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Macro fundamentals as a source of stock market volatility in China : a GARCH-MIDAS approach
Girardin, Eric
;
Joyeux, Roselyne
- In:
Economic modelling
34
(
2013
),
pp. 59-68
Persistent link: https://www.econbiz.de/10010360615
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Panel nonparametric regression with fixed effects
Lee, Jungyoon
;
Robinson, Peter M.
- In:
Journal of econometrics
188
(
2015
)
2
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pp. 346-362
Persistent link: https://www.econbiz.de/10011503072
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Testing conditional independence via empirical likelihood
Su, Liangjun
;
White, Halbert
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 27-44
Persistent link: https://www.econbiz.de/10010497148
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Assessing the performance of nonexperimental estimators for evaluating head start
Griffen, Andrew S.
;
Todd, Petra
- In:
Journal of labor economics
35
(
2017
),
pp. 7-63
Persistent link: https://www.econbiz.de/10011759244
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