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~institution:"DIW Berlin / SOEP"
~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Panel study"
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Panel study
Estimation theory
129
Schätztheorie
129
Nichtparametrisches Verfahren
43
Nonparametric statistics
43
Regression analysis
41
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41
Deutschland
23
Panel
21
Estimation
17
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Robustes Verfahren
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Sozialforschung
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Cointegration
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Kointegration
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Statistical theory
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VAR model
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VAR-Modell
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5
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5
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Breitung, Jörg
4
Brüggemann, Ralf
1
Herwartz, Helmut
1
Hjellvik, Vidar
1
Lechner, Michael
1
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DIW Berlin / SOEP
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
Deutsches Institut für Wirtschaftsforschung / Projektgruppe Das Sozio-Ökonomische Panel
139
National Bureau of Economic Research
99
SOEP-IS Group
53
TNS Infratest Sozialforschung GmbH
23
World Trade Organization
21
Deutsches Institut für Wirtschaftsforschung
18
World Bank
10
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9
Nationalekonomiska Institutionen <Lund>
9
University of Cambridge / Department of Applied Economics
8
Centre for Microdata Methods and Practice <London>
7
Springer Fachmedien Wiesbaden
7
University of Cambridge / Faculty of Economics
7
Ekonomiska forskningsinstitutet <Stockholm>
6
Kantar Public
6
Queen Mary College / Department of Economics
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Center for Economic Research <Tilburg>
5
European University Institute / Department of Economics
5
Institut für Angewandte Sozialwissenschaft
5
National Institute of Economic and Social Research
5
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
5
William Davidson Institute <Ann Arbor, Mich.>
5
Infratest-Sozialforschung GmbH <München>
4
Institut für Arbeitsmarkt- und Berufsforschung
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Econometrisch Instituut <Rotterdam>
3
Elinkeinoelämän Tutkimuslaitos
3
Narodna Banka na Republika Makedonija
3
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3
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3
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3
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3
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2
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2
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
2
Christian-Albrechts-Universität zu Kiel
2
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Discussion papers of interdisciplinary research project 373
6
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ECONIS (ZBW)
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1
Modeling panels of intercorrelated autoregressive time series
Hjellvik, Vidar
;
Tjostheim, Dag
-
1998
We propose a method of modeling
panel
time series data with both inter- and intra-individual correlation, and of … series ; Autoregressive ; Burg-type estimates ; Intercorrelated ;
Panel
data …
Persistent link: https://www.econbiz.de/10009578021
Saved in:
2
A parametric approach to the estimation of cointegration vectors in
panel
data
Breitung, Jörg
-
2002
In this paper a parametric framework for stimation and inference in cointegrated
panel
data models is considered that …
Persistent link: https://www.econbiz.de/10009620776
Saved in:
3
Alternative GMM methods for nonlinear
panel
data models
Breitung, Jörg
;
Lechner, Michael
-
1998
Persistent link: https://www.econbiz.de/10009578574
Saved in:
4
The local power of some unit root tests for
panel
data
Breitung, Jörg
-
1999
nonzero mean of the t-statistic in the case of an OLS detrending method. In this paper the local power of
panel
unit root …
Persistent link: https://www.econbiz.de/10009581103
Saved in:
5
Uncovered interest parity : what can we learn from
panel
data?
Breitung, Jörg
;
Brüggemann, Ralf
-
2000
Persistent link: https://www.econbiz.de/10009611553
Saved in:
6
Testing the purchasing power parity in pooled systems of error correction models
Herwartz, Helmut
;
Reimers, Hans-Eggert
-
2000
not invariant with respect to the investigated sample period. -- Purchasing power parity ;
Panel
cointegration ; Wild …
Persistent link: https://www.econbiz.de/10009612044
Saved in:
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