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Optimal instrumental variables estimation for ARMA models
Kuersteiner, Guido M.
-
1999
Persistent link: https://www.econbiz.de/10001443011
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2
Rate-adaptive GMM estimators for linear time series models
Kuersteiner, Guido M.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002112911
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3
Efficient IV estimation for autoregressive models with conditional heterogeneity
Kuersteiner, Guido M.
-
1998
Persistent link: https://www.econbiz.de/10001446978
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4
Efficient IV estimation for autoregressive models with conditional heteroskedasticity
Kuersteiner, Guido M.
- In:
Econometric theory
18
(
2002
)
3
,
pp. 547-583
Persistent link: https://www.econbiz.de/10001673346
Saved in:
5
Automatic inference for infinite order vector autoregressions
Kuersteiner, Guido M.
- In:
Econometric theory
21
(
2005
)
1
,
pp. 85-115
Persistent link: https://www.econbiz.de/10002674639
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6
Optimal instrumental variables estimation for ARMA models
Kuersteiner, Guido M.
- In:
Journal of econometrics
104
(
2001
)
2
,
pp. 359-405
Persistent link: https://www.econbiz.de/10001606597
Saved in:
7
Interest rates and exchange rates under money supply targets : the Swiss evidence
Wasserfallen, Walter
- In:
Journal of monetary economics
33
(
1994
)
1
,
pp. 201-230
Persistent link: https://www.econbiz.de/10001331949
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8
Asymptotically unbiased inference for a dynamic panel model with fixed effects when both n and T are large
Hahn, Jinyong
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001602005
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9
Bias corrected instrumental variables estimation for dynamic panel models with fixed effects
Hahn, Jinyong
(
contributor
);
Hausman, Jerry A.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001603054
Saved in:
10
Real business cycle models : some evidence for Switzerland
Kuersteiner, Guido M.
- In:
Swiss journal of economics and statistics
130
(
1994
)
1
,
pp. 21-43
Persistent link: https://www.econbiz.de/10001170333
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