Challenges for Panel Financial Analysis (Q4558820)

scientific article; zbMATH DE number 6987134

Language	Label	Description	Also known as
English	Challenges for Panel Financial Analysis	scientific article; zbMATH DE number 6987134

Statements

instance of

scholarly article

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title

Challenges for Panel Financial Analysis (English)

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30 November 2018

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zbMATH Keywords

panel data

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covariance estimator

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idiosyncratic shock

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dynamic panel model

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quasi maximum likelihood estimator

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predictions

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/978-3-319-13449-9_1

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cites work

Q4769776

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Some properties of the LIML estimator in a dynamic panel structural equation

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The limited information maximum likelihood approach to dynamic panel structural equation models

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The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators

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On the Use of Principal Components of Independent Variables in Two-Stage Least-Squares Estimation

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A test for spatial autocorrelation in seemingly unrelated regressions

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The econometrics of panel data. Fundamental and recent developments in theory and practice.

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Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

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Panel Data Models With Interactive Fixed Effects

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Determining the Number of Factors in Approximate Factor Models

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Q4882268

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CLT for linear spectral statistics of large-dimensional sample covariance matrices.

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ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION

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Model Selection: An Integral Part of Inference

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Weak and strong cross‐section dependence and estimation of large panels

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A High Dimensional Two Sample Significance Test

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Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large

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Econometrics and empirical economics. (With comments)

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Q5822350

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Analysis of Panel Data

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Panel data analysis -- advantages and challenges (with comments and rejoinder)

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Estimation of dynamic panel data models with both individual and time-specific effects

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Is there an optimal forecast combination?

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Statistical inference for panel dynamic simultaneous equations models

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A general framework for panel data models with an application to Canadian customer-dialed long distance telephone service

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Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods

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Estimation of spatial autoregressive panel data models with fixed effects

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Aggregation with Log-Linear Models

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Finite sample approximation results for principal component analysis: A matrix perturbation approach

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A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

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Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure

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Estimating long-run relationships from dynamic heterogeneous panels

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Large panels with common factors and spatial correlation

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Linear Regression Limit Theory for Nonstationary Panel Data

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Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence

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Estimating the dimension of a model

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Handbook of economic forecasting. Volume 1

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Distributed Lags, Aggregation and Compounding: Some Econometric Implications

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Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects

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An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

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Identifiers

zbMATH Open document ID

1407.62386

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DOI

10.1007/978-3-319-13449-9_1

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4558820