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Applied economics letters
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15
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14
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1
Assessing point forecast accuracy by stochastic error distance
Diebold, Francis X.
;
Shin, Minchul
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 588-598
Persistent link: https://www.econbiz.de/10011795289
Saved in:
2
Testing weak cross-sectional dependence in large panels
Pesaran, M. Hashem
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 1089-1117
Persistent link: https://www.econbiz.de/10011483451
Saved in:
3
On deconvolution as a first stage nonparametric estimator
Hu, Yingyao
;
Ridder, Geert
- In:
Econometric reviews
29
(
2010
)
4
,
pp. 365-396
Persistent link: https://www.econbiz.de/10003978815
Saved in:
4
Evaluation of a tax reform : a model with measurement error
Euwals, Rob
- In:
Applied economics letters
15
(
2008
)
7/9
,
pp. 697-700
Persistent link: https://www.econbiz.de/10003741633
Saved in:
5
Logit models : smallest versus largest extreme value error distributions
Hu, Wuyang
- In:
Applied economics letters
12
(
2005
)
12
,
pp. 741-744
Persistent link: https://www.econbiz.de/10003158116
Saved in:
6
Forecasting economic time series with measurement error
Fukuda, Kosei
- In:
Applied economics letters
12
(
2005
)
15
,
pp. 923-927
Persistent link: https://www.econbiz.de/10003237722
Saved in:
7
Double length artificial regressions for testing spatial dependence
Baltagi, Badi H.
;
Li, Dong
- In:
Econometric reviews
20
(
2001
)
1
,
pp. 31-40
Persistent link: https://www.econbiz.de/10001582447
Saved in:
8
Unit root tests with infinite variance errors
Ahn, Sung K.
;
Fotopoulos, Stergios
;
He, Lijian
- In:
Econometric reviews
20
(
2001
)
4
,
pp. 461-483
Persistent link: https://www.econbiz.de/10001620908
Saved in:
9
Panel data with measurement errors : instrumental variables and GMM procedures combining levels and differences
Biørn, Erik
- In:
Econometric reviews
19
(
2000
)
4
,
pp. 391-424
Persistent link: https://www.econbiz.de/10001521430
Saved in:
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