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subject:"United States"
~person:"Stengos, Thanasēs"
~subject:"Economic growth"
~subject:"Estimation theory"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference proceedings"
~type_genre:"Mikroform"
~type_genre:"Systematic review"
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United States
Economic growth
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Theorie
44
Theory
44
Wirtschaftswachstum
8
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7
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7
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7
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Aufsatz in Zeitschrift
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17
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Stengos, Thanasēs
Phillips, Peter C. B.
37
Heckman, James J.
33
Andrews, Donald W. K.
32
Newey, Whitney K.
30
Li, Qi
27
Pesaran, M. Hashem
26
Baltagi, Badi H.
25
Chavas, Jean-Paul
24
Turnovsky, Stephen J.
24
Afonso, Oscar
23
Franses, Philip Hans
23
Gupta, Rangan
23
Diebold, Francis X.
22
Acemoglu, Daron
21
Giles, David E. A.
21
McAleer, Michael
21
Ohtani, Kazuhiro
21
Stock, James H.
21
Engle, Robert F.
20
Ullah, Aman
20
Christiano, Lawrence J.
19
Chu, Angus C.
19
Krämer, Walter
19
Steel, Mark F. J.
19
Aghion, Philippe
18
Bollerslev, Tim
18
Gouriéroux, Christian
18
Granger, C. W. J.
18
Horowitz, Joel
18
Kumbhakar, Subal
18
Lee, Lung-fei
18
Ghysels, Eric
17
Glaeser, Edward L.
17
Hahn, Jinyong
17
Hall, Robert Ernest
17
King, Maxwell L.
17
Robinson, Peter M.
17
Uri, Noel Dean
17
Batabyal, Amitrajeet A.
16
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Economics letters
3
Journal of quantitative economics : official journal of the Indian Econometric Society
2
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2
Econometrics : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International economic review
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ECONIS (ZBW)
17
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11
Semiparametric estimation of partially linear panel data models
Li, Qi
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 389-397
Persistent link: https://www.econbiz.de/10001194725
Saved in:
12
Root-N-consistent semiparametric regression with conditionally heteroskedastic disturbances
Fan, Yanqin
- In:
Journal of quantitative economics : official journal of …
11
(
1995
)
1
,
pp. 229-240
Persistent link: https://www.econbiz.de/10001196284
Saved in:
13
Semiparametric specification testing of non-nested econometric models
Delgado, Miguel A.
- In:
The review of economic studies
61
(
1994
)
2
,
pp. 291-303
Persistent link: https://www.econbiz.de/10001160735
Saved in:
14
Adaptive estimation in the panel data error component model with heteroskedasticity of unknown form
Li, Qi
- In:
International economic review
35
(
1994
)
4
,
pp. 981-1000
Persistent link: https://www.econbiz.de/10001172622
Saved in:
15
A note on the exact mean of the estimator of the nesting parameter in the artificial regression of the J-test
Michelis, Leo
- In:
Journal of quantitative economics : official journal of …
9
(
1993
)
1
,
pp. 177-181
Persistent link: https://www.econbiz.de/10001147591
Saved in:
16
A Hausman specification test based on root-N-consistent semiparametric estimators
Li, Qi
- In:
Economics letters
40
(
1992
)
2
,
pp. 141-146
Persistent link: https://www.econbiz.de/10001138448
Saved in:
17
On the robustness of the corrected least squares (COLS) estimator for the Tobit model
Stengos, Thanasēs
- In:
Revista de econometria
7
(
1987
)
2
,
pp. 73-87
Persistent link: https://www.econbiz.de/10001058443
Saved in:
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