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~subject:"Momentenmethode"
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Specification Test for Panel D...
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Momentenmethode
Estimation theory
102
Schätztheorie
102
Panel
55
Panel study
55
Nichtparametrisches Verfahren
52
Nonparametric statistics
52
Theorie
50
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43
Regressionsanalyse
43
Estimation
41
Schätzung
41
Time series analysis
38
Zeitreihenanalyse
38
Statistical test
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Statistischer Test
37
Specification test
15
Autocorrelation
13
Autokorrelation
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Dynamic panel
13
Method of moments
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Robust statistics
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Robustes Verfahren
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Structural change
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Core
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Forecasting model
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Panel data
10
Prognoseverfahren
10
Fixed effects
9
Interactive fixed effects
9
Modellierung
9
Scientific modelling
9
Classification
8
Factor analysis
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Faktorenanalyse
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Heteroscedasticity
8
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Su, Liangjun
10
Zhang, Yonghui
3
Zhou, Qiankun
3
Phillips, Peter C. B.
2
Qian, Junhui
2
Shi, Zhentao
2
Cao, Shiyun
1
Hong, Shengjie
1
Jiang, Tao
1
Ju, Gaosheng
1
Li, Kunpeng
1
Miao, Ke
1
Murtazashvili, Irina
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Qu, Xi
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Journal of econometrics
4
Department of Economics working paper series
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Cowles Foundation discussion paper
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
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ECONIS (ZBW)
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Correction for the asymptotical bias of the Arellano-Bond type GMM estimation of dynamic panel models
Zhang, Yonghui
;
Zhou, Qiankun
- In:
Essays in honor of Cheng Hsiao
,
(pp. 1-24)
.
2020
Persistent link: https://www.econbiz.de/10012249347
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2
GMM and IV estimation of dynamic panel models with heterogeneous trend
Tang, Niansheng
;
Cao, Shiyun
;
Zhang, Yonghui
;
Zhou, Qiankun
-
2018
-
This version December 17, 2018
Persistent link: https://www.econbiz.de/10011968817
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3
Estimation for time-invariant effects in dynamic panel data models with application to income dynamics
Zhang, Yonghui
;
Zhou, Qiankun
-
2017
Persistent link: https://www.econbiz.de/10011788731
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4
Semiparametric GMM estimation of spatial autoregressive models
Su, Liangjun
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 543-560
Persistent link: https://www.econbiz.de/10009614583
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5
Local linear GMM estimation of functional coefficient IV model with an application to estimating the rate od return to schooling
Su, Liangjun
;
Murtazashvili, Irina
;
Ullah, Aman
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 184-207
Persistent link: https://www.econbiz.de/10009754005
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6
Structural change estimation in time series regressions with endogenous variables
Qian, Junhui
;
Su, Liangjun
- In:
Economics letters
125
(
2014
)
3
,
pp. 415-421
Persistent link: https://www.econbiz.de/10010506531
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7
Identifying latent structures in panel data
Su, Liangjun
;
Shi, Zhentao
;
Phillips, Peter C. B.
-
2014
Persistent link: https://www.econbiz.de/10010464135
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8
Panel threshold models with interactive fixed effects
Miao, Ke
;
Li, Kunpeng
;
Su, Liangjun
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 137-170
Persistent link: https://www.econbiz.de/10012483198
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9
Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso
Qian, Junhui
;
Su, Liangjun
- In:
Journal of econometrics
191
(
2016
)
1
,
pp. 86-109
Persistent link: https://www.econbiz.de/10011594639
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10
Identifying latent grouped patterns in panel data models with interactive fixed effects
Su, Liangjun
;
Ju, Gaosheng
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 554-573
Persistent link: https://www.econbiz.de/10012110415
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