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subject:"Schätzung"
type_genre:"Non-commercial literature"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Berg, Gerard J. van den"
~person:"Kapetanios, George"
~person:"Swanson, Norman R."
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Schätzung
Estimation
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Estimation theory
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Schätztheorie
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CAPM
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CAPM and Fama-French Factors
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Correlation
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Cross-section analysis
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Cross-sectional dependence
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Factor analysis
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Faktorenanalyse
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IV-Schätzung
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Instrumental variables
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Korrelation
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Large heterogeneous panels
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Mean Group estimator
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Non-Parametric Methods
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Berg, Gerard J. van den
Kapetanios, George
Swanson, Norman R.
Gao, Jiti
19
Gong, Xiaodong
5
Linton, Oliver
4
Peng, Bin
4
Feng, Guohua
3
Poskitt, Donald Stephen
3
Yang, Yanrong
3
Athanasopoulos, George
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Cai, Biqing
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Cheng, Tingting
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Hyndman, Rob J.
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Liang, Xuan
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Martin, Gael M.
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Pan, Guangming
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Yan, Yayi
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Bai, Yu
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Bailey, Natalia
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Forbes, Catherine Scipione
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Gamakumara, Puwasala
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Grose, Simone D.
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Harris, David
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Jiang, Bin
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Juodis, Artūras
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Kang, Yicheng
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Karavias, Yiannis
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Kew, Hsein
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King, Maxwell L.
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Kohn, Robert
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Koo, Bonsoo
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Leigh, Catherine
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Mean group instrumental variable estimation of time-varying large heterogenous panels with endogenous regressors
Bai, Yu
;
Marcellino, Massimiliano
;
Kapetanios, George
-
2023
Persistent link: https://www.econbiz.de/10014452530
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2
Exponent of cross-sectional dependence for residuals
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2018
Persistent link: https://www.econbiz.de/10012583496
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