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1
Financial market efficiency tests
Bollerslev, Tim
;
Hodrick, Robert J.
-
1992
Persistent link: https://www.econbiz.de/10000136709
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2
Approximate solution methods for real business cycle models
Thomson, James D. C.
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1997
Persistent link: https://www.econbiz.de/10000956346
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3
Asymptotic distribution theory for econometric estimation with integrated processes : a guide
Dolado, Juan J.
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1991
Persistent link: https://www.econbiz.de/10000839214
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4
Modelling common linear dynamics : a critical review
Breusch, Trevor S.
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1994
Persistent link: https://www.econbiz.de/10000895692
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Neoclassical models in macroeconomics
Hansen, Gary D.
;
Ohanian, Lee E.
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2016
Persistent link: https://www.econbiz.de/10011459847
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6
Special isstue: new methods in the cross-section
Karolyi, G. Andrew
(
ed.
);
Nieuwerburgh, Stijn van
(
ed.
)
-
2020
Persistent link: https://www.econbiz.de/10012238686
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7
... and the cross-section of expected returns
Harvey, Campbell R.
;
Liu, Yan
;
Zhu, Heqing
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2014
Persistent link: https://www.econbiz.de/10010431329
Saved in:
8
Is het onderwijs meer dan een filter?
Cortens, Isabelle
;
Nonneman, Walter
-
1993
Persistent link: https://www.econbiz.de/10000867629
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9
Advances in Markov-switching models : applications in business cycle research and finance ; with 56 tables
Hamilton, James D.
(
ed.
)
-
2002
Persistent link: https://www.econbiz.de/10001681636
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10
Recent developments in non- and semiparametric regression with fractional time series errors
Beran, Jan
;
Feng, Yuanhua
-
2002
Persistent link: https://www.econbiz.de/10001686441
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