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Caporale, Guglielmo Maria
217
Gil-Alaña, Luis A.
199
Pesaran, M. Hashem
106
Gupta, Rangan
97
Koopman, Siem Jan
68
Gao, Jiti
58
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58
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58
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55
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55
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53
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51
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50
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48
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48
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46
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46
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43
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39
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Koop, Gary
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Bollerslev, Tim
36
Franses, Philip Hans
36
Belke, Ansgar
35
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35
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35
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33
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Federal Reserve Bank of St. Louis
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Internationaler Währungsfonds / Monetary and Exchange Affairs Department
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Working paper / National Bureau of Economic Research, Inc.
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NBER working paper series
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CESifo working papers
379
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Economics letters
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Journal of econometrics
314
Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
274
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269
IZA Discussion Paper
241
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of international money and finance
199
International review of economics & finance : IREF
192
Energy economics
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181
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181
Journal of applied econometrics
180
Journal of banking & finance
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Journal of macroeconomics
151
Discussion papers / CEPR
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Journal of economic dynamics & control
146
Finance research letters
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Europäische Hochschulschriften / 5
134
Journal of empirical finance
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The empirical economics letters : a monthly international journal of economics
123
International journal of finance & economics : IJFE
122
International journal of forecasting
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CESifo Working Paper Series
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The review of economics and statistics
118
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
117
Applied financial economics
112
European economic review : EER
108
Macroeconomic dynamics
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
38,032
RePEc
7
EconStor
3
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1
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10
of
38,042
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date (newest first)
date (oldest first)
1
Weak and Strong Cross Section Dependence and Estimation of Large
Panels
Chudik, Alexander
-
2009
an application to the estimation of
panel
data models with an infinite number of weak factors and a finite number of …
Persistent link: https://www.econbiz.de/10013155822
Saved in:
2
Weak and Strong Cross Section Dependence and Estimation of Large
Panels
Chudik, Alexander
-
2009
an application to the estimation of
panel
data models with an infinite number of weak factors and a finite number of …
Persistent link: https://www.econbiz.de/10013158328
Saved in:
3
Health care expenditure and income : a global perspective
Baltagi, Badi H.
;
Lagravinese, Raffaele
;
Moscone, Francesco
-
2016
panel
data methods that allow one to account for unobserved heterogeneity, temporal persistence, and crosssection dependence …
Persistent link: https://www.econbiz.de/10011540773
Saved in:
4
Common Correlated Effects Estimation of Heterogeneous Dynamic
Panel
Quantile Regression Models
Harding, Matthew
-
2018
This paper proposes a quantile regression estimator for a heterogeneous
panel
model with lagged dependent variables and … the time series dimension of the
panel
is large. We present an application to the evaluation of Time-of-Use pricing using …
Persistent link: https://www.econbiz.de/10012908711
Saved in:
5
Common Correlated Effects Estimation of Heterogeneous : Dynamic
Panel
Quantile Regression Models
Harding, Matthew
-
2018
This paper proposes a quantile regression estimator for a heterogeneous
panel
model with lagged dependent variables and … the time series dimension of the
panel
is large. We present an application to the evaluation of Time-of-Use pricing using …
Persistent link: https://www.econbiz.de/10012911881
Saved in:
6
Bayesian
panel
quantile regression for binary outcomes with correlated random effects : an application on crime recidivism in Canada
Bresson, Georges
;
Lacroix, Guy
;
Rahman, Mohammad Arshad
-
2020
This article develops a Bayesian approach for estimating
panel
quantile regression with binary outcomes in the presence …
Persistent link: https://www.econbiz.de/10012163022
Saved in:
7
Common correlated effects estimation of heterogeneous dynamic
panel
quantile regression models
Harding, Matthew C.
;
Lamarche, Carlos
;
Pesaran, M. Hashem
-
2018
This paper proposes a quantile regression estimator for a heterogeneous
panel
model with lagged dependent variables and … the time series dimension of the
panel
is large. We present an application to the evaluation of Time-of-Use pricing using …
Persistent link: https://www.econbiz.de/10011898624
Saved in:
8
Maximum Likelihood Estimation and Lagrange Multiplier Tests for
Panel
Seemingly Unrelated Regressions with Spatial Lag and Spatial Errors : An Application to Hedonic Housing Prices...
Baltagi, Badi H.
-
2010
This paper proposes maximum likelihood estimators for
panel
seemingly unrelated regressions with both spatial lag and … spatial lag dependent variable and where the heterogeneity in the
panel
is incorporated via an error component specification … spatial autocorrelation and random effects for this spatial SUR
panel
model. The small sample performance of the proposed …
Persistent link: https://www.econbiz.de/10013137243
Saved in:
9
Bounds on Distributional Treatment Effect Parameters using
Panel
Data with an Application on Job Displacement
Callaway, Brantly
-
2020
or even when treatment is randomly assigned. I show that
panel
data and an additional assumption on the dependence …
Persistent link: https://www.econbiz.de/10012853844
Saved in:
10
Maximum likelihood estimation and lagrange multiplier tests for
panel
seemingly unrelated regressions with spatial lag and spatial errors : an application to hedonic housing prices...
Baltagi, Badi H.
;
Bresson, Georges
-
2010
This paper proposes maximum likelihood estimators for
panel
seemingly unrelated regressions with both spatial lag and … spatial lag dependent variable and where the heterogeneity in the
panel
is incorporated via an error component specification … spatial autocorrelation and random effects for this spatial SUR
panel
model. The small sample performance of the proposed …
Persistent link: https://www.econbiz.de/10009013035
Saved in:
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