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~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Discussion paper series / UCL Economics"
~isPartOf:"HWWA discussion paper"
~isPartOf:"NBER working paper series"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~isPartOf:"Working paper series / European Central Bank"
~language:"eng"
~person:"Blasques, Francisco"
~person:"Florax, Raymond J. G. M."
~person:"Franses, Philip Hans"
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Koopman, Siem Jan"
~person:"McAleer, Michael"
~person:"Ooms, Marius"
~person:"Scharth, Marcel"
~subject:"EU countries"
~subject:"Forecasting model"
~subject:"Kreditrisiko"
~subject:"Markov-Kette"
~subject:"Meta-Analyse"
~subject:"Schätzung"
~subject:"Theory"
~subject:"USA"
~subject:"Volatility"
~subject:"Volatilität"
~type:"book"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
~type_genre:"Working Paper"
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187
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Blasques, Francisco
Florax, Raymond J. G. M.
Franses, Philip Hans
Gil-Alaña, Luis A.
Heckman, James J.
Koopman, Siem Jan
McAleer, Michael
Ooms, Marius
Scharth, Marcel
Nijkamp, Peter
119
Verhoef, Erik T.
116
Lucas, André
77
Brink, René van den
70
Dijk, Herman K. van
63
Bergh, Jeroen C. J. M. van den
62
Rietveld, Piet
62
Laan, Gerard van der
52
Dur, Robert A. J.
51
Janssen, Maarten C. W.
40
Vries, Casper G. de
40
Hommes, Cars H.
37
Swank, Otto H.
34
Teulings, Coen N.
34
Winden, Frans A. A. M. van
32
Groot, Henri L. F. de
31
Hinloopen, Jeroen
31
Schabert, Andreas
30
Praag, Bernard M. S. van
27
Houba, Harold
26
Bos, Charles S.
25
Rouwendal, Jan
25
Haan, Laurens de
24
Hoogerheide, Lennart
24
Perotti, Enrico C.
24
Sonnemans, Joep
24
Berg, Vincent A. C. van den
23
Francois, Joseph F.
23
Ommeren, Jos van
23
Dekker, Rommert
22
Dijk, Dick van
22
Gautier, Pieter
21
Viaene, Jean-Marie
21
Boot, Arnoud W. A.
20
Imbens, Guido
20
Kleibergen, Frank
20
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84
Working paper / National Bureau of Economic Research, Inc.
44
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39
Report / Econometric Institute, Erasmus University Rotterdam
36
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36
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26
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24
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4
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3
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3
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3
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3
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3
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2
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Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
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ECONIS (ZBW)
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31
Making the most out of social experiments : reducing the intrinsic uncertainty in evidence from randomized trials with an application to the national JTPA experiment
Clements, Nancy
;
Heckman, James J.
;
Smith, Jeffrey A.
-
1994
Persistent link: https://www.econbiz.de/10000884776
Saved in:
32
Testing for treshold cointegration
Dijk, Dick van
;
Franses, Philip Hans
-
1996
Persistent link: https://www.econbiz.de/10000934396
Saved in:
33
Accounting for dropouts in evaluations of social experiments
Heckman, James J.
;
Smith, Jeffrey A.
;
Taber, Christopher
-
1994
Persistent link: https://www.econbiz.de/10000934892
Saved in:
34
Randomization as an instrumental variable
Heckman, James J.
-
1995
Persistent link: https://www.econbiz.de/10000934994
Saved in:
35
On forecasting exchange rates using neural networks
Franses, Philip Hans
;
Homelen, Paul van
-
1996
Persistent link: https://www.econbiz.de/10000945702
Saved in:
36
Testing the adequacy of log versus level data transformations using macroeconomic time series
Franses, Philip Hans
;
Swanson, Norman R.
-
1996
Persistent link: https://www.econbiz.de/10000945706
Saved in:
37
Outlier robust analysis of market share and distribution relations for weekly scanning data
Franses, Philip Hans
;
Kloek, Teunis
;
Lucas, André
-
1996
Persistent link: https://www.econbiz.de/10000945730
Saved in:
38
Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter
;
Franses, Philip Hans
-
1997
Persistent link: https://www.econbiz.de/10000952484
Saved in:
39
Long memory and level shifts : re-analyzing inflation rates
Bos, Charles S.
;
Franses, Philip Hans
;
Ooms, Marius
-
1998
Persistent link: https://www.econbiz.de/10000984706
Saved in:
40
Econometric mixture models and more general models for unobservables in duration analysis
Heckman, James J.
;
Taber, Christopher
-
1994
Persistent link: https://www.econbiz.de/10000913801
Saved in:
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