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Estimation theory
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Pesaran, M. Hashem
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93
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Lütkepohl, Helmut
67
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31
Zakoïan, Jean-Michel
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California Agricultural Experiment Station / Department of Agricultural and Resource Economics
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Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
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Erasmus Research Institute of Management
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Journal of econometrics
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Economics letters
521
Econometric theory
329
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
324
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
253
Econometric reviews
224
Journal of applied econometrics
176
Série des documents de travail / Centre de Recherche en Économie et Statistique
159
Journal of quantitative economics : official journal of the Indian Econometric Society
143
Discussion paper / Tinbergen Institute
135
The review of economics and statistics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
123
Oxford bulletin of economics and statistics
111
Discussion paper series / IZA
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Working paper / National Bureau of Economic Research, Inc.
101
Applied economics
99
Discussion paper / Center for Economic Research, Tilburg University
97
Applied economics letters
86
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Statistical papers
81
CORE discussion paper : DP
79
Working paper
78
Working paper series
78
CEMMAP working papers / Centre for Microdata Methods and Practice
74
Economic modelling
74
CESifo working papers
71
The econometrics journal
68
The review of economic studies
66
Discussion paper
65
Journal of forecasting
65
Working paper / Department of Econometrics and Business Statistics, Monash University
65
Annales d'économie et de statistique
62
American journal of agricultural economics
61
NBER Working Paper
61
NBER working paper series
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
61
International economic review
60
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59
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ECONIS (ZBW)
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1
Estimation
of the effective bid-ask spread on high frequency Danish bond data
Nyholm, Ken
- In:
The European journal of finance
5
(
1999
)
2
,
pp. 109-122
Persistent link: https://www.econbiz.de/10001439621
Saved in:
2
Testing speculative efficiency : pitfalls, puzzles and parametrics
Lim, Guay C.
;
Martin, Vance
-
1995
Persistent link: https://www.econbiz.de/10000920105
Saved in:
3
Investigating the robustness of tests of the market efficiency hypothesis : contributions from cointegration techniques on the Canadian floating dollar
Masih, Abdul Mansur M.
- In:
Applied financial economics
5
(
1995
)
3
,
pp. 139-150
Persistent link: https://www.econbiz.de/10001185273
Saved in:
4
ARCH effects and cointegration : is the foreign exchange market efficient?
Alexakis, Panayotis
- In:
Journal of banking & finance
20
(
1996
)
4
,
pp. 687-697
Persistent link: https://www.econbiz.de/10001197705
Saved in:
5
Measuring the predictable variation in stock and bond returns
Kirby, Chris
- In:
The review of financial studies
10
(
1997
)
3
,
pp. 579-630
Persistent link: https://www.econbiz.de/10001227982
Saved in:
6
Uncertainty and volatility in stock prices
Ackert, Lucy F.
- In:
Journal of economics & business
46
(
1994
)
4
,
pp. 239-253
Persistent link: https://www.econbiz.de/10001172848
Saved in:
7
On the robustness of cointegration tests of the market efficiency hypothesis : evidence from six European foreign exchange markets
Masih, Abdul Mansur M.
- In:
Economia internazionale
47
(
1994
)
2
,
pp. 160-180
Persistent link: https://www.econbiz.de/10001175913
Saved in:
8
Consistent significance testing for nonparametric regression
Racine, Jeffrey
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
3
,
pp. 369-376
Persistent link: https://www.econbiz.de/10001222709
Saved in:
9
Covariance matrix estimators and tests of market efficiency
Ligeralde, Antonio Velasco
- In:
Journal of international money and finance
16
(
1997
)
2
,
pp. 323-343
Persistent link: https://www.econbiz.de/10001225587
Saved in:
10
La modélisation VAR "structurel" : application à la politique monétaire en France
Bruneau, Catherine
;
Bandt, Olivier de
- In:
Economie & prévision : EP
(
1999
)
1
,
pp. 67-94
Persistent link: https://www.econbiz.de/10001449338
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