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Are there common values in first-price auctions? : a tail-index nonparametric test
Hill, Jonathan B.
;
Shneyerov, Artyom
- In:
Journal of econometrics
174
(
2013
)
2
,
pp. 144-164
Persistent link: https://www.econbiz.de/10009751236
Saved in:
2
An optimal slow Dutch auction
Shneyerov, Artyom
- In:
Economic theory : official journal of the Society for …
57
(
2014
)
3
,
pp. 577-602
Persistent link: https://www.econbiz.de/10010458498
Saved in:
3
A Walrasian Rubinstein and Wolinsky model
Shneyerov, Artyom
- In:
Economics letters
124
(
2014
)
2
,
pp. 314-317
Persistent link: https://www.econbiz.de/10010494136
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4
An empirical study of auction revenue rankings : the case of municipal bonds
Shneyerov, Artyom
- In:
The Rand journal of economics
37
(
2006
)
4
,
pp. 1005-1022
Persistent link: https://www.econbiz.de/10003545081
Saved in:
5
On tail index estimation for dependent, heterogeneous data
Hill, Jonathan B.
- In:
Econometric theory
26
(
2010
)
5
,
pp. 1398-1436
Persistent link: https://www.econbiz.de/10008662664
Saved in:
6
Stochastically weighted average conditional moment tests of functional form
Hill, Jonathan B.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
2
,
pp. 121-139
Persistent link: https://www.econbiz.de/10009739664
Saved in:
7
Consistent GMM residuals-based tests of functional form
Hill, Jonathan B.
- In:
Econometric reviews
32
(
2013
)
1/4
,
pp. 361-383
Persistent link: https://www.econbiz.de/10009717788
Saved in:
8
Consistent and non-degenerate model specification tests against smooth transition and neural network alternatives
Hill, Jonathan B.
- In:
Annales d'économie et de statistique
90
(
2008
),
pp. 145-179
Persistent link: https://www.econbiz.de/10003910527
Saved in:
9
Efficient tests of long-run causation in trivariate VAR processes with a rolling window study of the money - income relationship
Hill, Jonathan B.
- In:
Journal of applied econometrics
22
(
2007
)
4
,
pp. 747-765
Persistent link: https://www.econbiz.de/10003550493
Saved in:
10
Expected shortfall estimation and Gaussian inference for infinite variance time series
Hill, Jonathan B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10010519664
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