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1
A simple framework for nonparametric specification testing
Ellison, Glenn
;
Ellison, Sara Fisher
- In:
Journal of econometrics
96
(
2000
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10001466736
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2
Fiscal policy and asset markets : a semiparametric analysis
Jansen, Dennis W.
;
Li, Qi
;
Wang, Zijun
;
Yang, Jian
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 141-150
Persistent link: https://www.econbiz.de/10003783794
Saved in:
3
Modelling structural breaks, long memory and stock market volatility : an overview
Banerjee, Anindya
(
contributor
);
Urga, Giovanni
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003172637
Saved in:
4
Modelling structural breaks, long memory and stock market volatility: an overview
Banerjee, Anindya
;
Urga, Giovanni
- In:
Journal of econometrics
129
(
2005
)
1/2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10003172659
Saved in:
5
Stock co-jump networks
Ding, Yi
;
Li, Yingying
;
Liu, Guoli
;
Zheng, Xinghua
- In:
Journal of econometrics
239
(
2024
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10015074466
Saved in:
6
The precision of subjective data and the explanatory power of economic models
Drerup, Tilman H.
;
Enke, Benjamin
;
Gaudecker, …
- In:
Journal of econometrics
200
(
2017
)
2
,
pp. 378-389
Persistent link: https://www.econbiz.de/10011917272
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7
Testing for mutually exciting jumps and financial flights in high frequency data
Dungey, Mardi H.
;
Erdemlioglu, Deniz
;
Matei, Marius
; …
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 18-44
Persistent link: https://www.econbiz.de/10011974551
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8
Modeling long memory in stock market volatility
Liu, Ming
- In:
Journal of econometrics
99
(
2000
)
1
,
pp. 139-171
Persistent link: https://www.econbiz.de/10001504433
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9
Consumption and labor supply
Jorgenson, Dale Weldeau
;
Slesnick, Daniel T.
- In:
Journal of econometrics
147
(
2008
)
2
,
pp. 326-335
Persistent link: https://www.econbiz.de/10003809360
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10
Semi-nonparametric estimation of random coefficients logit model for aggregate demand
Lu, Zhentong
;
Shi, Xiaoxia
;
Tao, Jing
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2245-2265
Persistent link: https://www.econbiz.de/10014471454
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