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Robustness of binary choice models to conditional heteroscedasticity
Ginker, Tim; Lieberman, Offer - In: Economics letters 150 (2017), pp. 130-134
Persistent link: https://www.econbiz.de/10011764909
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Model selection for regression with heteroskedastic and autocorrelated errors
Mao, Guangyu - In: Economics letters 118 (2013) 3, pp. 497-501
Persistent link: https://www.econbiz.de/10009729118
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A Monte Carlo study of a factor analytical method for fixed-effects dynamic panel models
Norkute, Milda - In: Economics letters 123 (2014) 3, pp. 348-351
Persistent link: https://www.econbiz.de/10010401270
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On the use of robust regression in econometrics
Baldauf, Markus; Silva, João Santos - In: Economics letters 114 (2012) 1, pp. 124-127
Persistent link: https://www.econbiz.de/10009517264
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Identification and estimation using heteroscedasticity without instruments : the binary endogenous regressor case
Lewbel, Arthur - In: Economics letters 165 (2018), pp. 10-12
Persistent link: https://www.econbiz.de/10011973796
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Robust heteroskedasticity-robust tests
Richard, Patrick - In: Economics letters 159 (2017), pp. 28-32
Persistent link: https://www.econbiz.de/10011902875
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Discrete-response state space models with conditional heteroscedasticity : an application to forecasting the federal funds rate target
Dimitrakopoulos, Stefanos; Dey, Dipak - In: Economics letters 154 (2017), pp. 20-23
Persistent link: https://www.econbiz.de/10011810690
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Tests for serial correlation of unknown form in dynamic least squares regression with wavelets
Li, Meiyu; Gençay, Ramazan - In: Economics letters 155 (2017), pp. 104-110
Persistent link: https://www.econbiz.de/10011821626
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On the long-run neutrality of demand shocks
Chen, Wenjuan; Netšunajev, Aleksei - In: Economics letters 139 (2016), pp. 57-60
Persistent link: https://www.econbiz.de/10011615649
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Inference on the long-memory properties of time series with non-stationary volatility
Demetrescu, Matei; Sibbertsen, Philipp - In: Economics letters 144 (2016), pp. 80-84
Persistent link: https://www.econbiz.de/10011617209