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Journal of econometrics
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1
Estimating the rational expectations model of speculative storage : a Monte Carlo comparison of three simulation estimators
Michaelides, Alexander G.
;
Ng, Serena
- In:
Journal of econometrics
96
(
2000
)
2
,
pp. 231-266
Persistent link: https://www.econbiz.de/10001468767
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2
Price dynamics, retail chains and inflation measurement
Nakamura, Alice Orcutt
;
Nakamura, Emi
;
Nakamura, …
- In:
Journal of econometrics
161
(
2011
)
1
,
pp. 47-55
Persistent link: https://www.econbiz.de/10009242210
Saved in:
3
Price discounts and the measurement of inflation
Fox, Kevin J.
;
Syed, Iqbal A.
- In:
Journal of econometrics
191
(
2016
)
2
,
pp. 384-397
Persistent link: https://www.econbiz.de/10011610618
Saved in:
4
Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order
Mosconi, Rocco
;
Paruolo, Paolo
- In:
Journal of econometrics
198
(
2017
)
2
,
pp. 271-276
Persistent link: https://www.econbiz.de/10011818791
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5
Chain indices of the cost-of-living and the path-dependence problem : an empirical solution
Oulton, Nicholas
- In:
Journal of econometrics
144
(
2008
)
1
,
pp. 306-324
Persistent link: https://www.econbiz.de/10003723670
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6
The frequency of price adjustment : a study of the newstand prices of magazines
Cecchetti, Stephen G.
- In:
Journal of econometrics
3
(
1986
),
pp. 255-274
Persistent link: https://www.econbiz.de/10001036199
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7
On the uniqueness of optimal prices set by monopolistic sellers
Berg, Gerard J. van den
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 482-491
Persistent link: https://www.econbiz.de/10003571312
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8
Robust out-of-sample inference
McCracken, Michael W.
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 195-223
Persistent link: https://www.econbiz.de/10001511967
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9
Generalised vec operators and the seemingly unrelated regression equations model with vector correlated disturbances
Turkington, Darrell A.
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 225-253
Persistent link: https://www.econbiz.de/10001511968
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10
Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
Dufour, Jean-Marie
;
Torrès, Olivier
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 255-289
Persistent link: https://www.econbiz.de/10001511971
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