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Panel VAR models with spatial...
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Estimation theory
372
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372
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305
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305
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289
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289
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208
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208
Maximum likelihood estimation
135
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Lee, Lung-fei
21
Pesaran, M. Hashem
16
Su, Liangjun
15
Baltagi, Badi H.
13
Bai, Jushan
11
Phillips, Peter C. B.
11
Yu, Jun
11
Hsiao, Cheng
10
Schmidt, Peter
10
Gao, Jiti
9
Koop, Gary
9
Chib, Siddhartha
8
Gallant, A. Ronald
8
Kapetanios, George
8
Li, Kunpeng
8
Robinson, Peter M.
8
Westerlund, Joakim
8
Chen, Xiaohong
7
Inoue, Atsushi
7
Li, Qi
7
Sarafidis, Vasilis
7
Yamagata, Takashi
7
Fernández-Val, Iván
6
Galvão Júnior, Antônio Fialho
6
Ghysels, Eric
6
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6
Marcellino, Massimiliano
6
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6
Ng, Serena
6
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6
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6
Shin, Yongcheol
6
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6
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6
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6
Antoine, Bertille
5
Chang, Yoosoon
5
Dijk, Herman K. van
5
Dufour, Jean-Marie
5
Gouriéroux, Christian
5
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Journal of econometrics
MPRA Paper
841
IZA Discussion Papers
766
Discussion paper series / IZA
595
Economics letters
566
Applied economics
500
IZA Discussion Paper
497
Economic modelling
454
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292
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281
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277
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267
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255
Econometric reviews
248
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238
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226
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226
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218
Tinbergen Institute Discussion Paper
218
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210
IMF working papers
201
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186
cemmap working paper
184
International Journal of Energy Economics and Policy : IJEEP
181
Journal of international money and finance
179
Tinbergen Institute Discussion Papers
172
Discussion papers / Deutsches Institut für Wirtschaftsforschung
171
The empirical economics letters : a monthly international journal of economics
169
Journal of economic dynamics & control
166
IMF Working Paper
163
Econometric theory
159
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ECONIS (ZBW)
793
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1
Generalized dynamic
panel
data models with random effects for cross-section and time
Mesters, G.
;
Koopman, Siem Jan
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 127-140
Persistent link: https://www.econbiz.de/10010433402
Saved in:
2
Block recursion and structural vector autoregressions
Zha, Tao
- In:
Journal of econometrics
90
(
1999
)
2
,
pp. 291-316
Persistent link: https://www.econbiz.de/10001382134
Saved in:
3
Robust standard errors in transformed likelihood estimation of dynamic
panel
data models with cross-sectional heteroskedasticity
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 110-134
Persistent link: https://www.econbiz.de/10011500265
Saved in:
4
Statistical inference for
panel
dynamic simultaneous equations models
Hsiao, Cheng
;
Zhou, Qiankun
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 383-396
Persistent link: https://www.econbiz.de/10011504565
Saved in:
5
Maximum likelihood estimation of fixed effects dynamic
panel
data models covering short time periods
Hsiao, Cheng
;
Pesaran, M. Hashem
;
Tahmiscouglu, A. Kamil
- In:
Journal of econometrics
109
(
2002
)
1
,
pp. 107-150
Persistent link: https://www.econbiz.de/10001663894
Saved in:
6
Revisiting the location of FDI in China : a
panel
data approach with heterogeneous shocks
Hou, Lei
;
Li, Kunpeng
;
Li, Qi
;
Ouyang, Min
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 483-509
Persistent link: https://www.econbiz.de/10012619246
Saved in:
7
Dynamic spatial
panel
data models with common shocks
Bai, Jushan
;
Li, Kunpeng
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 134-160
Persistent link: https://www.econbiz.de/10013275367
Saved in:
8
Large sample properties of the matrix exponential spatial specification with an application to FDI
Debarsy, Nicolas
;
Jin, Fei
;
Lee, Lung-fei
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011500241
Saved in:
9
The MM, ME, ML, EL, EF, and GMM approaches to estimation : a synthesis
Bera, Anil K.
;
Bilias, Yannis
- In:
Journal of econometrics
107
(
2002
)
1/2
,
pp. 51-86
Persistent link: https://www.econbiz.de/10001651261
Saved in:
10
Efficiency results of MLE and GMM estimation with sampling weights
Butler, John S.
- In:
Journal of econometrics
96
(
2000
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10001466740
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