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1
Non-cointegration and econometric evaluation of models of regional shift and share
Brown, Scott James
;
Coulson, N. Edward
;
Engle, Robert F.
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1990
Persistent link: https://www.econbiz.de/10000786474
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2
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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3
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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4
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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5
Expectations hypotheses tests
Bekaert, Geert
;
Hodrick, Robert J.
-
2000
Persistent link: https://www.econbiz.de/10001462130
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6
Rationalizing rational expectations? : tests and deviations
D'Haultfœuille, Xavier
;
Gaillac, Christophe
;
Maurel, Arnaud
-
2018
Persistent link: https://www.econbiz.de/10011979097
Saved in:
7
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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8
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
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9
Diffusion indexes
Stock, James H.
;
Watson, Mark W.
-
1998
Persistent link: https://www.econbiz.de/10000674170
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10
Long-run bulls and bears
Albuquerque, Rui
;
Eichenbaum, Martin S.
;
Papanikolaou, …
-
2015
Persistent link: https://www.econbiz.de/10010485608
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