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subject:"Schätztheorie"
type_genre:"Handbook"
~isPartOf:"Econometric reviews"
~person:"Pesaran, M. Hashem"
~subject:"Theory"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Schätztheorie
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Volatility
Estimation theory
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Endogenous time-invariant regressors
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Monte Carlo experiments
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Monte-Carlo-Simulation
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Panel
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Panel study
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fixed effects filtered estimators
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static panel data models
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time-invariant effects
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Pesaran, M. Hashem
Baltagi, Badi H.
10
Maasoumi, Esfandiar
6
Ullah, Aman
6
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5
Hsiao, Cheng
5
Li, Qi
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Linton, Oliver
5
Racine, Jeffrey
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Sun, Yiguo
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Teräsvirta, Timo
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Hall, Alastair R.
4
Jin, Fei
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Kao, Chihwa
4
Kumbhakar, Subal
4
Lee, Lung-fei
4
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Liu, Xiaodong
4
McAleer, Michael
4
Otsu, Taisuke
4
Perron, Pierre
4
Tu, Yundong
4
Wan, Alan T. K.
4
Zhang, Xinyu
4
Ai, Chunrong
3
Bao, Yong
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Bera, Anil K.
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Breitung, Jörg
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Cai, Zongwu
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Caner, Mehmet
3
Fan, Yanqin
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Fiebig, Denzil G.
3
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3
Kapetanios, George
3
King, Maxwell L.
3
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3
Orme, Chris D.
3
Renault, Eric
3
Simar, Léopold
3
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Econometric reviews
Journal of econometrics
9
Economics letters
5
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4
Oxford bulletin of economics and statistics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of the American Statistical Association : JASA
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Contributions to econometric methodology in honor of T. W. Anderson
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Econometric theory
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic dynamics & control
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On modelling the long run in applied economics
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Research in human capital and development : RHCD ; a research annual
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The Manchester School of Economic and Social Studies
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The econometrics journal
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Estimation of time-invariant effects in static panel data models
Pesaran, M. Hashem
;
Zhou, Qiankun
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 1137-1171
Persistent link: https://www.econbiz.de/10012040544
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2
A non-nested test of level-differenced versus log-differenced stationary models
Pesaran, Bahram
- In:
Econometric reviews
14
(
1995
)
2
,
pp. 213-227
Persistent link: https://www.econbiz.de/10001180042
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