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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~isPartOf:"Journal of econometrics"
~person:"Baltagi, Badi H."
~person:"Maravall Herrero, Agustín"
~subject:"Forecasting model"
~subject:"Statistische Verteilung"
~subject:"Time series analysis"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatzsammlung"
~type_genre:"Bibliografie"
~type_genre:"Non-commercial literature"
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Regressionsanalyse
Ökonometrie
Forecasting model
Statistische Verteilung
Time series analysis
Estimation theory
11
Schätztheorie
11
Panel
7
Panel study
7
Theorie
5
Theory
5
Zeitreihenanalyse
4
Estimation
3
Panel data
3
Schätzung
3
Factor analysis
2
Faktorenanalyse
2
Model selection
2
Räumliche Interaktion
2
Spatial interaction
2
Statistical test
2
Statistischer Test
2
1960-1990
1
Adjusted quasi-scores
1
Auslandsinvestition
1
Bayes-Statistik
1
Bayesian inference
1
Benzin
1
Einkommenselastizität der Nachfrage
1
Factor model
1
Factor space
1
Fixed effects
1
Foreign investment
1
Gasoline
1
Handelseffekt
1
Heteroscedasticity
1
Heteroskedasticity
1
Heteroskedastizität
1
High dimensional factor model
1
Hyper
1
Incidental parameters
1
Income elasticity of demand
1
Martingal
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Article
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Article in journal
Aufsatz im Buch
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Non-commercial literature
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English
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Baltagi, Badi H.
Maravall Herrero, Agustín
Phillips, Peter C. B.
17
Linton, Oliver
12
Taylor, Robert
12
Li, Qi
10
Cai, Zongwu
9
Robinson, Peter M.
9
Chen, Songnian
8
Leybourne, Stephen James
8
Chen, Xiaohong
7
Su, Liangjun
7
Sun, Yiguo
7
Todorov, Viktor
7
Xiao, Zhijie
7
Francq, Christian
6
Lee, Ji Hyung
6
Li, Degui
6
Li, Jia
6
Park, Joon Y.
6
Tu, Yundong
6
Zhu, Ke
6
Andersen, Torben
5
Davis, Richard A.
5
Fan, Jianqing
5
Fan, Yanqin
5
Florens, Jean-Pierre
5
Gao, Jiti
5
Harvey, David I.
5
Kim, Donggyu
5
Koopman, Siem Jan
5
Li, Yingying
5
Sasaki, Yuya
5
Sun, Yixiao
5
Swanson, Norman R.
5
Tauchen, George Eugene
5
White, Halbert
5
Zakoïan, Jean-Michel
5
Bollerslev, Tim
4
Breunig, Christoph
4
Chambers, Marcus J.
4
Corradi, Valentina
4
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Journal of econometrics
Documentos de trabajo / Banco de España, Servicio de Estudios
10
EUI working paper / ECO
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Econometric reviews
4
The econometrics journal
2
EUI working papers
1
Econometric theory
1
Economics letters
1
Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of forecasting
1
Oxford bulletin of economics and statistics
1
SERC discussion paper
1
Spatial economic analysis : the journal of the Regional Studies Association
1
Working papers / University of Connecticut, Department of Economics
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ECONIS (ZBW)
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1
Estimating and testing high dimensional factor models with multiple structural changes
Baltagi, Badi H.
;
Kao, Chihwa
;
Wang, Fa
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 349-365
Persistent link: https://www.econbiz.de/10012618518
Saved in:
2
Identification and estimation of a large factor model with structural instability
Baltagi, Badi H.
;
Kao, Chihwa
;
Wang, Fa
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 87-100
Persistent link: https://www.econbiz.de/10011818347
Saved in:
3
Estimation error and the specification of unobserved component models
Maravall Herrero, Agustín
;
Planas, Christophe
- In:
Journal of econometrics
92
(
1999
)
2
,
pp. 325-353
Persistent link: https://www.econbiz.de/10001400176
Saved in:
4
Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline
Baltagi, Badi H.
- In:
Journal of econometrics
77
(
1997
)
2
,
pp. 303-327
Persistent link: https://www.econbiz.de/10001212840
Saved in:
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