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subject:"Volatility"
type_genre:"Article in journal"
~person:"Baltagi, Badi H."
~person:"Henderson, Daniel J."
~person:"Yu, Jihai"
~subject:"Nichtparametrisches Verfahren"
~subject:"Panel study"
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Search: subject_exact:"Estimation theory"
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Volatility
Nichtparametrisches Verfahren
Panel study
Estimation theory
92
Schätztheorie
92
Panel
50
Theorie
24
Theory
24
Estimation
18
Räumliche Interaktion
18
Schätzung
18
Spatial interaction
18
Regression analysis
17
Regressionsanalyse
17
Autocorrelation
13
Autokorrelation
13
Method of moments
13
Momentenmethode
13
Nonparametric statistics
13
Panel data
13
Statistical test
12
Statistischer Test
12
Regional economics
8
Regionalökonomik
8
Time series analysis
8
Zeitreihenanalyse
8
Fixed effects
7
Maximum likelihood estimation
7
Maximum-Likelihood-Schätzung
7
Forecasting model
6
Prognoseverfahren
6
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panel data
5
Hausman test
4
Heteroscedasticity
4
Heteroskedastizität
4
Kleinste-Quadrate-Methode
4
Least squares method
4
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3
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3
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Article
58
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Article in journal
Aufsatz in Zeitschrift
61
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18
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18
Non-commercial literature
18
Working Paper
18
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11
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61
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Baltagi, Badi H.
Henderson, Daniel J.
Yu, Jihai
Linton, Oliver
38
Su, Liangjun
34
Li, Qi
31
Gao, Jiti
27
Kumbhakar, Subal
24
Florens, Jean-Pierre
20
Phillips, Peter C. B.
19
Westerlund, Joakim
19
Chen, Songnian
18
Parmeter, Christopher F.
18
Chen, Xiaohong
17
Kumar, Dilip
17
Racine, Jeffrey
17
Simar, Léopold
17
Cai, Zongwu
16
Hsiao, Cheng
16
Lee, Lung-fei
16
Li, Degui
16
Bai, Jushan
15
Sun, Yiguo
15
Ullah, Aman
15
Ai, Chunrong
14
Hahn, Jinyong
14
Jochmans, Koen
14
Maheswaran, S.
14
Escanciano, Juan Carlos
13
Horowitz, Joel
13
Li, Jia
13
Tsionas, Efthymios G.
13
Peng, Bin
12
Robinson, Peter M.
12
Todorov, Viktor
12
Fan, Jianqing
11
Hayakawa, Kazuhiko
11
Hoderlein, Stefan
11
Lewbel, Arthur
11
Lu, Xun
11
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Journal of econometrics
13
Econometric reviews
10
Economics letters
10
The econometrics journal
4
Econometrics : open access journal
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Regional science & urban economics
3
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2
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2
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2
Annales d'économie et de statistique
1
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Foundations and trends in econometrics
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Journal of econometric methods
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Journal of forecasting
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Journal of labor research
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
61
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41
A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model
Baltagi, Badi H.
;
Feng, Qu
;
Kao, Chihwa
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 164-177
Persistent link: https://www.econbiz.de/10009673119
Saved in:
42
QML estimation of spatial dynamic panel data models with time varying spatial weights matrices
Lee, Lung-fei
;
Yu, Jihai
- In:
Spatial economic analysis : the journal of the Regional …
7
(
2012
)
1
,
pp. 31-74
Persistent link: https://www.econbiz.de/10009564237
Saved in:
43
Testing for sphericity in a fixed effects panel data model
Baltagi, Badi H.
;
Feng, Qu
;
Kao, Chihwa
- In:
The econometrics journal
14
(
2011
)
1
,
pp. 25-47
Persistent link: https://www.econbiz.de/10009007612
Saved in:
44
Instrumental variable estimation of a spatial autoregressive panel model with random effects
Baltagi, Badi H.
;
Liu, Long
- In:
Economics letters
111
(
2011
)
2
,
pp. 135-137
Persistent link: https://www.econbiz.de/10009242395
Saved in:
45
Estimation of spatial panels
Lee, Lung-fei
;
Yu, Jihai
-
2011
Persistent link: https://www.econbiz.de/10009124442
Saved in:
46
Estimation of unit root spatial dynamic panel data models
Yu, Jihai
;
Lee, Lung-fei
- In:
Econometric theory
26
(
2010
)
5
,
pp. 1332-1362
Persistent link: https://www.econbiz.de/10008662668
Saved in:
47
A test for multimodality of regression derivatives with application to nonparametric growth regressions
Henderson, Daniel J.
- In:
Journal of applied econometrics
25
(
2010
)
3
,
pp. 458-480
Persistent link: https://www.econbiz.de/10008667541
Saved in:
48
Testing for heteroskedasticity and serial correlation in a random effects panel data model
Baltagi, Badi H.
;
Jung, Byoung Cheol
;
Song, Seuck-heun
- In:
Journal of econometrics
154
(
2010
)
2
,
pp. 122-124
Persistent link: https://www.econbiz.de/10003940084
Saved in:
49
Estimation of spatial autoregressive panel data models with fixed effects
Lee, Lung-fei
;
Yu, Jihai
- In:
Journal of econometrics
154
(
2010
)
2
,
pp. 165-185
Persistent link: https://www.econbiz.de/10003940092
Saved in:
50
Nonparametric estimation of a hedonic price function
Parmeter, Christopher F.
;
Henderson, Daniel J.
; …
- In:
Journal of applied econometrics
22
(
2007
)
3
,
pp. 695-699
Persistent link: https://www.econbiz.de/10003455490
Saved in:
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