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Inference on trending panel data
Robinson, Peter M.; Velasco, Carlos - In: Journal of econometrics 206 (2018) 2, pp. 282-304
Persistent link: https://www.econbiz.de/10012110387
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Confirmatory factor analyses on non-normal panel data : an application to banking
Papadopoulos, Savas - In: International journal of computational economics and … 3 (2013) 3/4, pp. 124-145
Persistent link: https://www.econbiz.de/10010348513
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Infinitely stochastic micro reserving
Maciak, Matúš; Okhrin, Ostap; Pešta, Michal - In: Insurance / Mathematics & economics 100 (2021), pp. 30-58
Persistent link: https://www.econbiz.de/10012622380
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Determining individual or time effects in panel data models
Lu, Xun; Su, Liangjun - In: Journal of econometrics 215 (2020) 1, pp. 60-83
Persistent link: https://www.econbiz.de/10012439155
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Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term
Baltagi, Badi H.; Kao, Chihwa; Liu, Long - In: Econometric reviews 36 (2017) 1/3, pp. 85-102
Persistent link: https://www.econbiz.de/10011794682
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Change point estimation in panel data without boundary issue
Peštová, Barbora; Pešta, Michal - In: Risks : open access journal 5 (2017) 1, pp. 1-22
it results in the last observation in situations with no structural breaks. The consistency of the change point estimator …
Persistent link: https://www.econbiz.de/10011636497
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Estimation and variable selection for high-dimensional spatial dynamic panel data models
Hou, Li; Jin, Baisuo; Wu, Yuehua - In: Journal of econometrics 238 (2024) 2, pp. 1-20
Persistent link: https://www.econbiz.de/10015073895
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Broken effects? : how to reduce false positives in panel regressions
Li, Xina; Wibbens, Phebo D. - In: Strategy Science 8 (2023) 1, pp. 103-116
Persistent link: https://www.econbiz.de/10014292100
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On the Specification of Mincerian Wage Regressions with Heterogeneity, Non-Linearity, Non-Separability, and Heteroskedasticity
Belzil, Christian - 2004
celebrated Mincerian wage regression with skill heterogeneity, non-linearity in schooling, non-separability between the effects … simplifying assumptions common in the empirical literature. In particular, the log wage regression is highly convex, even after …
Persistent link: https://www.econbiz.de/10010261843
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Panel regression with random noise
Ronning, Gerd; Schneeweiss, Hans - 2009
The paper explores the effect of measurement errors on the estimation of a linear panel data model. The conventional fixed effects estimator, which ignores measurement errors, is biased. By correcting for the bias one can construct consistent and asymptotically normal estimators. In addition, we...
Persistent link: https://www.econbiz.de/10010264605