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Non-cointegration and econometric evaluation of models of regional shift and share
Brown, Scott James; Coulson, N. Edward; Engle, Robert F. - 1990
Persistent link: https://www.econbiz.de/10000786474
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Testing the correlated random coefficient model
Heckman, James J.; Schmierer, Daniel; Urzua, Sergio - 2009
Persistent link: https://www.econbiz.de/10003904209
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Estimating the technology of cognitive and noncognitive skill formation
Cunha, Flávio; Heckman, James J.; Schennach, Susanne M. - 2010 - Rev.
Persistent link: https://www.econbiz.de/10003981484
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Tests for price endogeneity in differentiated product models
Kim, Kyoo Il; Petrin, Amil - 2013
Persistent link: https://www.econbiz.de/10009745322
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Expectations hypotheses tests
Bekaert, Geert; Hodrick, Robert J. - 2000
Persistent link: https://www.econbiz.de/10001462130
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Rationalizing rational expectations? : tests and deviations
D'Haultfœuille, Xavier; Gaillac, Christophe; Maurel, Arnaud - 2018
Persistent link: https://www.econbiz.de/10011979097
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Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben; Bollerslev, Tim - 1997
Persistent link: https://www.econbiz.de/10000627888
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The econometrics of ultra-high frequency data
Engle, Robert F. - 1996
Persistent link: https://www.econbiz.de/10000613076
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Diffusion indexes
Stock, James H.; Watson, Mark W. - 1998
Persistent link: https://www.econbiz.de/10000674170
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Long-run bulls and bears
Albuquerque, Rui; Eichenbaum, Martin S.; Papanikolaou, … - 2015
Persistent link: https://www.econbiz.de/10010485608