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407
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332
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175
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Phillips, Peter C. B.
38
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17
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17
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16
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16
Gouriéroux, Christian
15
Linton, Oliver
15
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14
Pesaran, M. Hashem
14
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12
Granger, C. W. J.
12
Hsiao, Cheng
12
McAleer, Michael
12
Schmidt, Peter
12
Aït-Sahalia, Yacine
11
Chib, Siddhartha
11
Renault, Eric
11
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11
Xiao, Zhijie
11
Corradi, Valentina
10
Dufour, Jean-Marie
10
Timmermann, Allan
10
Whang, Yoon-jae
10
Barnett, William A.
9
Hong, Yongmiao
9
Li, Qi
9
Lütkepohl, Helmut
9
Maasoumi, Esfandiar
9
Robinson, Peter M.
9
Taylor, Robert
9
Tsionas, Efthymios G.
9
Baltagi, Badi H.
8
Galvão Júnior, Antônio Fialho
8
Hidalgo, Javier
8
Jong, Robert M. de
8
Kohn, Robert
8
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(EC)2 Conference <1, 1990; 2, 1991>
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National Science Foundation
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Journal of econometrics
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2,379
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2,280
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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The economic journal : the journal of the Royal Economic Society
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1,794
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1,783
Journal of public economics
1,774
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1,693
Discussion paper / Center for Economic Research, Tilburg University
1,663
CESifo Working Paper Series
1,594
Applied economics
1,550
IZA Discussion Paper
1,537
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,530
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1,496
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1,408
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1,403
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1,402
International economic review
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ECONIS (ZBW)
1,660
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1
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date (oldest first)
1
Flexible functional forms and tests of homogeneous separability
Diewert, Walter E.
- In:
Journal of econometrics
67
(
1995
)
2
,
pp. 259-302
Persistent link: https://www.econbiz.de/10001178184
Saved in:
2
Estimation of Type 3 Tobit models using symmetric trimming and pairwise comparisons
Honoré, Bo E.
- In:
Journal of econometrics
76
(
1997
)
1
,
pp. 107-128
Persistent link: https://www.econbiz.de/10001211367
Saved in:
3
Quantile regression for dynamic panel data with fixed effects
Galvão Júnior, Antônio Fialho
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 142-157
Persistent link: https://www.econbiz.de/10009270393
Saved in:
4
Bias
in estimating multivariate and univariate diffusions
Wang, Xiaohu
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 228-245
Persistent link: https://www.econbiz.de/10009242147
Saved in:
5
Volatility puzzles: a simple framework for gauging return-volatility regressions
Bollerslev, Tim
;
Zhou, Hao
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 123-150
Persistent link: https://www.econbiz.de/10003298567
Saved in:
6
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
Bun, Maurice J. G.
;
Kiviet, J. F.
- In:
Journal of econometrics
132
(
2006
)
2
,
pp. 409-444
Persistent link: https://www.econbiz.de/10003348774
Saved in:
7
Bias
in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 162-188
Persistent link: https://www.econbiz.de/10003425526
Saved in:
8
Finite sample properties of maximum likelihood estimator in spatial models
Bao, Yong
;
Ullah, Aman
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 396-413
Persistent link: https://www.econbiz.de/10003441869
Saved in:
9
Alternative approximations of the
bias
and MSE of the IV estimator under weak identification with an application to
bias
correction
Chao, John C.
;
Swanson, Norman R.
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 515-555
Persistent link: https://www.econbiz.de/10003441954
Saved in:
10
Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large
Yu, Jihai
;
Jong, Robert M. de
;
Lee, Lung-fei
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 118-134
Persistent link: https://www.econbiz.de/10003778230
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