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type_genre:"Mehrbändiges Werk"
type_genre:"Reprint"
~person:"Bai, Jushan"
~person:"Gao, Jiti"
~subject:"Maximum likelihood estimation"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Maximum likelihood estimation
Estimation theory
68
Schätztheorie
68
Panel
26
Panel study
26
Nichtparametrisches Verfahren
21
Nonparametric statistics
21
Time series analysis
16
Zeitreihenanalyse
16
Estimation
14
Schätzung
14
Theorie
13
Theory
13
Factor analysis
9
Faktorenanalyse
9
Regression analysis
8
Regressionsanalyse
8
Forecasting model
5
Induktive Statistik
5
Maximum-Likelihood-Schätzung
5
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5
Statistical inference
5
Asymptotic theory
4
Cointegration
4
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4
Cross-sectional dependence
4
Endogeneity
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4
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Bayes-Statistik
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Bayesian inference
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Heteroskedasticity
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Statistical test
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Statistischer Test
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Thresholding
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Analysis of variance
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Econometrics
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Mehrbändiges Werk
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Bai, Jushan
Gao, Jiti
Lee, Lung-fei
18
Jin, Fei
8
Tsionas, Efthymios G.
7
Yu, Jihai
6
Francq, Christian
5
Li, Kunpeng
5
Tran, Kien C.
5
Zakoïan, Jean-Michel
5
Hurn, Stan
4
Koopman, Siem Jan
4
Li, Dong
4
Lindsay, Kenneth A.
4
Pfaffermayr, Michael
4
Wang, Hansheng
4
Wooldridge, Jeffrey M.
4
Amiri, Amirhossein
3
Andrews, Isaiah
3
Boudreault, Mathieu
3
Choi, Seungmoon
3
Fergusson, Kevin
3
Fiorentini, Gabriele
3
Kim, Donggyu
3
Kumbhakar, Subal
3
Lai, Hung-pin
3
Lu, Lina
3
Lucas, André
3
Mikusheva, Anna
3
Parmeter, Christopher F.
3
Phillips, Peter C. B.
3
Robinson, Peter M.
3
Sentana, Enrique
3
Wang, Yazhen
3
Xu, Xingbai
3
Allen, David E.
2
Ando, Tomohiro
2
Aït-Sahalia, Yacine
2
Bao, Yong
2
Bartolucci, Francesco
2
Bera, Anil K.
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Journal of econometrics
3
Economics letters
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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ECONIS (ZBW)
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1
Semiparametric spatial autoregressive panel data model with fixed effects and time-varying coefficients
Liang, Xuan
;
Gao, Jiti
;
Gong, Xiaodong
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1784-1802
Persistent link: https://www.econbiz.de/10013540515
Saved in:
2
Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity
Ando, Tomohiro
;
Bai, Jushan
;
Li, Kunpeng
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 20-38
Persistent link: https://www.econbiz.de/10013441911
Saved in:
3
Dynamic spatial panel data models with common shocks
Bai, Jushan
;
Li, Kunpeng
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 134-160
Persistent link: https://www.econbiz.de/10013275367
Saved in:
4
Regime switching panel data models with interactive fixed effects
Cheng, Tingting
;
Gao, Jiti
;
Yan, Yayi
- In:
Economics letters
177
(
2019
),
pp. 47-51
Persistent link: https://www.econbiz.de/10012121492
Saved in:
5
Efficient estimation of approximate factor models via penalized maximum likelihood
Bai, Jushan
;
Liao, Yuan
- In:
Journal of econometrics
191
(
2016
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011594307
Saved in:
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