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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~person:"Baltagi, Badi H."
~person:"Croux, Christophe"
~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
157
Schätztheorie
157
Panel
60
Panel study
60
Theorie
59
Theory
59
Zeitreihenanalyse
44
Robust statistics
37
Robustes Verfahren
37
Regression analysis
24
Estimation
15
Schätzung
15
Prognoseverfahren
14
panel data
14
Panel data
12
Räumliche Interaktion
12
Spatial interaction
12
Statistical test
12
Statistischer Test
12
Autocorrelation
10
Autokorrelation
10
Method of moments
10
Momentenmethode
10
Bayes-Statistik
9
Bayesian inference
9
Correlation
9
Korrelation
9
Kleinste-Quadrate-Methode
8
Least squares method
8
Saisonale Schwankungen
8
Seasonal variations
8
VAR model
8
VAR-Modell
8
Maximum likelihood estimation
7
Maximum-Likelihood-Schätzung
7
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
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Online availability
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Free
20
Undetermined
11
Type of publication
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Book / Working Paper
49
Article
25
Type of publication (narrower categories)
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Article in journal
Aufsatz im Buch
Aufsatzsammlung
Bibliografie
Non-commercial literature
Graue Literatur
44
Arbeitspapier
42
Working Paper
42
Aufsatz in Zeitschrift
29
Collection of articles of several authors
6
Sammelwerk
6
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2
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1
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1
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1
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Language
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English
73
Spanish
2
Author
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Baltagi, Badi H.
Croux, Christophe
Maravall Herrero, Agustín
Phillips, Peter C. B.
106
Gao, Jiti
75
Härdle, Wolfgang
57
Linton, Oliver
56
Dette, Holger
43
Johansen, Søren
43
Koopman, Siem Jan
43
Cai, Zongwu
39
Kapetanios, George
37
Lütkepohl, Helmut
36
Teräsvirta, Timo
36
Chernozhukov, Victor
35
Swanson, Norman R.
35
Nielsen, Morten Ørregaard
32
Koop, Gary
29
Franses, Philip Hans
28
Lucas, André
28
Taylor, Robert
28
Li, Qi
27
Pesaran, M. Hashem
27
Chen, Xiaohong
26
Nielsen, Bent
26
Su, Liangjun
26
Xiao, Zhijie
26
Li, Degui
25
Otsu, Taisuke
25
Robinson, Peter M.
25
Harvey, Andrew C.
24
Hendry, David F.
24
Ullah, Aman
24
Peng, Bin
23
Perron, Pierre
23
Sibbertsen, Philipp
23
Chambers, Marcus J.
22
Leybourne, Stephen James
22
Marcellino, Massimiliano
22
Racine, Jeffrey
22
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Institution
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European University Institute / Department of Economics
7
Conference on Economic Applications of Quantile Regressions <2000, Konstanz>
1
Universität Konstanz
1
Published in...
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KBI
16
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
Journal of econometrics
4
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
3
The econometrics journal
3
International journal of forecasting
2
Journal of forecasting
2
Discussion paper / Tinbergen Institute
1
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
European journal of operational research : EJOR
1
Journal of applied econometrics
1
Journal of econometric methods
1
Oxford bulletin of economics and statistics
1
SERC discussion paper
1
Spatial economic analysis : the journal of the Regional Studies Association
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
Working papers / University of Connecticut, Department of Economics
1
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ECONIS (ZBW)
74
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1
The Mundlak spatial estimator
Baltagi, Badi H.
-
2023
Persistent link: https://www.econbiz.de/10014382630
Saved in:
2
The two-way Mundlak estimator
Baltagi, Badi H.
- In:
Econometric reviews
42
(
2023
)
2
,
pp. 240-246
Persistent link: https://www.econbiz.de/10014305504
Saved in:
3
Sparse regression for large data sets with outliers
Bottmer, Lea
;
Croux, Christophe
;
Wilms, Ines
- In:
European journal of operational research : EJOR
297
(
2022
)
2
,
pp. 782-794
Persistent link: https://www.econbiz.de/10013259938
Saved in:
4
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:
5
Robust estimation of linear state space models
Crevits, Ruben
;
Croux, Christophe
-
2017
Persistent link: https://www.econbiz.de/10011799036
Saved in:
6
Testing for shifts in a time trend panel data model with serially correlated error component disturbances
Baltagi, Badi H.
;
Kao, Chihwa
;
Liu, Long
- In:
Econometric reviews
39
(
2020
)
8
,
pp. 745-762
Persistent link: https://www.econbiz.de/10012295578
Saved in:
7
Commodity dynamics : a sparse multi-class approach
Barbaglia, L.
;
Wilms, I.
;
Croux, Christophe
-
2016
Persistent link: https://www.econbiz.de/10011658741
Saved in:
8
Multi-class vector autoregressive models for multi-store sales data
Wilms, I.
;
Barbaglia, L.
;
Croux, Christophe
-
2016
Persistent link: https://www.econbiz.de/10011658937
Saved in:
9
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
Saved in:
10
An algorithm for the multivariate group lasso with covariance estimation
Wilms, I.
;
Croux, Christophe
-
2015
Persistent link: https://www.econbiz.de/10011658494
Saved in:
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