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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Econometric reviews"
~person:"Baltagi, Badi H."
~person:"Bera, Anil K."
~person:"Doğan, Osman"
~person:"Shi, Xiaoxia"
~subject:"Statistical test"
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Volatility
Statistical test
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13
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5
Statistischer Test
3
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Baltagi, Badi H.
Bera, Anil K.
Doğan, Osman
Shi, Xiaoxia
Dufour, Jean-Marie
4
Teräsvirta, Timo
4
Maasoumi, Esfandiar
3
Cai, Zongwu
2
Chen, Yi-ting
2
Kao, Chihwa
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Li, Shuo
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Linton, Oliver
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Liu, Long
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2
Nishiyama, Yoshihiko
2
Renault, Eric
2
Troster, Victor
2
Tu, Yundong
2
Wagner, Martin
2
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2
Amado, Cristina
1
Ashley, Richard A.
1
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1
Bennedsen, Mikkel
1
Berenguer-Rico, Vanessa
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Boldea, Otilia
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Born, Benjamin
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Boswijk, Herman Peter
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Cavaliere, Giuseppe
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Chaudhuri, Saraswata
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Chen, Bin
1
Chen, Qiang
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Cho, Jin Seo
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Econometric reviews
Journal of econometrics
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The econometrics journal
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Annales d'économie et de statistique
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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:
2
Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model
Baltagi, Badi H.
;
Kao, Chihwa
;
Wang, Fa
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 853-882
Persistent link: https://www.econbiz.de/10011795516
Saved in:
3
Random effects, fixed effects and Hausman's test for the generalized mixed regressive spatial autoregressive panel data model
Baltagi, Badi H.
;
Liu, Long
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 638-658
Persistent link: https://www.econbiz.de/10011550080
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