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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~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
112
Schätztheorie
112
Panel
58
Panel study
58
Theorie
51
Theory
51
Zeitreihenanalyse
32
panel data
14
Robust statistics
13
Robustes Verfahren
13
Räumliche Interaktion
12
Spatial interaction
12
Statistical test
12
Statistischer Test
12
Estimation
11
Panel data
11
Schätzung
11
Autocorrelation
10
Autokorrelation
10
Method of moments
10
Momentenmethode
10
Bayes-Statistik
9
Bayesian inference
9
Prognoseverfahren
8
Regression analysis
8
Saisonale Schwankungen
8
Seasonal variations
8
Regional economics
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Regionalökonomik
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robust Bayesian estimator
6
ε-contamination
6
Kleinste-Quadrate-Methode
5
Least squares method
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
g-priors
5
Heteroscedasticity
4
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Book / Working Paper
28
Article
19
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Article in journal
Aufsatz im Buch
Aufsatzsammlung
Bibliografie
Non-commercial literature
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24
Working Paper
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23
Graue Literatur
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English
46
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Baltagi, Badi H.
Maravall Herrero, Agustín
Phillips, Peter C. B.
105
Gao, Jiti
75
Härdle, Wolfgang
57
Linton, Oliver
56
Dette, Holger
43
Johansen, Søren
43
Koopman, Siem Jan
43
Cai, Zongwu
39
Kapetanios, George
36
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
Croux, Christophe
27
Li, Qi
27
Pesaran, M. Hashem
27
Chen, Xiaohong
26
Nielsen, Bent
26
Su, Liangjun
26
Xiao, Zhijie
26
Otsu, Taisuke
25
Robinson, Peter M.
25
Harvey, Andrew C.
24
Hendry, David F.
24
Li, Degui
24
Ullah, Aman
24
Sibbertsen, Philipp
23
Chambers, Marcus J.
22
Leybourne, Stephen James
22
Marcellino, Massimiliano
22
Peng, Bin
22
Perron, Pierre
22
Sentana, Enrique
22
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European University Institute / Department of Economics
7
Conference on Economic Applications of Quantile Regressions <2000, Konstanz>
1
Universität Konstanz
1
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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
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
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Spatial economic analysis : the journal of the Regional Studies Association
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ECONIS (ZBW)
47
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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
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:
4
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:
5
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:
6
Special issue in honor of Kajal Lahiri: Forecasting, use of survey data on expectations, and panel data applications
Baltagi, Badi H.
(
ed.
);
Lahiri, Kajal
(
honouree
)
-
2017
Persistent link: https://www.econbiz.de/10011697144
Saved in:
7
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:
8
Estimating and forecasting with a dynamic spatial panel data model
Baltagi, Badi H.
;
Fingleton, Bernard
;
Pirotte, Alain
-
2011
Persistent link: https://www.econbiz.de/10009546961
Saved in:
9
Estimation of structural gravity quantile regression models
Baltagi, Badi H.
;
Egger, Peter
- In:
Empirical economics : a journal of the Institute for …
50
(
2016
)
1
,
pp. 5-15
Persistent link: https://www.econbiz.de/10011451582
Saved in:
10
Prediction in a generalized spatial panel data model with serial correlation
Baltagi, Badi H.
;
Liu, Long
- In:
Journal of forecasting
35
(
2016
)
7
,
pp. 573-591
Persistent link: https://www.econbiz.de/10011610045
Saved in:
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