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~isPartOf:"Applied financial economics letters"
~isPartOf:"The review of economics and statistics"
~person:"Caporale, Guglielmo Maria"
~person:"Lewbel, Arthur"
~person:"Li, Qi"
~person:"Teräsvirta, Timo"
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1954-1998
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Caporale, Guglielmo Maria
Lewbel, Arthur
Li, Qi
Teräsvirta, Timo
Imbens, Guido
5
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4
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3
Kilian, Lutz
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Applied financial economics letters
The review of economics and statistics
Journal of econometrics
34
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CREATES research paper
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ECONIS (ZBW)
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1
Nonparametric estimation of regression functions in the presence of irrelevant regressors
Hall, Peter
;
Li, Qi
;
Racine, Jeffrey
- In:
The review of economics and statistics
89
(
2007
)
4
,
pp. 784-789
Persistent link: https://www.econbiz.de/10003567202
Saved in:
2
Measuring half-lives : using a non-parametric bootstrap approach
Caporale, Guglielmo Maria
;
Cerrato, Mario
;
Spagnolo, Nicola
- In:
Applied financial economics letters
1
(
2005
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10002549945
Saved in:
3
Modelling stochastic volatility in asset returns using fractionally integrated semiparametric techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics letters
2
(
2006
)
1
,
pp. 9-12
Persistent link: https://www.econbiz.de/10003301505
Saved in:
4
Identifying the effect of changing the policy threshold in regression discontinuity models
Dong, Yingying
;
Lewbel, Arthur
- In:
The review of economics and statistics
97
(
2015
)
5
,
pp. 1081-1092
Persistent link: https://www.econbiz.de/10011409086
Saved in:
5
Demand systems with nonstationary prices
Lewbel, Arthur
;
Ng, Serena
- In:
The review of economics and statistics
87
(
2005
)
3
,
pp. 479-494
Persistent link: https://www.econbiz.de/10003086445
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