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subject:"Schätzung"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Panel"
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Search: subject_exact:"Faktorenanalyse"
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Schätzung
Panel
Factor analysis
23
Faktorenanalyse
23
Estimation
13
Theorie
12
Theory
12
Time series analysis
11
Zeitreihenanalyse
11
Estimation theory
10
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10
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Induktive Statistik
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Pesaran, M. Hashem
8
Gao, Jiti
4
Linton, Oliver
4
Chudik, Alexander
3
Chen, Jia
2
Kapetanios, George
2
Ma, Shujie
2
Yamagata, Takashi
2
Yang, Yanrong
2
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1
Bailey, Natalia
1
Cristea, Radu Gabriel
1
Cui, Guowei
1
Hyndman, Rob J.
1
Jiang, Bin
1
Li, Degui
1
Li, Yu-Ning
1
Li, Yuning
1
Liu, Fei
1
Norkute, Milda
1
Pan, Guangming
1
Panagiotelis, Anastasios
1
Pick, Andreas
1
Sarafidis, Vasilis
1
Smith, L. Vanessa
1
Timmermann, Allan
1
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1
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Cambridge working papers in economics
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
50
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
International journal of forecasting
24
Working paper
20
Economics letters
17
CESifo working papers
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Discussion paper / Tinbergen Institute
14
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12
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12
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12
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10
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
2
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
Saved in:
3
A bias-corrected CD test for error cross-sectional dependence in panel data models with latent factors
Pesaran, M. Hashem
;
Xie, Yimeng
-
2021
Persistent link: https://www.econbiz.de/10013259565
Saved in:
4
Time-varying panel data models with an additive factor structure
Liu, Fei
;
Gao, Jiti
;
Yang, Yanrong
-
2020
Persistent link: https://www.econbiz.de/10012610885
Saved in:
5
Can alternative data improve the accuracy of dynamic factor model nowcasts? : evidence from the euro area
Cristea, Radu Gabriel
-
2020
Persistent link: https://www.econbiz.de/10013206467
Saved in:
6
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure
Norkute, Milda
;
Sarafidis, Vasilis
;
Yamagata, Takashi
; …
-
2019
Persistent link: https://www.econbiz.de/10012606743
Saved in:
7
Estimation and inference in semiparametric quantile factor models
Ma, Shujie
;
Linton, Oliver
;
Gao, Jiti
-
2019
Persistent link: https://www.econbiz.de/10012698841
Saved in:
8
Exponent of cross-sectional dependence for residuals
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2018
Persistent link: https://www.econbiz.de/10012583496
Saved in:
9
Estimation and inference in semiparametric quantile factor models
Ma, Shujie
;
Linton, Oliver
;
Gao, Jiti
-
2017
Persistent link: https://www.econbiz.de/10011782080
Saved in:
10
Bayesian rank selection in multivariate regression
Jiang, Bin
;
Panagiotelis, Anastasios
;
Athanasopoulos, George
-
2016
Persistent link: https://www.econbiz.de/10011781655
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