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Hall, Stephen G.
136
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19
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17
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11
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10
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ECONIS (ZBW)
147
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1
The forward rate premium puzzle : a resolution
Hall, Stephen G.
;
Swamy, Paravastu A. V. B.
;
Tavlas, …
-
2011
Persistent link: https://www.econbiz.de/10009261085
Saved in:
2
The forward rate premium puzzle : a case of misspecification?
Hall, Stephen G.
;
Kenjegaliev, Amangeldi
;
Swamy, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
3
,
pp. 265-279
Persistent link: https://www.econbiz.de/10009739547
Saved in:
3
The effect of varying length VAR models on the maximum likelihood estimates of cointegrating vectors
Hall, Stephen G.
- In:
Scottish journal of political economy : the journal of …
38
(
1991
)
4
,
pp. 317-323
Persistent link: https://www.econbiz.de/10001114980
Saved in:
4
Rationality and Siegel's paradox, the importance of coherency in expectations
Hall, Stephen G.
- In:
Applied economics
20
(
1988
)
11
,
pp. 1533-1540
Persistent link: https://www.econbiz.de/10001057306
Saved in:
5
Maximum likelihood estimation of cointegration vectors : an example of the Johansen procedure
Hall, Stephen G.
- In:
Oxford bulletin of economics and statistics
51
(
1989
)
2
,
pp. 213-218
Persistent link: https://www.econbiz.de/10001066635
Saved in:
6
An application of the stochastic garch in mean model to risk premia in the London metal exchange
Hall, Stephen G.
-
1990
Persistent link: https://www.econbiz.de/10000130882
Saved in:
7
Macroeconomic and a bit more reality
Hall, Stephen G.
- In:
The economic journal : the journal of the Royal …
105
(
1995
)
431
,
pp. 974-988
Persistent link: https://www.econbiz.de/10001333325
Saved in:
8
Modelling structural change using the Kalman filter
Hall, Stephen G.
-
1992
Persistent link: https://www.econbiz.de/10000137101
Saved in:
9
Modelling economic policy responses
Hall, Stephen G.
-
1997
Persistent link: https://www.econbiz.de/10000956137
Saved in:
10
Modelling structural change using the Kalman filter
Hall, Stephen G.
- In:
Economics of planning : an international journal …
26
(
1993
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10001139830
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