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Journal of econometrics
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ECONIS (ZBW)
314
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1
Determinants of firm-level domestic sales and exports with spillovers : evidence from China
Baltagi, Badi H.
;
Egger, Peter
;
Kesina, Michaela
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 184-201
Persistent link: https://www.econbiz.de/10011897671
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2
A new stochastic frontier model with cross-sectional effects in both noise and inefficiency terms
Orea, Luis
;
Àlvarez Ayuso, Inmaculada
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 556-577
Persistent link: https://www.econbiz.de/10012304586
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3
Spatial weights matrix selection and model averaging for spatial autoregressive models
Zhang, Xinyu
;
Yu, Jihai
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011974585
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4
Spatial econometrics for misaligned data
Pouliot, Guillaume Allaire
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 168-190
Persistent link: https://www.econbiz.de/10013472883
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5
Forecasting economic time series using targeted predictors
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 304-317
Persistent link: https://www.econbiz.de/10003782981
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6
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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7
A joint serial correlation test for linear panel data models
Yamagata, Takashi
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 135-145
Persistent link: https://www.econbiz.de/10003778232
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8
Difference in difference meets generalized least squares : higher order properties of hypotheses tests
Hausman, Jerry A.
;
Kuersteiner, Guido M.
- In:
Journal of econometrics
144
(
2008
)
2
,
pp. 371-391
Persistent link: https://www.econbiz.de/10003774649
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9
Inference in panel data models under attrition caused by unobservables
Bhattacharya, Debopam
- In:
Journal of econometrics
144
(
2008
)
2
,
pp. 430-446
Persistent link: https://www.econbiz.de/10003774669
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10
Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model
Kruiniger, Hugo
- In:
Journal of econometrics
144
(
2008
)
2
,
pp. 447-464
Persistent link: https://www.econbiz.de/10003774677
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