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Theorie
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Pesaran, M. Hashem
154
Baltagi, Badi H.
73
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66
Diebold, Francis X.
62
Timmermann, Allan
51
Bollerslev, Tim
49
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44
Gao, Jiti
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41
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40
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39
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37
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37
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35
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34
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34
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33
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Zhou, Guofu
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Dijk, Dick van
24
Gupta, Rangan
24
Schorfheide, Frank
24
Andersen, Torben
23
Engle, Robert F.
23
Guidolin, Massimo
23
Pesaran, Mohammad Hashem
23
Brandt, Michael W.
22
Bresson, Georges
22
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International Center for Financial Asset Management and Engineering
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Nationalekonomiska Institutionen <Lund>
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International review of financial analysis
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Discussion paper / Centre for Economic Policy Research
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European journal of operational research : EJOR
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The review of financial studies
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International review of economics & finance : IREF
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The econometrics journal
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Insurance / Mathematics & economics
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ECONIS (ZBW)
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1
Cross-sectional methods and applications
Drukker, David M.
(
contributor
)
-
2011
-
1. ed.
Persistent link: https://www.econbiz.de/10009685555
Saved in:
2
Efficient importance sampling in applied econometrics
Moura, Guilherme Valle
-
2009
Persistent link: https://www.econbiz.de/10003963709
Saved in:
3
Essays on nonlinear
panel
time series models
Mesters, Geert
-
2015
Persistent link: https://www.econbiz.de/10010461080
Saved in:
4
Nonlinear
panel
data analysis
Arellano, Manuel
;
Bonhomme, Stéphane
- In:
Annual review of economics
3
(
2011
),
pp. 395-424
Persistent link: https://www.econbiz.de/10009354881
Saved in:
5
Bayesian nonlinear
panel
cointegration : an empirical application to the EKC hypothesis
Polemis, Michael
;
Tsionas, Efthymios G.
- In:
Letters in spatial and resource sciences : LSRS
12
(
2019
)
2
,
pp. 113-120
Persistent link: https://www.econbiz.de/10012109664
Saved in:
6
A non-linear filtering approach to stochastic volatility models with an application to daily stock returns
Watanabe, Toshiaki
- In:
Journal of applied econometrics
14
(
1999
)
2
,
pp. 101-121
Persistent link: https://www.econbiz.de/10001387229
Saved in:
7
Detection of units with pervasive effects in large
panel
data models
Kapetanios, George
;
Pesaran, M. Hashem
;
Reese, S.
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 510-541
Persistent link: https://www.econbiz.de/10012619248
Saved in:
8
Estimating systematic continuous-time trends in recidivism using a non-Gaussian
panel
data model
Koopman, Siem Jan
;
Lucas, André
;
Ooms, Marius
; …
-
2007
We model
panel
data of crime careers of juveniles from a Dutch Judicial Juvenile Institution. The data are decomposed …
Persistent link: https://www.econbiz.de/10011372520
Saved in:
9
Nonstationary
panel
models with latent group structures and cross-section dependence
Huang, Wenxin
;
Jin, Sainan
;
Phillips, Peter C. B.
;
Su, …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 198-222
Persistent link: https://www.econbiz.de/10012618820
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10
Public debt and economic growth in sub-Saharan Africa : nonlinearity and threshold effects
Okwoche, Princewill U.
;
Makanza, Christine S.
- In:
Cogent economics & finance
11
(
2023
)
2
,
pp. 1-24
trade shocks. Our dataset comprises 24 SSA countries spanning 39 years from 1980 to 2018. We employ a variety of
panel
…
Persistent link: https://www.econbiz.de/10014502811
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