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GMM estimation with noncausal instruments under rational expectations
Lof, Matthijs - 2011
Persistent link: https://www.econbiz.de/10009428065
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Rational speculators, contrarians, and excess volatility
Lof, Matthijs - In: Management science : journal of the Institute for … 61 (2015) 8, pp. 1889-1901
Persistent link: https://www.econbiz.de/10011338806
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Heterogeneity in stock prices : a STAR model with multivariate transition function
Lof, Matthijs - In: Journal of economic dynamics & control 36 (2012) 12, pp. 1845-1854
Persistent link: https://www.econbiz.de/10009701922
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Noncausality and asset pricing
Lof, Matthijs - 2011
Persistent link: https://www.econbiz.de/10008936853
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Noncausality and asset pricing
Lof, Matthijs - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 2, pp. 211-220
Persistent link: https://www.econbiz.de/10009739593
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Noncausality and asset pricing
Lof, Matthijs - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 2, pp. 211-220
Persistent link: https://www.econbiz.de/10010118263
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Non-Linearity and Cross-Country Dependence of Income Inequality
Kalliovirta, Leena; Malinen, Tuomas - In: Review of Income and Wealth (2019)
Persistent link: https://www.econbiz.de/10012096938
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The relationship between regional value-added and public capital in Finland : what do the new panel econometric techniques tell us?
Hämäläinen, Pellervo; Malinen, Tuomas - In: Empirical economics : a journal of the Institute for … 40 (2011) 1, pp. 237-252
Persistent link: https://www.econbiz.de/10008859087
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The relationship between regional value added and public capital in Finland : what do we the new panel econometric techniques tell us?
Hämäläinen, Pellervo; Malinen, Tuomas - 2009
Persistent link: https://www.econbiz.de/10003814011
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From structural breaks to regime switching : the nonlinearity in the process of income inequality
Malinen, Tuomas; Kalliovirta, Leena - 2012
Persistent link: https://www.econbiz.de/10009660546