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Liu, Ming
26
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8
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2
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2
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2
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Journal of econometrics
5
Econometric theory
2
European journal of operational research : EJOR
2
Journal of banking & finance
2
Journal of international accounting auditing & taxation
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1
Brussels economic review
1
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1
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1
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1
International journal of production economics
1
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Journal of international money and finance
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Journal of macroeconomics
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Journal of orthopaedic research : official publ. of the Orthopaedic Research Society and the Bioelectric Repair and Growth Society
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Operations research letters
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Pacific-Basin finance journal
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The financial review : the official publication of the Eastern Finance Association
1
The journal of financial research : a publ. of the School of Business Administration, Georgetown University
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OLC EcoSci
ECONIS (ZBW)
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RePEc
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EconStor
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1
An approximate wavelet MLE of short- and long-memory parameters
Jensen, Mark J.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
3
(
1998
)
4
,
pp. 239-253
Persistent link: https://www.econbiz.de/10009949730
Saved in:
2
A single-blind controlled competition among tests for nonlinearity and chaos
Barnett, William A.
;
Gallant, A.Ronald
;
Hinich, Melvin J.
; …
- In:
Journal of econometrics
82
(
1998
)
1
,
pp. 157-192
Persistent link: https://www.econbiz.de/10006790203
Saved in:
3
Bayesian semiparametric multivariate GARCH modeling
Jensen, Mark J.
;
Maheu, John M.
- In:
Journal of econometrics
176
(
2013
)
1
,
pp. 3-17
Persistent link: https://www.econbiz.de/10010131790
Saved in:
4
ARTICLES - Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings
Cribari-Neto, Francisco
;
Jensen, Mark J.
;
Novo, Álvaro A.
- In:
Econometric theory
15
(
1999
)
5
,
pp. 719-752
Persistent link: https://www.econbiz.de/10006986838
Saved in:
5
Long-run neutrality in a fractionally integrated model
Bae, Sang-Kun
;
Jensen, Mark J.
;
Murdock, Scott G.
- In:
Journal of macroeconomics
27
(
2005
)
2
,
pp. 257-274
Persistent link: https://www.econbiz.de/10007641626
Saved in:
6
A Homotopy Approach to Solving Nonlinear Rational Expectation Problems
Jensen, Mark J.
- In:
Computational economics
10
(
1997
)
1
,
pp. 47-66
Persistent link: https://www.econbiz.de/10007071612
Saved in:
7
Long memory inflationary dynamics : the case of Brazil
Reisen, Valderio A.
;
Cribari-Neto, Francisco
;
Jensen, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
7
(
2003
)
3
Persistent link: https://www.econbiz.de/10009949793
Saved in:
8
Bayesian semiparametric stochastic volatility modeling
Jensen, Mark J.
;
Maheu, John M.
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 306-317
Persistent link: https://www.econbiz.de/10008433400
Saved in:
9
Volume, volatility, and leverage: A dynamic analysis
Tauchen, George
;
Zhang, Harold
;
Liu, Ming
- In:
Journal of econometrics
74
(
1996
)
1
,
pp. 177
Persistent link: https://www.econbiz.de/10006796319
Saved in:
10
Overparameterization in the seminonparametric density estimation
Liu, Ming
;
Zhang, Harold H.
- In:
Economics letters
60
(
1998
)
1
,
pp. 11-18
Persistent link: https://www.econbiz.de/10006788544
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