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Estimation theory
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Baltagi, Badi H.
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5
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5
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5
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5
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4
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4
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4
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4
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4
Kumbhakar, Subal
4
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4
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4
Ai, Chunrong
3
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3
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3
Bartolucci, Francesco
3
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3
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ECONIS (ZBW)
536
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1
First difference transformation in
panel
VAR models : robustness, estimation, and inference
Juodis, Artūras
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 650-693
Persistent link: https://www.econbiz.de/10012040399
Saved in:
2
Fixed T dynamic
panel
data estimators with multifactor errors
Juodis, Artūras
;
Sarafidis, Vasilis
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 893-929
Persistent link: https://www.econbiz.de/10012040421
Saved in:
3
Estimation of time-invariant effects in static
panel
data models
Pesaran, M. Hashem
;
Zhou, Qiankun
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 1137-1171
Persistent link: https://www.econbiz.de/10012040544
Saved in:
4
Particle learning for fat-tailed distributions
Lopes, Hedibert Freitas
;
Polson, Nicholas G.
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1666-1691
Persistent link: https://www.econbiz.de/10011592384
Saved in:
5
An augmented Anderson-Hsiao estimator for dynamic short-T panels
Chudik, Alexander
;
Pesaran, M. Hashem
- In:
Econometric reviews
41
(
2022
)
4
,
pp. 416-447
Persistent link: https://www.econbiz.de/10013364889
Saved in:
6
Assessing the precision of turning point estimates in polynomial regression functions
Plassmann, Florenz
;
Khanna, Neha
- In:
Econometric reviews
26
(
2007
)
5
,
pp. 503-528
Persistent link: https://www.econbiz.de/10003549303
Saved in:
7
True versus spurious long memory : some theoretical results and a Monte Carlo comparison
Leccadito, Arturo
;
Rachedi, Omar
;
Urga, Giovanni
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 452-479
Persistent link: https://www.econbiz.de/10011373268
Saved in:
8
Exact estimation of demand functions under block-rate pricing
Miyawaki, Koji
;
Omori, Yasuhiro
;
Hibiki, Akira
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 311-343
Persistent link: https://www.econbiz.de/10011549934
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9
Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.
;
Koopman, Siem Jan
;
Ooms, Marius
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 659-687
Persistent link: https://www.econbiz.de/10011550112
Saved in:
10
Finite sample evidence suggesting a heavy tail problem of the generalized empirical likelihood estimator
Guggenberger, Patrik
- In:
Econometric reviews
27
(
2008
)
4/6
,
pp. 526-541
Persistent link: https://www.econbiz.de/10003761331
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