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1
Fatal attraction? : extended unemployment benefits, labor force exits, and mortality
Kuhn, Andreas
;
Staubli, Stefan
;
Wuellrich, Jean-Philippe
; …
-
2018
Persistent link: https://www.econbiz.de/10011983920
Saved in:
2
Fatal attraction? : access to early retirement and mortality
Kühn, Andreas
;
Wuellrich, Jean-Philippe
;
Zweimüller, Josef
-
2010
Persistent link: https://www.econbiz.de/10008747082
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3
Improved jive estimators for overidentified linear models with and without heteroskedasticity
Ackenberg, Daniel
;
Devereux, Paul J.
-
2008
Persistent link: https://www.econbiz.de/10003756654
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4
The predictive density simulation of the yield curve with a zero lower bound
Kang, Kyu Ho
- In:
Journal of empirical finance
33
(
2015
),
pp. 51-66
Persistent link: https://www.econbiz.de/10011556848
Saved in:
5
Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2009
Persistent link: https://www.econbiz.de/10003814581
Saved in:
6
Markov-switching mixed-frequency VAR models
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
-
2014
Persistent link: https://www.econbiz.de/10010342583
Saved in:
7
The behaviour of real exchange rates during the Post-Bretton Woods period : Mark P Taylor and Lucio Sarno
Taylor, Mark P.
-
1997
Persistent link: https://www.econbiz.de/10013422399
Saved in:
8
In-sample inference and forecasting in misspecified factor models
Carrasco, Marine
;
Rossi, Barbara
-
2016
Persistent link: https://www.econbiz.de/10011524318
Saved in:
9
Uncertainty through the lenses of a mixed-frequency Bayesian
panel
Markov switching model
Casarin, Roberto
;
Foroni, Claudia
;
Marcellino, Massimiliano
-
2017
Persistent link: https://www.econbiz.de/10011741654
Saved in:
10
Multi-period credit default prediction with time-varying covariates
Orth, Walter
- In:
Journal of empirical finance
21
(
2013
),
pp. 214-222
Persistent link: https://www.econbiz.de/10009745256
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