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65
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62
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59
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53
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48
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47
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46
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45
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44
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44
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40
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37
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37
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37
Stanley, Tom D.
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35
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35
Brenner, Thomas
35
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35
Storper, Michael
35
Teräsvirta, Timo
35
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33
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Energy economics
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The annals of regional science : an international journal of urban, regional and environmental research and policy ; official journal of the Western Regional Science Association
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International journal of forecasting
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European research studies
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The econometrics journal
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ECONIS (ZBW)
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79
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date (oldest first)
151
The Moran I test for spatial
correlation
of
regression
disturbances : an extension accounting for endogenous regressors
Kelejian, Harry H.
-
1995
Persistent link: https://www.econbiz.de/10000921449
Saved in:
152
Zähldatenmodelle für korrelierte abhängige Daten
Million, Andreas
-
1999
-
Als Ms. gedr
Persistent link: https://www.econbiz.de/10001410773
Saved in:
153
Some econometric issues in convergence regressions
Di Liberto, Adriana
;
Symons, James S. V.
- In:
The Manchester School
71
(
2003
)
3
,
pp. 293-307
Persistent link: https://www.econbiz.de/10001769976
Saved in:
154
Leverage and Covariance Matrix Estimation in Finite-Sample IV Regressions
Steinhauer, Andreas
-
2010
This paper develops basic algebraic concepts for instrumental variables (IV) regressions which are used to derive the leverage and influence of observations on the 2SLS estimate and compute alternative heteroskedasticity-consistent (HC1-HC3) estimators for the 2SLS covariance matrix in a...
Persistent link: https://www.econbiz.de/10013139147
Saved in:
155
Multivariate
Regression
Shrinkage and Selection by Canonical
Correlation
Analysis
An, Baiguo
-
2012
end, a novel relationship between multivariate
regression
and canonical
correlation
is discovered. Subsequently, its …The problem of
regression
shrinkage and selection for multivariate
regression
is considered. The goal is to … consistently identify those variables relevant for
regression
. This is done not only for predictors but also for responses. To this …
Persistent link: https://www.econbiz.de/10013096103
Saved in:
156
The Analysis of Nonstationary Time Series Using
Regression
,
Correlation
and Cointegration
Johansen, Soren
-
2012
There are simple well-known conditions for the validity of
regression
and
correlation
as statistical tools. We analyse …
Persistent link: https://www.econbiz.de/10013097567
Saved in:
157
Testing Covariates in High Dimensional
Regression
Lan, Wei
-
2013
In a high dimensional linear
regression
model, we propose a new procedure for testing statistical significance of a … subset of
regression
coefficients. Specifically, we employ the partial covariances between the response variable and the …
Persistent link: https://www.econbiz.de/10013082410
Saved in:
158
The Relationship between Stock Price Index and Exchange Rate in Asian Markets : A Wavelet Based
Correlation
and Quantile
Regression
Approach
Dar, Arif Billah
-
2013
correlation
grows stronger with higher time scales. We further apply quantile
regression
to observe the various relationships … index and exchange rate. We apply simple
correlation
and wavelet based
correlation
and in accordance with the portfolio …
Persistent link: https://www.econbiz.de/10013082971
Saved in:
159
Large Covariance Estimation by Thresholding Principal Orthogonal Complements
Fan, Jianqing
-
2013
-sectional
correlation
even after taking out common but unobservable factors. We introduce the Principal Orthogonal complEment Thresholding …
Persistent link: https://www.econbiz.de/10013091885
Saved in:
160
Regression
with Imputed Covariates : A Generalized Missing Indicator Approach
Peracchi, Franco
-
2014
A common problem in applied
regression
analysis is that covariate values may be missing for some observations but … we formalize this trade-off by showing that one can augment the
regression
model with a set of auxiliary variables so as …
Persistent link: https://www.econbiz.de/10013070713
Saved in:
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