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~isPartOf:"Chambersʹs Commercial Handbooks"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of monetary economics"
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Patton, Andrew J.
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Chambersʹs Commercial Handbooks
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of monetary economics
Discussion paper / Centre for Economic Policy Research
22
Journal of econometrics
15
Discussion paper / Centre for Economic Performance, London School of Economics and Political Science
9
ERID working paper
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Ross School of Business Paper
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The economic journal : the journal of the Royal Economic Society
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IMF country report
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
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International journal of managing projects in business
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European journal of industrial relations
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The journal of industrial relations : the journal of the Industrial Relations Society of Australia
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Australian bulletin of labour
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1
Bootstrapping two-stage quasi-maximum likelihood estimators of time series models
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Patton, Andrew J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 683-694
Persistent link: https://www.econbiz.de/10014448421
Saved in:
2
Testing for unobserved heterogeneity via k-means clustering
Patton, Andrew J.
;
Weller, Brian M.
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 737-751
Persistent link: https://www.econbiz.de/10014448431
Saved in:
3
Comparing predictive accuracy in the presence of a loss function shape parameter
Barendse, Sander
;
Patton, Andrew J.
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1057-1069
Persistent link: https://www.econbiz.de/10013539430
Saved in:
4
Comparing possibly misspecified forecasts
Patton, Andrew J.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
4
,
pp. 796-809
Persistent link: https://www.econbiz.de/10012313371
Saved in:
5
Time-varying systemic risk : evidence from a dynamic copula model of CDS spreads
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 181-195
Persistent link: https://www.econbiz.de/10011894575
Saved in:
6
Modeling dependence in high dimensions with factor copulas
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 139-154
Persistent link: https://www.econbiz.de/10011704143
Saved in:
7
Learning and price volatility in duopoly models of resource depletion
Ellison, Martin
;
Scott, Andrew
- In:
Journal of monetary economics
60
(
2013
)
7
,
pp. 806-820
Persistent link: https://www.econbiz.de/10010253065
Saved in:
8
Forecast rationality tests based on multi-horizon bounds
Patton, Andrew J.
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009558975
Saved in:
9
Steady-state equilibrium with state-dependent pricing
John, Alun Andrew
;
Wolman, Alexander L.
- In:
Journal of monetary economics
55
(
2008
)
2
,
pp. 383-405
Persistent link: https://www.econbiz.de/10003710603
Saved in:
10
Predictability of output growth and inflation : a multi-horizon survey approach
Patton, Andrew J.
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
3
,
pp. 397-410
Persistent link: https://www.econbiz.de/10009232539
Saved in:
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