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Real-time, adaptive learning via parameterized expectations
Berardi, Michele, (2015)
Euler equations in micro data : merging data from two samples
Lusardi, Annamaria, (1994)
Is the market price of risk infinite?
Cogley, Timothy, (2009)
PRESENT VALUE RELATIONS, GRANGER NONCAUSALITY, AND VAR STABILITY
Fanelli, Luca, (2007)
A new approach for estimating and testing the linear quadratic adjustment cost model under rational expextations and I(1) variables
Fanelli, Luca, (2002)
Estimating multi-equational LQAC models with I(1) variables : a VAR approach
Fanelli, Luca, (1997)