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subject:"Estimation"
subject:"Public choice"
~isPartOf:"Economics letters"
~person:"Amihud, Yakov"
~person:"Demetrescu, Matei"
~person:"Dimitrakopoulos, Stefanos"
~type:"article"
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Amihud, Yakov
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Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility
Dimitrakopoulos, Stefanos
- In:
Economics letters
150
(
2017
),
pp. 10-14
Persistent link: https://www.econbiz.de/10011761750
Saved in:
2
The semiparametric asymmetric stochastic volatility model with time-varying parameters : the case of US inflation
Dimitrakopoulos, Stefanos
- In:
Economics letters
155
(
2017
),
pp. 14-18
Persistent link: https://www.econbiz.de/10011821483
Saved in:
3
Inference on the long-memory properties of time series with non-stationary volatility
Demetrescu, Matei
;
Sibbertsen, Philipp
- In:
Economics letters
144
(
2016
),
pp. 80-84
Persistent link: https://www.econbiz.de/10011617209
Saved in:
4
A simple nonstationary-volatility robust panel unit root test
Demetrescu, Matei
;
Hanck, Christoph
- In:
Economics letters
117
(
2012
)
1
,
pp. 10-13
Persistent link: https://www.econbiz.de/10009697993
Saved in:
5
Inflation n̕ews ̕and exchange rates
Amihud, Yakov
- In:
Economics letters
12
(
1983
)
3/4
,
pp. 333-338
Persistent link: https://www.econbiz.de/10001830301
Saved in:
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