA"
~person:"Arellano, Manuel"
~person:"Kapetanios, George"
~subject:"Panel study"
~subject:"Share price"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
USA
Panel study
Share price
Estimation theory
43
Schätztheorie
43
Theorie
14
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14
Time series analysis
13
Zeitreihenanalyse
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10
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8
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Großbritannien
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Arellano, Manuel
Kapetanios, George
Baltagi, Badi H.
44
Su, Liangjun
22
Westerlund, Joakim
21
Pesaran, M. Hashem
18
Bai, Jushan
17
Lee, Lung-fei
17
Gao, Jiti
14
Kao, Chihwa
14
Kumar, Dilip
14
Hsiao, Cheng
13
Kumbhakar, Subal
12
Phillips, Peter C. B.
12
Yu, Jihai
12
Zhou, Qiankun
12
Cai, Zongwu
11
Hayakawa, Kazuhiko
11
Pirotte, Alain
11
Swanson, Norman R.
11
Ullah, Aman
11
Li, Qi
10
Maheswaran, S.
10
Tauchen, George Eugene
10
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9
Han, Chirok
9
Juodis, Artūras
9
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9
Moon, Hyungsik Roger
9
Peng, Bin
9
Sarafidis, Vasilis
9
Sun, Yiguo
9
Teräsvirta, Timo
9
Wooldridge, Jeffrey M.
9
Hansen, Christian Bailey
8
Lesage, James P.
8
Li, Jia
8
Todorov, Viktor
8
Yang, Zhenlin
8
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8
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International journal of forecasting
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economics letters
2
Journal of econometrics
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
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1
Handbook of econometrics ; Vol. 5
1
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The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis
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ECONIS (ZBW)
17
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1
Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects
Kapetanios, George
;
Serlenga, Laura
;
Shin, Yongcheol
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2611-2659
Persistent link: https://www.econbiz.de/10014329005
Saved in:
2
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
3
Robust likelihood estimation of dynamic panel data models
Alvarez, Javier
;
Arellano, Manuel
- In:
Journal of econometrics
226
(
2022
)
1
,
pp. 21-61
Persistent link: https://www.econbiz.de/10013440479
Saved in:
4
Estimation and forecasting in vector autoregressive moving average models for rich datasets
Dias, Gustavo Fruet
;
Kapetanios, George
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 75-91
Persistent link: https://www.econbiz.de/10011974554
Saved in:
5
A likelihood-based approximate solution to the incidental parameter problem in dynamic nonlinear models with multiple effects
Arellano, Manuel
;
Hahn, Jinyong
- In:
Global economic review
45
(
2016
)
3
,
pp. 251-274
Persistent link: https://www.econbiz.de/10011565997
Saved in:
6
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
7
Nonlinear panel data estimation via quantile regressions
Arellano, Manuel
;
Bonhomme, Stéphane
- In:
The econometrics journal
19
(
2016
)
3
,
pp. 61-94
Persistent link: https://www.econbiz.de/10011712266
Saved in:
8
Modelling optimal instrumental variables for dynamic panel data models
Arellano, Manuel
- In:
Research in economics : an international review of economics
70
(
2016
)
2
,
pp. 238-261
Persistent link: https://www.econbiz.de/10011631137
Saved in:
9
Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Journal of empirical finance
29
(
2014
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011300500
Saved in:
10
A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors
Atak, Alev
;
Kapetanios, George
- In:
Economics letters
120
(
2013
)
2
,
pp. 224-228
Persistent link: https://www.econbiz.de/10010128339
Saved in:
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