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-area currencies. First, using dynamic panel techniques, we estimate an error correction model for the dollar real exchange rate versus …
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of factor jumps. Such jump dependence is implied by standard linear factor models. Our inference is based on a panel of … restriction on the relative magnitude of these two dimensions of the panel. The test is formed from the high‐frequency returns at …
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bivariate time series process of panel data with mixed continuous and discrete dependent variables. The approach is used to …
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The UK's Equal Opportunities Commission has recently drawn attention to the 'hidden brain drain' when women working part-time are employed in occupations below those for which they are qualified. These inferences were based on self-reporting. We give an objective and quantitative analysis of the...
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application to the estimation of panel data models with an infinite number of weak factors and a finite number of strong factors …
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