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Unbeobachtbare Einflussgrößen in der strategischen Erfolgsfaktorenforschung : ein kausalanalytischer Ansatz auf der Basis von Paneldaten

Annacker, Dirk - 2001 - 1. Aufl.

Persistent link: https://www.econbiz.de/10001561582

Bayesian estimation of multivariate panel probits with higher-order network interdependence and an application to firms' global market participation in Guangdong

Baltagi, Badi H.; Egger, Peter; Kesina, Michaela - 2022

This paper proposes a Bayesian estimation framework for panel-data sets with binary dependent variables where a large …

Persistent link: https://www.econbiz.de/10012817934

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

Homogeneous vs. heterogeneous transition functions in panel smooth transition regressions

Demetrescu, Matei; Leppin, Julian Sebastian; Reitz, Stefan - In: Econometric reviews 40 (2021) 2, pp. 177-196

Persistent link: https://www.econbiz.de/10012483806

Detecting irrelevant variables in possible proxies for the latent factors in macroeconomics and finance

Wu, Jianhong - In: Economics letters 176 (2019), pp. 60-63

Persistent link: https://www.econbiz.de/10012121231

Bayesian estimation of multivariate panel probits with higher-order network interdependence and an application to firms' global market participation in Guangdong

Baltagi, Badi H.; Egger, Peter; Kesina, Michaela - In: Journal of applied econometrics 37 (2022) 7, pp. 1356-1378

Persistent link: https://www.econbiz.de/10013473983

Dynamic Nonparametric Clustering of Multivariate Panel Data

Custodio João, Igor; Lucas, Andre; Schwaab, Bernd; … - 2023

We introduce a new dynamic clustering method for multivariate panel data char-acterized by time-variation in cluster … current center of their previous cluster as-signment. This links consecutive cross-sections in the panel together … settings. The method is illustrated using a multivariate panel of four accounting ratios for 28 large European insurance firms …

Persistent link: https://www.econbiz.de/10014257567

A likelihood ratio test for stationarity of rating transitions

Weissbach, Rafael; Walter, Ronja - 2008

; Panel data …

Persistent link: https://www.econbiz.de/10003837749

An empirical analysis of current account data

Aßmann, Christian - 2009

Persistent link: https://www.econbiz.de/10003806423

Essays on model selection

Jeljazkov, Ivan G. - 2003

Persistent link: https://www.econbiz.de/10003385302