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Systemic loops and liquidity regulation
Aldasoro, Iñaki
;
Faia, Ester
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2015
Persistent link: https://www.econbiz.de/10011408102
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2
Methods for measuring expectations and uncertainty in Markov-switching models
Bianchi, Francesco
-
2013
Persistent link: https://www.econbiz.de/10010206763
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3
Generalized method of moments with latent variables
Gallant, A. Ronald
;
Giacomini, Raffaella
;
Ragusa, Giuseppe
-
2013
Persistent link: https://www.econbiz.de/10010206776
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4
Improving the performance of random coefficients demand models : the role of optimal instruments
Reynaert, Mathias
;
Verboven, Frank
-
2012
Persistent link: https://www.econbiz.de/10009577518
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5
Pricing liquidity risk with heterogeneous investment horizons
Beber, Alessandro
;
Driessen, Joost
;
Tuijp, Patrick
-
2011
Persistent link: https://www.econbiz.de/10009427805
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6
Factor-GMM estimation with large sets of possibly weak instruments
Kapetanios, George
;
Marcellino, Massimiliano
-
2010
Persistent link: https://www.econbiz.de/10003957676
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7
A unifying approach to the empirical evaluation of asset pricing models
Peñaranda, Francisco
;
Sentana, Enrique
-
2010
Persistent link: https://www.econbiz.de/10008656170
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8
Incidence and growth of patent thickets : the impact of technological opportunities and complexity
Graevenitz, Georg von
;
Wagner, Stefan
;
Harhoff, Dietmar
-
2008
Persistent link: https://www.econbiz.de/10003741038
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9
Gun prevalence, homicide rates and causality : a GMM approach to endogeneity bias
Kovandzic, Tomislav
;
Schaffer, Mark E.
;
Kleck, Gary
-
2005
Persistent link: https://www.econbiz.de/10003285018
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10
Spanning tests in return and stochastic discount factor mean-variance frontiers : a unifying approach
Peñaranda, Francisco
;
Sentana, Enrique
-
2004
Persistent link: https://www.econbiz.de/10002123665
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11
GMM estimation of empirical growth models
Bond, Stephen
-
2001
Persistent link: https://www.econbiz.de/10013423645
Saved in:
12
An investment-growth asset pricing model
Li, Qing
-
2001
Persistent link: https://www.econbiz.de/10013423687
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