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subject:"Volatility"
type_genre:"Article in journal"
~person:"Baltagi, Badi H."
~person:"Henderson, Daniel J."
~person:"Yu, Jihai"
~subject:"Least squares method"
~subject:"Nichtparametrisches Verfahren"
~subject:"Panel study"
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Search: subject_exact:"Estimation theory"
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Volatility
Least squares method
Nichtparametrisches Verfahren
Panel study
Estimation theory
91
Schätztheorie
91
Panel
49
Theorie
24
Theory
24
Estimation
18
Räumliche Interaktion
18
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18
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18
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17
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Autocorrelation
13
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Method of moments
13
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4
Kleinste-Quadrate-Methode
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panel data
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Article
60
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3
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Article in journal
Aufsatz in Zeitschrift
63
Arbeitspapier
18
Graue Literatur
18
Non-commercial literature
18
Working Paper
18
Aufsatz im Buch
9
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63
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Baltagi, Badi H.
Henderson, Daniel J.
Yu, Jihai
Linton, Oliver
36
Su, Liangjun
34
Li, Qi
31
Gao, Jiti
28
Kumbhakar, Subal
23
Phillips, Peter C. B.
20
Florens, Jean-Pierre
19
Westerlund, Joakim
19
Chen, Songnian
18
Parmeter, Christopher F.
18
Chen, Xiaohong
17
Kumar, Dilip
17
Lee, Lung-fei
17
Racine, Jeffrey
17
Ullah, Aman
17
Cai, Zongwu
16
Hsiao, Cheng
16
Simar, Léopold
16
Bai, Jushan
15
Li, Degui
15
Ai, Chunrong
14
Hahn, Jinyong
14
Jochmans, Koen
14
Maheswaran, S.
14
Ringle, Christian M.
14
Sarstedt, Marko
14
Sun, Yiguo
14
Tsionas, Efthymios G.
14
Escanciano, Juan Carlos
13
Horowitz, Joel
13
Robinson, Peter M.
13
Peng, Bin
12
Todorov, Viktor
12
Fan, Jianqing
11
Hayakawa, Kazuhiko
11
Hoderlein, Stefan
11
Kao, Chihwa
11
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Journal of econometrics
13
Econometric reviews
10
Economics letters
10
Econometric theory
4
The econometrics journal
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
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3
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2
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2
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2
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2
Annales d'économie et de statistique
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Foundations and trends in econometrics
1
Journal of econometric methods
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Journal of forecasting
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
63
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1
The two-way Hausman and Taylor estimator
Baltagi, Badi H.
- In:
Economics letters
228
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014451174
Saved in:
2
Robust dynamic space-time panel data models using ε-contamination : an application to crop yields and climate change
Baltagi, Badi H.
;
Bresson, Georges
;
Chaturvedi, Anoop
; …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2475-2509
Persistent link: https://www.econbiz.de/10014328993
Saved in:
3
The Mundlak spatial estimator
Baltagi, Badi H.
-
2023
Persistent link: https://www.econbiz.de/10014382630
Saved in:
4
The two-way Mundlak estimator
Baltagi, Badi H.
- In:
Econometric reviews
42
(
2023
)
2
,
pp. 240-246
Persistent link: https://www.econbiz.de/10014305504
Saved in:
5
Estimation of a varying coefficient, fixed-effects Cobb–Douglas production function in levels
Wang, Taining
;
Henderson, Daniel J.
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442139
Saved in:
6
Estimating and testing high dimensional factor models with multiple structural changes
Baltagi, Badi H.
;
Kao, Chihwa
;
Wang, Fa
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 349-365
Persistent link: https://www.econbiz.de/10012618518
Saved in:
7
Sequential and efficient GMM estimation of dynamic short panel data models
Jin, Fei
;
Lee, Lung-fei
;
Yu, Jihai
- In:
Econometric reviews
40
(
2021
)
10
,
pp. 1007-1037
Persistent link: https://www.econbiz.de/10012624570
Saved in:
8
Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models
Baltagi, Badi H.
;
Pirotte, Alain
;
Yang, Zhenlin
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 245-270
Persistent link: https://www.econbiz.de/10013275390
Saved in:
9
First difference estimation of spatial dynamic panel data models with fixed effects
Jin, Fei
;
Lee, Lung-fei
;
Yu, Jihai
- In:
Economics letters
189
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228071
Saved in:
10
Initial conditions of dynamic panel data models : on within and between equations
Lee, Lung-fei
;
Yu, Jihai
- In:
The econometrics journal
23
(
2020
)
1
,
pp. 115-136
Persistent link: https://www.econbiz.de/10012167249
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