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isPartOf:"DAE working paper"
subject:"United Kingdom"
~isPartOf:"Quarterly bulletin / Bank of England"
~isPartOf:"The review of economic studies"
~subject:"Simulation"
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Estimation theory
122
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Pesaran, M. Hashem
3
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1
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1
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1
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1
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DAE working paper
Quarterly bulletin / Bank of England
The review of economic studies
Journal of econometrics
46
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
Econometric reviews
24
Economics letters
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20
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Oxford bulletin of economics and statistics
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7
Statistics in transition : an international journal of the Polish Statistical Association
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The econometrics journal
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International economic review
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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1
Forecast uncertainties in macroeconometric modelling : an application to the UK economy
Garratt, Anthony
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001492671
Saved in:
2
Extracting better signal from uncertain data
Cunningham, Alastair W. F.
;
Jeffery, Christopher
- In:
Quarterly bulletin / Bank of England
47
(
2007
)
3
,
pp. 364-375
Persistent link: https://www.econbiz.de/10003549233
Saved in:
3
Constrained indirect estimation
Calzolari, Giorgio
;
Fiorentini, Gabriele
- In:
The review of economic studies
71
(
2004
)
4
,
pp. 945-973
Persistent link: https://www.econbiz.de/10002377654
Saved in:
4
Recent developments in extracting information from options markets
Clews, Roger
;
Panigirtzoglou, Nikolaos
;
Proudman, James
- In:
Quarterly bulletin / Bank of England
40
(
2000
)
1
,
pp. 50-60
Persistent link: https://www.econbiz.de/10001473769
Saved in:
5
A structural cointegration VAR approach to macroeconometric modelling
Garratt, Anthony
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10001350669
Saved in:
6
Semiparametric estimation of the intercept of a sample selection model
Andrews, Donald W. K.
- In:
The review of economic studies
65
(
1998
)
3
,
pp. 497-517
Persistent link: https://www.econbiz.de/10001244371
Saved in:
7
Stochastic volatility : likelihood inference and comparison with ARCH models
Kim, Sangjoon
- In:
The review of economic studies
65
(
1998
)
3
,
pp. 361-393
Persistent link: https://www.econbiz.de/10001244376
Saved in:
8
Structural analysis of vector error correction models with exogenous I(1) variables
Pesaran, M. Hashem
;
Shin, Yongcheol
;
Smith, Richard J.
-
1997
Persistent link: https://www.econbiz.de/10000629002
Saved in:
9
Quadratic ARCH models
Sentana, Enrique
- In:
The review of economic studies
62
(
1995
)
4
,
pp. 639-661
Persistent link: https://www.econbiz.de/10001189784
Saved in:
10
Semiparametric specification testing of non-nested econometric models
Delgado, Miguel A.
- In:
The review of economic studies
61
(
1994
)
2
,
pp. 291-303
Persistent link: https://www.econbiz.de/10001160735
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