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Phillips, Peter C. B.
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Yu, Jun
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(EC)2 Conference <1, 1990; 2, 1991>
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Journal of econometrics
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ECONIS (ZBW)
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1
Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone
Pesaran, M. Hashem
- In:
Journal of econometrics
53
(
1992
)
1
,
pp. 141-163
Persistent link: https://www.econbiz.de/10001129324
Saved in:
2
Nonparametric estimation of structural models for high-frequency currency market data
Bansal, Ravi
(
contributor
)
- In:
Journal of econometrics
66
(
1995
)
1
,
pp. 251-287
Persistent link: https://www.econbiz.de/10001174116
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3
Can the random walk model be beaten in out-of-sample density forecasts? : Evidence form intraday foreign exchange rates
Hong, Yongmiao
;
Li, Haitao
;
Zhao, Feng
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 736-776
Persistent link: https://www.econbiz.de/10003571349
Saved in:
4
Fiscal policy and asset markets : a semiparametric analysis
Jansen, Dennis W.
;
Li, Qi
;
Wang, Zijun
;
Yang, Jian
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 141-150
Persistent link: https://www.econbiz.de/10003783794
Saved in:
5
Econometric issues in analyzing inequality
Slottje, Daniel Jonathan
(
contributor
)
- In:
Journal of econometrics
(
1990
)
1
Persistent link: https://www.econbiz.de/10001273364
Saved in:
6
GMM estimation with cross sectional dependence
Conley, Timothy G.
- In:
Journal of econometrics
92
(
1999
)
1
,
pp. 1-45
Persistent link: https://www.econbiz.de/10001400085
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7
Consistent model specification tests for time series econometric models
Li, Qi
- In:
Journal of econometrics
92
(
1999
)
1
,
pp. 101-147
Persistent link: https://www.econbiz.de/10001400093
Saved in:
8
The relative efficiency of method of moments estimators
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
92
(
1999
)
1
,
pp. 149-172
Persistent link: https://www.econbiz.de/10001400094
Saved in:
9
Properties of moments of a family of GARCH processes
He, Changli
;
Teräsvirta, Timo
- In:
Journal of econometrics
92
(
1999
)
1
,
pp. 173-192
Persistent link: https://www.econbiz.de/10001400095
Saved in:
10
Stratified partial likelihood estimation
Ridder, Geert
;
Tunali, İnsan
- In:
Journal of econometrics
92
(
1999
)
2
,
pp. 193-232
Persistent link: https://www.econbiz.de/10001400159
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