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isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam"
type_genre:"Working Paper"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~person:"Nelson, Charles R."
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
Discussion paper / Tinbergen Institute / Tinbergen Institute
Technical working paper / National Bureau of Economic Research
Working paper / National Bureau of Economic Research, Inc.
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The time-varying-parameter model as an alternative to ARCH for modeling changing conditional variance : the case of Lucas hypothesis
Nelson, Charles R.
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1988
Persistent link: https://www.econbiz.de/10013452064
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The distribution of the instrumental variables estimator and its t-ratio when the instrument is a poor one
Nelson, Charles R.
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1988
Persistent link: https://www.econbiz.de/10013452065
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Some further results on the exact small sample properties of the instrumental variable estimator
Nelson, Charles R.
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1988
Persistent link: https://www.econbiz.de/10013452068
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