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68
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56
Hsiao, Cheng
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Schmidt, Peter
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1
Estimation and inference in large heterogeneous panels with a multifactor error structure
Pesaran, M. Hashem
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
4
,
pp. 967-1012
Persistent link: https://www.econbiz.de/10003346168
Saved in:
2
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:
3
Estimation and inference in large heterogenous panels with cross section dependence
Pesaran, M. Hashem
-
2003
This paper presents a new approach to estimation and inference in
panel
data models with unobserved common factors …
Persistent link: https://www.econbiz.de/10011505911
Saved in:
4
Testing linear factor models on individual stocks using the average F-test
Hwang, Soosung
;
Satchell, Stephen
- In:
The European journal of finance
20
(
2014
)
4/6
,
pp. 463-498
Persistent link: https://www.econbiz.de/10010461963
Saved in:
5
Estimation and inference in large heterogeneous panels with a multifactor error structure
Pesaran, M. Hashem
(
contributor
)
-
2004
This paper presents a new approach to estimation and inference in
panel
data models with a multifactor error structure …
Persistent link: https://www.econbiz.de/10002521670
Saved in:
6
Estimation and inference in large heterogenous panels with cross section dependence
Pesaran, M. Hashem
-
2003
Persistent link: https://www.econbiz.de/10001739585
Saved in:
7
Estimation and inference in large heterogeneous panels with cross section dependence
Pesaran, M. Hashem
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001729378
Saved in:
8
Estimation of Generalized Entropy and Atkinson inequality indices from complex survey data
Biewen, Martin
;
Jenkins, Stephen
-
2003
-
This version: 11 April 2003
from the German Socio-Economic
Panel
Study and the British Household
Panel
Survey. …
Persistent link: https://www.econbiz.de/10011438447
Saved in:
9
Reference Bayesian inference in nonregular models
Sareen, Samita
- In:
Journal of econometrics
113
(
2003
)
2
,
pp. 265-288
Persistent link: https://www.econbiz.de/10001738897
Saved in:
10
Conducting inference in semiparametric duration models under inequality restructions on the shape of the hazard implied by job search theory
Romeo, Charles J.
- In:
Journal of applied econometrics
14
(
1999
)
6
,
pp. 587-605
Persistent link: https://www.econbiz.de/10001440623
Saved in:
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