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subject:"Schätztheorie"
~isPartOf:"Economics letters"
~language:"eng"
~person:"Dolado, Juan J."
~person:"Wooldridge, Jeffrey M."
~subject:"Monetary policy"
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Dolado, Juan J.
Wooldridge, Jeffrey M.
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8
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6
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5
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1
A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables
Wooldridge, Jeffrey M.
- In:
Economics letters
68
(
2000
)
3
,
pp. 245-250
Persistent link: https://www.econbiz.de/10001499209
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2
On the properties of the Dickey-Pantula test against fractional alternatives
Dolado, Juan J.
- In:
Economics letters
57
(
1997
)
1
,
pp. 11-16
Persistent link: https://www.econbiz.de/10001229602
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3
On two stage least squares estimation of the average treatment effect in a random coefficient model
Wooldridge, Jeffrey M.
- In:
Economics letters
56
(
1997
)
2
,
pp. 129-133
Persistent link: https://www.econbiz.de/10001232400
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4
A note on weak exogeneity in VAR cointegrated models
Dolado, Juan J.
- In:
Economics letters
38
(
1992
)
2
,
pp. 139-143
Persistent link: https://www.econbiz.de/10001122961
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5
A note on computing r-squared and adjusted r-squared for trending and seasonal data
Wooldridge, Jeffrey M.
- In:
Economics letters
36
(
1991
)
1
,
pp. 49-54
Persistent link: https://www.econbiz.de/10001104842
Saved in:
6
A computationally simple heteroskedasticity and serial correlation robust standard error for the linear regression model
Wooldridge, Jeffrey M.
- In:
Economics letters
31
(
1989
)
3
,
pp. 239-243
Persistent link: https://www.econbiz.de/10001076302
Saved in:
7
Rejections of orthogonality in rational expectations models : further Monte Carlo results for an extended set of regressors
Galbraith, John W.
- In:
Economics letters
3
(
1987
),
pp. 243-247
Persistent link: https://www.econbiz.de/10001038836
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