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~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
Deutsches Institut für Wirtschaftsforschung / Projektgruppe Das Sozio-Ökonomische Panel
140
National Bureau of Economic Research
98
SOEP-IS Group
53
TNS Infratest Sozialforschung GmbH
23
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
22
C.E.P.R. Discussion Papers
21
World Trade Organization
21
Deutsches Institut für Wirtschaftsforschung
18
DIW Berlin / SOEP
15
Forschungsdatenzentrum der Bundesagentur für Arbeit, Institut für Arbeitsmarkt- und Berufsforschung (IAB)
13
World Bank
10
Forschungsinstitut zur Zukunft der Arbeit
9
Nationalekonomiska Institutionen <Lund>
9
HAL
8
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
African Governance and Development Institute (AGDI)
6
Agricultural and Applied Economics Association - AAEA
6
Ekonomiska forskningsinstitutet <Stockholm>
6
Institut für Arbeitsmarkt- und Berufsforschung
6
Kantar Public
6
Queen Mary College / Department of Economics
6
Center for Economic Research <Tilburg>
5
Centre d'études prospectives et d'informations internationales (CEPII)
5
EconWPA
5
European University Institute / Department of Economics
5
Institut für Angewandte Sozialwissenschaft
5
Laboratoire d'Économie d'Orléans (LEO), Faculté de droit, d'économie et de gestion
5
National Institute of Economic and Social Research
5
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
5
William Davidson Institute <Ann Arbor, Mich.>
5
Banque de France
4
Infratest-Sozialforschung GmbH <München>
4
Université Paris-Dauphine (Paris IX)
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Banco de España
3
Econometrisch Instituut <Rotterdam>
3
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Discussion papers of interdisciplinary research project 373
6
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ECONIS (ZBW)
6
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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
Alternative GMM methods for nonlinear
panel
data models
Breitung, Jörg
;
Lechner, Michael
-
1998
Persistent link: https://www.econbiz.de/10009578574
Saved in:
3
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:
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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