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~accessRights:"free"
~isPartOf:"Cambridge working papers in economics"
~language:"eng"
~language:"pol"
~language:"swe"
~person:"Jochmans, Koen"
~person:"Lehmann, Alexander"
~subject:"Autocorrelation"
~subject:"Panel study"
~type:"book"
~type_genre:"Article in journal"
~type_genre:"Market information"
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Testing correlation in error-component models
Jochmans, Koen
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2019
-
This version: September 4, 2019
Persistent link: https://www.econbiz.de/10012703301
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2
Testing for correlation in error-component models
Jochmans, Koen
-
2019
Persistent link: https://www.econbiz.de/10012692618
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3
twexp and twgravity: estimating exponential regression models with two-way fixed effects
Jochmans, Koen
;
Verardi, Vincenzo
-
2019
Persistent link: https://www.econbiz.de/10012699242
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4
xtserialpm: a portmanteau test for serial correlation in a linear panel model
Jochmans, Koen
;
Verardi, Vincenzo
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2019
Persistent link: https://www.econbiz.de/10012699244
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5
Likelihood corrections for two-way models
Jochmans, Koen
;
Otsu, Taisuke
-
2018
Persistent link: https://www.econbiz.de/10012671073
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6
A portmanteau test for correlation in short panels
Jochmans, Koen
-
2018
Persistent link: https://www.econbiz.de/10012672305
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