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subject:"United States"
type_genre:"Article in journal"
~person:"Blundell, Richard W."
~person:"Engle, Robert F."
~person:"Lanne, Markku"
~subject:"1953-1990"
~subject:"USA"
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Search: subject_exact:"Estimation"
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United States
1953-1990
USA
Estimation
48
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48
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12
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12
Volatility
8
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Blundell, Richard W.
Engle, Robert F.
Lanne, Markku
Gupta, Rangan
52
Bahmani-Oskooee, Mohsen
31
Gil-Alaña, Luis A.
30
Caporale, Guglielmo Maria
25
Wohar, Mark E.
21
Heckman, James J.
14
Apergēs, Nikolaos
13
Hsing, Yu
13
Balcilar, Mehmet
12
Cebula, Richard J.
12
Neumark, David
12
Payne, James E.
12
Bollerslev, Tim
11
Sarno, Lucio
11
Serletis, Apostolos
11
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10
Hamermesh, Daniel S.
10
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10
Bali, Turan G.
9
Basu, Susanto
9
Belke, Ansgar
9
Cheung, Yin-Wong
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9
Moretti, Enrico
9
Salisu, Afees A.
9
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9
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8
Chang, Tsangyao
8
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8
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8
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8
Klenow, Peter J.
8
Koopman, Siem Jan
8
Lubik, Thomas A.
8
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8
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The review of economics and statistics
4
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2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
The American economic review
2
Econometric reviews
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The econometrics journal
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ECONIS (ZBW)
25
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1
Estimation of a heterogeneous demand function with Berkson errors
Blundell, Richard W.
;
Horowitz, Joel
;
Parey, Matthias
- In:
The review of economics and statistics
104
(
2022
)
5
,
pp. 877-889
Persistent link: https://www.econbiz.de/10013407545
Saved in:
2
A new time-varying parameter autoregressive model for U.S. inflation expectations
Lanne, Markku
;
Luoto, Jani
- In:
Journal of money, credit and banking : JMCB
49
(
2017
)
5
,
pp. 969-995
Persistent link: https://www.econbiz.de/10011946516
Saved in:
3
Consumption inequality and family labor supply
Blundell, Richard W.
;
Pistaferri, Luigi
; …
- In:
The American economic review
106
(
2016
)
2
,
pp. 387-435
Persistent link: https://www.econbiz.de/10011455632
Saved in:
4
Noncausality and inflation persistence
Lanne, Markku
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
4
,
pp. 469-481
Persistent link: https://www.econbiz.de/10011339417
Saved in:
5
Measuring the price responsiveness of gasoline demand : economic shape restrictions and nonparametric demand estimation
Blundell, Richard W.
;
Horowitz, Joel
;
Parey, Matthias
- In:
Quantitative economics : QE ; journal of the …
3
(
2012
)
1
,
pp. 29-51
Persistent link: https://www.econbiz.de/10009562888
Saved in:
6
Consumption inequality and partial insurance
Blundell, Richard W.
;
Pistaferri, Luigi
;
Preston, Ian
- In:
The American economic review
98
(
2008
)
5
,
pp. 1887-1921
Persistent link: https://www.econbiz.de/10003809318
Saved in:
7
A GARCH option pricing model with filtered historical simulation
Barone-Adesi, Giovanni
;
Engle, Robert F.
;
Mancini, Loriano
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1223-1258
Persistent link: https://www.econbiz.de/10003742228
Saved in:
8
A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 3-27
Persistent link: https://www.econbiz.de/10003298558
Saved in:
9
A mixture mutliplicative error model for realized volatility
Lanne, Markku
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
4
,
pp. 594-616
Persistent link: https://www.econbiz.de/10003565744
Saved in:
10
Competition and innovation : an inverted-U relationship
Aghion, Philippe
;
Bloom, Nicholas
;
Blundell, Richard W.
; …
- In:
The quarterly journal of economics
120
(
2005
)
2
,
pp. 701-728
Persistent link: https://www.econbiz.de/10002975135
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