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Journal of applied econometrics
NBER working paper series
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Testing for homogeneity in demand systems when the regressors are nonstationary
Ng, Serena
- In:
Journal of applied econometrics
10
(
1995
)
2
,
pp. 147-163
Persistent link: https://www.econbiz.de/10001179176
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2
Can a well-fitted equilibrium asset-pricing model produce mean reversion?
Bonomo, Marco Antonio
- In:
Journal of applied econometrics
9
(
1994
)
1
,
pp. 19-29
Persistent link: https://www.econbiz.de/10001153860
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3
Risk aversion, intertemporal substitution, and the term structure of interest rates
Garcia, René
;
Luger, Richard
- In:
Journal of applied econometrics
27
(
2012
)
6
,
pp. 1013-1036
Persistent link: https://www.econbiz.de/10010219748
Saved in:
4
Assessing and valuing the nonlinear structure of hedge fund returns
Díez de los Ríos, Antonio
;
Garcia, René
- In:
Journal of applied econometrics
26
(
2011
)
2
,
pp. 193-212
Persistent link: https://www.econbiz.de/10008936915
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5
Boosting diffusion indices
Bai, Jushan
;
Ng, Serena
- In:
Journal of applied econometrics
24
(
2009
)
4
,
pp. 607-629
Persistent link: https://www.econbiz.de/10003846013
Saved in:
6
R&D, innovation and knowledge spillovers : a reapraisal of Botazzi and Peri (2007) in the presence of cross-sectional dependence
Bottasso, Anna
;
Castagnetti, Carolina
;
Conti, Maurizio
- In:
Journal of applied econometrics
30
(
2015
)
2
,
pp. 350-352
Persistent link: https://www.econbiz.de/10011332977
Saved in:
7
Can a Well-fitted Equilibrium Asset-pricing Model Produce Mean Reversion?
Bonomo, M.
;
Garcia, R.
- In:
Journal of applied econometrics
9
(
1994
)
1
,
pp. 19-30
Persistent link: https://www.econbiz.de/10007011628
Saved in:
8
Software Review: Review of Coint 2.0
Ng, S.
- In:
Journal of applied econometrics
10
(
1995
)
2
,
pp. 205-210
Persistent link: https://www.econbiz.de/10007007890
Saved in:
9
Testing for Homogeneity in Demand Systems When the Regressors are Nonstationary
Ng, S.
- In:
Journal of applied econometrics
10
(
1995
)
2
,
pp. 147-164
Persistent link: https://www.econbiz.de/10007007894
Saved in:
10
Risk aversion, intertemporal substitution, and the term structure of interest rates
Garcia, René
;
Luger, Richard
- In:
Journal of applied econometrics
27
(
2012
)
6
,
pp. 1013-1037
Persistent link: https://www.econbiz.de/10010022057
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