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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Discussion papers in economics"
~subject:"Capital income"
~subject:"Schätztheorie"
~type_genre:"Working Paper"
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Time series analysis
United States
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Schätztheorie
Estimation
101
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49
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49
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39
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Smith, Peter N.
3
Wickens, Michael R.
3
Gylfi Zoega
2
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2
Malley, James R.
2
Orszag, Jonathan Michael
2
Parker, Jonathan A.
2
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2
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1
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1
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1
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1
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1
Coroneo, Laura
1
Formby, John P.
1
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1
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1
Hart, Robert A.
1
Iacone, Fabrizio
1
Jones, Andrew M.
1
Julliard, Christian
1
Karanasos, Menelaos
1
Karanassou, Marika
1
Karanikas, Evangelos
1
Kostakis, Alexandros
1
Lambert, Peter J.
1
Murillo-Zamorano, Luis R.
1
Muscatelli, V. Anton
1
Ono, Sadayuki
1
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1
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1
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1
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1
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1
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4
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3
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Discussion papers in economics
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1,536
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487
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417
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ECONIS (ZBW)
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1
Estimating latent group structure in time-varying coefficient panel data models
Chen, Jia
-
2018
-
Version: October 24, 2018
Persistent link: https://www.econbiz.de/10011941321
Saved in:
2
Comparing predictive accuracy in small samples
Coroneo, Laura
;
Iacone, Fabrizio
-
2015
Persistent link: https://www.econbiz.de/10011411613
Saved in:
3
When growth beats value : removing tail risk from global equity momentum strategies
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
-
2014
Persistent link: https://www.econbiz.de/10010376537
Saved in:
4
Testing CAPM with a large number of assets
Pesaran, M. Hashem
;
Yamagata, Takashi
-
2012
Persistent link: https://www.econbiz.de/10009535935
Saved in:
5
Measuring the fiscal stance
Polito, Vito
(
contributor
);
Wickens, Michael R.
(
contributor
)
-
2007
-
Rev.
Persistent link: https://www.econbiz.de/10003481721
Saved in:
6
Option pricing and spikes in volatility theoretical and empirical anaylsis
Zerilli, Paola
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003457458
Saved in:
7
Option pricing under stochastic volatility and trading volume
Ono, Sadayuki
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003428523
Saved in:
8
The asymmetric effect of the business cycle on the equity premium
Smith, Peter N.
(
contributor
);
Sorensen, Steffen
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003466750
Saved in:
9
Mind coskewness : a performance measure for prudent, long-term investors
Kostakis, Alexandros
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003446959
Saved in:
10
Stochastic volatility in a macro-finance model of the US term structure of interest rates 1961 - 2004
Spencer, Peter D.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003583510
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