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LM tests for joint breaks in the dynamics and level of a long-memory time series
Dolado, Juan J.
;
Rachinger, Heiko
;
Velasco, Carlos
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2020
Persistent link: https://www.econbiz.de/10012321115
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2
New testing approaches for mean-variance predictability
Fiorentini, Gabriele
;
Sentana, Enrique
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2019
Persistent link: https://www.econbiz.de/10012025064
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3
Do any economists have superior forecasting skills?
Qu, Ritong
;
Timmermann, Allan
;
Zhu, Yinchu
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2019
Persistent link: https://www.econbiz.de/10012206486
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4
Test design under falsification
Skreta, Basilikē
;
Perez-Richet, Eduardo
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2021
Persistent link: https://www.econbiz.de/10012395695
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5
Hypothesis tests with a repeatedly singular information matrix
Amengual, Dante
;
Bei, Xinyue
;
Sentana, Enrique
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2020
Persistent link: https://www.econbiz.de/10012210436
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6
Negative control falsification tests for instrumental variable designs
Danieli, Oren
;
Nevo, Daniel
;
Walk, Itai
;
Weinstein, Bar
; …
-
2024
Persistent link: https://www.econbiz.de/10014537254
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7
Estimating general equilibrium spillovers of large-scale shocks
Huber, Kilian
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2021
Persistent link: https://www.econbiz.de/10012493160
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8
The granular nature of large institutional investors
Franzoni, Francesco
;
Ben-David, Itzhak
;
Moussawi, Rabih
; …
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2019
Persistent link: https://www.econbiz.de/10012040010
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9
The fall in UK potential output due to the financial crisis : a much bigger estimate
Crafts, Nicholas
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2019
Persistent link: https://www.econbiz.de/10012040012
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10
Search frictions in international good markets
Lenoir, Clemence
;
Martin, Julien
;
Méjean, Isabelle
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2019
Persistent link: https://www.econbiz.de/10012040115
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