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Showing results 1 to 20 of 21
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Issue Date
Title
Author(s)
16-Oct-2013
A note on the coefficient of determination in regression models with infinite-variance variables
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16-Oct-2013
Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns
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16-Oct-2013
Berufliche Weiterbildung und Arbeitsplatzrisiko: Ein Matching-Ansatz
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16-Oct-2013
Does Benford's law hold in economic research and forecasting?
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16-Oct-2013
Estimation and inference in large heterogeneous panels with a multifactor error structure
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16-Oct-2013
General Diagnostic Tests for Cross Section Dependence in Panels
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16-Oct-2013
General diagnostic tests for cross section dependence in panels
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16-Oct-2013
How informative are macroeconomic risk forecasts? An examination of the Bank of England's inflation forecasts
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16-Oct-2013
Marginal effects and significance testing with Heckman's sample selection model: a methodological note
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16-Oct-2013
Markov or not Markov - this should be a question
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16-Oct-2013
Multicointegration in US consumption data
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16-Oct-2013
Random Coefficient Panel Data Models
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16-Oct-2013
Random coefficient panel data models
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16-Oct-2013
Small sample properties of maximum likelihood versus generalized method of moments based tests for spatially autocorrelated errors
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16-Oct-2013
Testing for business cycle asymmetries based on autoregressions with a Markov-switching intercept
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16-Oct-2013
Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach
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16-Oct-2013
Testing slope homogeneity in large panels
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16-Oct-2013
The stock return-inflation puzzle and the asymmetric causality in stock returns, inflation and real activity
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16-Oct-2013
Trend und Zyklus im Bruttoinlandsprodukt der Bundesrepublik Deutschland - eine Anmerkung
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16-Oct-2013
Unit roots and cointegration in panels
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