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~isPartOf:"Economic theory : official journal of the Society for the Advancement of Economic Theory"
~isPartOf:"IZA Discussion Paper"
~isPartOf:"Journal of econometrics"
~subject:"Stochastic process"
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Stochastic process
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Phillips, Peter C. B.
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Economic theory : official journal of the Society for the Advancement of Economic Theory
IZA Discussion Paper
Journal of econometrics
European journal of operational research : EJOR
460
Insurance / Mathematics & economics
153
Computers & operations research : and their applications to problems of world concern ; an international journal
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Economics letters
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Transportation research / E : an international journal
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Working paper / National Bureau of Economic Research, Inc.
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CREATES research paper
35
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
35
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1
Monte Carlo simulation of macroeconomic risk with a continuum of agents : the general case
Hammond, Peter J.
;
Sun, Yeneng
- In:
Economic theory : official journal of the Society for …
36
(
2008
)
2
,
pp. 303-325
Persistent link: https://www.econbiz.de/10003715941
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2
On the nonexistence of recursive equilibrium in stochastic OLG economies
Citanna, Alessandro
;
Siconolfi, Paolo
- In:
Economic theory : official journal of the Society for …
37
(
2008
)
3
,
pp. 417-437
Persistent link: https://www.econbiz.de/10003759590
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3
Testing for multivariate volatility functions using minimum volume sets and inverse regression
Polonik, Wolfgang
;
Yao, Qiwei
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 151-162
Persistent link: https://www.econbiz.de/10003783795
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4
Nonstationary discrete choice
Hu, Ling
;
Phillips, Peter C. B.
- In:
Journal of econometrics
120
(
2004
)
1
,
pp. 103-138
Persistent link: https://www.econbiz.de/10001998884
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5
A class of solvable stochastic dividend optimization problems : on the general impact of flexibility on valuation
Alvarez, Luis H. R.
;
Virtanen, Jukka
- In:
Economic theory : official journal of the Society for …
28
(
2006
)
2
,
pp. 373-398
Persistent link: https://www.econbiz.de/10003329929
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6
Generalized reduced rank tests using the singular value decomposition
Kleibergen, Frank
;
Paap, Richard
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 97-126
Persistent link: https://www.econbiz.de/10003354557
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7
Optimal exploitation of renewable resources under uncertainty and the extinction of species
Mitra, Tapan
;
Roy, Santanu
- In:
Economic theory : official journal of the Society for …
28
(
2006
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10003315288
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8
Multidimensional inequality with variable population size
Savaglio, Ernesto
- In:
Economic theory : official journal of the Society for …
28
(
2006
)
1
,
pp. 85-94
Persistent link: https://www.econbiz.de/10003315297
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9
The asymptotic shapley value for a simple market game
Liggett, Thomas M.
;
Lippman, Steven A.
;
Rumelt, Richard P.
- In:
Economic theory : official journal of the Society for …
40
(
2009
)
2
,
pp. 333-338
Persistent link: https://www.econbiz.de/10003852777
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10
Indirect inference and calibration of dynamic stochastic general equilibrium models
Dridi, Ramdan
;
Guay, Alain
;
Renault, Eric
- In:
Journal of econometrics
136
(
2007
)
2
,
pp. 397-430
Persistent link: https://www.econbiz.de/10003412637
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