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isPartOf:"Review of international economics"
subject:"Estimation"
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Share price"
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Estimation
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Theorie
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Theory
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Time series analysis
304
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304
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Chang, Tsangyao
5
Gil-Alaña, Luis A.
5
Santucci de Magistris, Paolo
3
Andrews, Donald W. K.
2
Bahmani-Oskooee, Mohsen
2
Bhaskara Rao, Buddhavarapu
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Bia, Michela
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2
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2
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2
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Review of international economics
Applied economics letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Working paper / National Bureau of Economic Research, Inc.
726
NBER working paper series
636
NBER Working Paper
566
Discussion paper / Centre for Economic Policy Research
434
Applied economics
356
Discussion paper series / IZA
289
Economics letters
277
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261
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230
The journal of finance : the journal of the American Finance Association
208
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204
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202
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188
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184
Journal of economic dynamics & control
181
Journal of international money and finance
175
The review of financial studies
164
Discussion paper
158
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
156
International review of economics & finance : IREF
156
IZA Discussion Paper
155
Journal of empirical finance
154
Europäische Hochschulschriften / 5
152
Journal of applied econometrics
151
Discussion paper / Tinbergen Institute
149
Discussion papers / CEPR
135
Finance research letters
131
International review of financial analysis
123
Journal of macroeconomics
123
The American economic review
123
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121
The review of economics and statistics
118
Journal of monetary economics
116
SpringerLink / Bücher
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European economic review : EER
107
Gabler Edition Wissenschaft
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ECONIS (ZBW)
423
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81
On the identification of fractionally cointegrated VAR models with the F(d) condition
Carlini, Federico
;
Santucci de Magistris, Paolo
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 134-146
Persistent link: https://www.econbiz.de/10012176555
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82
A factor-adjusted multiple testing procedure with application to mutual fund selection
Lan, Wei
;
Du, Lilun
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 147-157
Persistent link: https://www.econbiz.de/10012176556
Saved in:
83
Behavioral heterogeneity in U.S. inflation dynamics
Cornea-Madeira, Adriana
;
Hommes, Cars H.
;
Massaro, Domenico
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 288-300
Persistent link: https://www.econbiz.de/10012176631
Saved in:
84
Rank tests at jump events
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Lin, Huidi
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 312-321
Persistent link: https://www.econbiz.de/10012177350
Saved in:
85
Modeling endogenous mobility in earnings determination
Abowd, John M.
;
McKinney, Kevin L.
;
Schmutte, Ian M.
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 405-418
Persistent link: https://www.econbiz.de/10012178184
Saved in:
86
Collective labor supply, taxes, and intrahousehold allocation : an empirical approach
Bloemen, Hans G.
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 471-483
Persistent link: https://www.econbiz.de/10012178189
Saved in:
87
Understanding the risk-return relation : the aggregate wealth proxy actually matters
Cederburg, Scott
;
O'Doherty, Michael
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 721-735
Persistent link: https://www.econbiz.de/10012179374
Saved in:
88
Random effects probit and logit : understanding predictions and marginal effects
Bland, James R.
;
Cook, Amanda C.
- In:
Applied economics letters
26
(
2019
)
2
,
pp. 116-123
Persistent link: https://www.econbiz.de/10012204145
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89
Finite-maturity stock loans under the constant elasticity of variance model
Yan, Li
;
Qin, Xiaoer
;
Li, Haoqi
- In:
Applied economics letters
26
(
2019
)
4
,
pp. 316-320
Persistent link: https://www.econbiz.de/10012204199
Saved in:
90
Stock market crash of 2008 : an empirical study of the deviation of share prices from company fundamentals
Kaizoji, Taisei
;
Miyano, Michiko
- In:
Applied economics letters
26
(
2019
)
5
,
pp. 362-369
Persistent link: https://www.econbiz.de/10012204215
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