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Residual autocorrelation testing for vector error correction models

Brüggemann, Ralf; Lütkepohl, Helmut; Saikkonen, Pentti - In: Journal of econometrics 134 (2006) 2, pp. 579-604

Persistent link: https://www.econbiz.de/10003374345

Cánovas Peña, José S.; Ruiz Marín, Manuel - In: Business cycle dynamics : models and tools ; with 7 tables, (pp. 143-178). 2006

Persistent link: https://www.econbiz.de/10003375725

Modelling financial high frequency data using point processes

Bauwens, Luc (contributor); Hautsch, Nikolaus (contributor) - 2006

Persistent link: https://www.econbiz.de/10003375931

Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification

Chen, Xiaohong; Fan, Yanqin - In: Journal of econometrics 135 (2006) 1/2, pp. 125-154

Persistent link: https://www.econbiz.de/10003376080

Fisheries management with stock growth uncertainty and costly capital adjustment

Singh, Rajesh; Weninger, Quinn R.; Doyle, Matthew - In: Journal of environmental economics and management : … 52 (2006) 2, pp. 582-599

Persistent link: https://www.econbiz.de/10003378304

Dynamic portfolio selection by augmenting the asset space

Brandt, Michael W.; Santa-Clara, Pedro - In: The journal of finance : the journal of the American … 61 (2006) 5, pp. 2187-2217

Persistent link: https://www.econbiz.de/10003378702

Individual heterogeneity and program evaluation

Shen, Yan - 2003

Persistent link: https://www.econbiz.de/10003379194

Asset pricing and hedging in financial markets with transaction costs : an approach based on the von Neumann-Gale model

Dempster, Michael A. H.; Evstigneev, Igor V.; Taksar, M. I. - In: Annals of finance 2 (2006) 4, pp. 327-355

Persistent link: https://www.econbiz.de/10003379686

Dynamic variational preferences

Maccheroni, Fabio; Marinacci, Massimo; Rustichini, Aldo - In: Journal of economic theory 128 (2006) 1, pp. 4-44

Persistent link: https://www.econbiz.de/10003335325

Identifying the role of labor markets for monetary policy in an estimated DSGE model

Christoffel, Kai (contributor); Küster, Keith (contributor) - 2006

We focus on a quantitative assessment of rigid labor markets in an environment of stable monetary policy. We ask how wages and labor market shocks feed into the inflation process and derive monetary policy implications. Towards that aim, we structurally model matching frictions and rigid wages...

Persistent link: https://www.econbiz.de/10003337206