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~subject:"Schätztheorie"
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A NOTE ON SPURIOUS BREAK
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Schätztheorie
Theorie
44
Theory
44
Estimation theory
42
Panel
35
Panel study
35
Factor analysis
34
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30
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16
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16
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14
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14
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9
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9
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9
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principal components
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Structural break
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Strukturbruch
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Maximum likelihood estimation
5
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English
42
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Bai, Jushan
42
Ando, Tomohiro
7
Ng, Serena
6
Liao, Yuan
5
Perron, Pierre
4
Li, Kunpeng
3
Kao, Chihwa
2
Wang, Peng
2
Cahan, Ercument
1
Carrion i Silvestre, Josep Lluís
1
Chen, Haiqiang
1
Choi, Sung Hoon
1
Chong, Terence Tai-Leung
1
Han, Xu
1
Hu, Gang
1
Lu, Lina
1
Meng, J. Ginger
1
Shi, Yutang
1
Wang, Seraph Xin
1
Yang, Jisheng
1
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Journal of econometrics
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
The econometrics journal
3
Econometric theory
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
The review of economics and statistics
2
Annals of economics and finance
1
Annual review of economics
1
Cahier / Département de Sciences Économiques, Université de Montréal
1
Econometric reviews
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Foundations and trends in econometrics
1
Panel data econometrics : theoretical contributions and empirical applications
1
Syracuse University Center for Policy Research Working Paper
1
The Oxford handbook of panel data
1
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ECONIS (ZBW)
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Testing parametric conditional distributions of dynamic models
Bai, Jushan
- In:
The review of economics and statistics
85
(
2003
)
3
,
pp. 531-549
Persistent link: https://www.econbiz.de/10001791740
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2
A note on spurious break
Bai, Jushan
- In:
Econometric theory
14
(
1998
)
5
,
pp. 663-669
Persistent link: https://www.econbiz.de/10001381135
Saved in:
3
Estimation of a change point in multiple regression models
Bai, Jushan
- In:
The review of economics and statistics
79
(
1997
)
4
,
pp. 551-563
Persistent link: https://www.econbiz.de/10001229894
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4
Least absolute deviation estimation of a shift
Bai, Jushan
- In:
Econometric theory
11
(
1995
)
3
,
pp. 403-436
Persistent link: https://www.econbiz.de/10001186559
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5
Common breaks in means and variances for panel data
Bai, Jushan
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 78-92
Persistent link: https://www.econbiz.de/10008661845
Saved in:
6
Large dimensional factor analysis
Bai, Jushan
;
Ng, Serena
-
2008
Persistent link: https://www.econbiz.de/10003754726
Saved in:
7
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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8
Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions
Bai, Jushan
;
Ng, Serena
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
4
,
pp. 1133-1150
Persistent link: https://www.econbiz.de/10003346183
Saved in:
9
On the estimation and inference of a panel cointegration model with cross-sectional dependence
Bai, Jushan
;
Kao, Chihwa
- In:
Panel data econometrics : theoretical contributions and …
,
(pp. 1-30)
.
2006
Persistent link: https://www.econbiz.de/10003331420
Saved in:
10
Extremum estimation when the predictors are estimated from large panels
Bai, Jushan
;
Ng, Serena
- In:
Annals of economics and finance
9
(
2008
)
2
,
pp. 201-222
Persistent link: https://www.econbiz.de/10003796412
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