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1
Testing the structure of conditional correlations in multivariate GARCH models : a generalized cross-spectrum approach
McCloud, Nadine
;
Hong, Yongmiao
- In:
International economic review
52
(
2011
)
4
,
pp. 991-1037
Persistent link: https://www.econbiz.de/10009385429
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2
The exact moments of ordinary least squares estimators for Koyck distributed lag models
Hoque, Asraul
- In:
International economic review
27
(
1986
)
1
,
pp. 245-260
Persistent link: https://www.econbiz.de/10001008485
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3
Valid confidence intervals and inference in the presence of weak instruments
Zivot, Eric
- In:
International economic review
39
(
1998
)
4
,
pp. 1119-1144
Persistent link: https://www.econbiz.de/10001338783
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4
Bayesian methods for dynamic multivariate models
Sims, Christopher A.
- In:
International economic review
39
(
1998
)
4
,
pp. 949-968
Persistent link: https://www.econbiz.de/10001338805
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5
Do measures of monetary policy in a VAR make sense?
Rudebusch, Glenn D.
- In:
International economic review
39
(
1998
)
4
,
pp. 907-931
Persistent link: https://www.econbiz.de/10001338808
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6
Regression-based tests of predictive ability
West, Kenneth D.
- In:
International economic review
39
(
1998
)
4
,
pp. 817-840
Persistent link: https://www.econbiz.de/10001338812
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7
Some alternatives to the box-cox regression model
Wooldridge, Jeffrey M.
- In:
International economic review
33
(
1992
)
4
,
pp. 935-955
Persistent link: https://www.econbiz.de/10001133624
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8
Piecewise pseudo-maximum likelihood estimation in empirical models of auctions
Donald, Stephen G.
- In:
International economic review
34
(
1993
)
1
,
pp. 121-148
Persistent link: https://www.econbiz.de/10001140245
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9
A simple estimator for simultaneous models with censored endogenous regressors
Vella, Francis
- In:
International economic review
34
(
1993
)
2
,
pp. 441-457
Persistent link: https://www.econbiz.de/10001144172
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10
Estimating intertemporal quadratic adjustment cost models with integrated series
Dolado, Juan J.
- In:
International economic review
32
(
1991
)
4
,
pp. 919-936
Persistent link: https://www.econbiz.de/10001114733
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