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subject:"United States"
~isPartOf:"Journal of econometrics"
~person:"Abrevaya, Jason"
~person:"Engle, Robert F."
~person:"Franses, Philip Hans"
~subject:"Asymmetric information"
~subject:"Economic growth"
~subject:"Estimation theory"
~subject:"Financial market"
~subject:"Korrelation"
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United States
Asymmetric information
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Theorie
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7
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Abrevaya, Jason
Engle, Robert F.
Franses, Philip Hans
Gouriéroux, Christian
9
Diebold, Francis X.
7
Phillips, Peter C. B.
7
Chib, Siddhartha
6
Lee, Lung-fei
6
Li, Qi
6
Kohn, Robert
5
Koop, Gary
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Steel, Mark F. J.
5
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4
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4
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4
Granger, C. W. J.
4
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4
Lucas, André
4
Pesaran, M. Hashem
4
Schmidt, Peter
4
Ali, Mukhtar M.
3
Andrews, Donald W. K.
3
Atkinson, Scott Estes
3
Donald, Stephen G.
3
Galbraith, John W.
3
Godfrey, L. G.
3
Golan, Amos
3
Gonzalo, Jesús
3
Greenberg, Edward S.
3
Haldrup, Niels
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Horowitz, Joel
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Hsiao, Cheng
3
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3
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3
Linton, Oliver
3
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3
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3
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Journal of econometrics
Report / Econometric Institute, Erasmus University Rotterdam
15
Working paper / National Bureau of Economic Research, Inc.
9
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
8
Discussion paper / Department of Economics, University of California San Diego
7
Discussion paper / Tinbergen Institute
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Journal of applied econometrics
5
Working paper series / University of Zurich, Department of Economics
5
Advanced texts in econometrics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Report / Erasmus Center for Financial Research, Erasmus University
3
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
3
The econometrics journal
3
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2
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Oxford bulletin of economics and statistics
2
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
2
The review of economics and statistics
2
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2
Advances in futures and options research : a research annual
1
Annales d'économie et de statistique
1
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1
Chung-hua series of lectures by invited eminent economists
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1
ERIM report series research in management
1
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1
Econometric analysis of financial and economic time series ; part a
1
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Experimental economics : a journal of the Economic Science Association
1
Handbook of econometrics ; Vol. 4
1
Jingji-lunwen
1
Journal of banking & finance
1
Journal of economic psychology : research in economic psychology and behavioral economics
1
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ECONIS (ZBW)
11
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1
Modeling the diffusion of scientific publications
Fok, Dennis
;
Franses, Philip Hans
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 376-390
Persistent link: https://www.econbiz.de/10003485373
Saved in:
2
A long-run pure variance common features model for the common volatilities of the Dow Jones
Engle, Robert F.
;
Marcucci, Juri
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 7-42
Persistent link: https://www.econbiz.de/10003320235
Saved in:
3
A nonlinear long memory model, with an application to US unemployment
Dijk, Dick van
;
Franses, Philip Hans
;
Paap, Richard
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 135-165
Persistent link: https://www.econbiz.de/10001703505
Saved in:
4
Financial econometrics: a new discipline with new methods
Engle, Robert F.
- In:
Journal of econometrics
100
(
2001
)
1
,
pp. 53-56
Persistent link: https://www.econbiz.de/10001546140
Saved in:
5
Rank estimation of a generalized fixed-effects regression model
Abrevaya, Jason
- In:
Journal of econometrics
95
(
2000
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10001432512
Saved in:
6
Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable
Abrevaya, Jason
- In:
Journal of econometrics
93
(
1999
)
2
,
pp. 203-228
Persistent link: https://www.econbiz.de/10001406652
Saved in:
7
Misclassification of the dependent variable in a discrete-response setting
Hausman, Jerry A.
- In:
Journal of econometrics
87
(
1998
)
2
,
pp. 239-269
Persistent link: https://www.econbiz.de/10001246646
Saved in:
8
Bayesian analysis of seasonal unit roots and seasonal mean shifts
Franses, Philip Hans
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 359-380
Persistent link: https://www.econbiz.de/10001219967
Saved in:
9
Multiple unit roots in periodic autoregression
Boswijk, Herman Peter
- In:
Journal of econometrics
80
(
1997
)
1
,
pp. 167-193
Persistent link: https://www.econbiz.de/10001223460
Saved in:
10
Recognizing changing seasonal patterns using artificial neural networks
Franses, Philip Hans
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 273-280
Persistent link: https://www.econbiz.de/10001336794
Saved in:
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