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Chapter 62 A Practitioner's Approach to Estimating Intertemporal Relationships Using Longitudinal Data: Lessons from Applications in Wage Dynamics
MaCurdy, Thomas, (2007)
Entropic latent variable integration via simulation
Schennach, Susanne M., (2013)
An application of the method of moments to range-based volatility estimation using daily high, low, opening, and closing (HLOC) prices
Buescu, Cristin, (2013)
When Do Sudden Stops Really Hurt?
Caner, Mehmet, (2009)
Weak convergence to a matrix stochastic integral with stable processes
Caner, Mehmet, (1997)
Tests for cointegration with infinite variance errors
Caner, Mehmet, (1998)