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1
Dynamic panel data modelling using maximum likelihood : an alternative to Arellano-Bond
Moral-Benito, Enrique
;
Allison, Paul D.
;
Williams, Richard
- In:
Applied economics
51
(
2019
)
20
,
pp. 2221-2232
Persistent link: https://www.econbiz.de/10012196670
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The log of gravity revisited
Martínez-Zarzoso, Inmaculada
- In:
Applied economics
45
(
2013
)
1/3
,
pp. 311-327
Persistent link: https://www.econbiz.de/10009713035
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On dual approaches to demand systems estimation in the presence of binding quantity constraints
Arndt, Channing
;
Liu, Songquan
;
Preckel, Paul V.
- In:
Applied economics
31
(
1999
)
8
,
pp. 999-1008
Persistent link: https://www.econbiz.de/10001438485
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Maximum likelihood estimation of time-varying parameters : an application to the Athens Stock Exchange index
Abutaleb, Ahmed S.
;
Papaioannou, Michael G.
- In:
Applied economics
32
(
2000
)
10
,
pp. 1323-1328
Persistent link: https://www.econbiz.de/10001527086
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Pseudolikelihood estimation of the stochastic frontier model
Andor, Mark Andreas
;
Parmeter, Christopher F.
- In:
Applied economics
49
(
2017
)
55
,
pp. 5651-5661
Persistent link: https://www.econbiz.de/10011845285
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6
Detecting multiple breaks in a time series covariance structure : a non-parametric approach based on the evolutionary spectral density
Ahamada, Ibrahim
;
Jouini, Jamel
;
Boutahar, Mohamed
- In:
Applied economics
36
(
2004
)
10
,
pp. 1095-1101
Persistent link: https://www.econbiz.de/10002121559
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7
Semiparametric estimation of the fractional differencing parameter in the UK industrial production index
Gil-Alaña, Luis A.
- In:
Applied economics
36
(
2004
)
11
,
pp. 1205-1217
Persistent link: https://www.econbiz.de/10002127741
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8
Vine copula Granger causality in quantiles
Jang, Hyuna
;
Kim, Jong-Min
;
Noh, Hohsuk
- In:
Applied economics
56
(
2024
)
10
,
pp. 1109-1118
Persistent link: https://www.econbiz.de/10014446535
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9
Nonparametric methods for estimating and testing for constant betas in asset pricing models
Esteban, María Victoria
;
Ferreira, Eva
; …
- In:
Applied economics
47
(
2015
)
25/27
,
pp. 2577-2607
Persistent link: https://www.econbiz.de/10010519653
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10
A nonparametric kernel regression approach for pricing options on stock market index
Kung, James J.
- In:
Applied economics
48
(
2016
)
10/12
,
pp. 902-913
Persistent link: https://www.econbiz.de/10011432797
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