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Journal of applied econometrics
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1
An empirical analysis of nonstationarity in a panel of interest rates with factors
Moon, Hyungsik Roger
;
Perron, Benoit
- In:
Journal of applied econometrics
22
(
2007
)
2
,
pp. 383-400
Persistent link: https://www.econbiz.de/10003455460
Saved in:
2
An empirical analysis of nonstationarity in a panel of interest rates with factors
Moon, Hyungsik Roger
;
Perron, Benoit
- In:
Journal of applied econometrics
22
(
2007
)
2
,
pp. 383-400
Persistent link: https://www.econbiz.de/10007723963
Saved in:
3
The effect of fragmentation in trading on market quality in the UK equity market
Boneva, Lena
;
Linton, Oliver
;
Vogt, Michael
- In:
Journal of applied econometrics
31
(
2016
)
1
,
pp. 192-213
Persistent link: https://www.econbiz.de/10011642141
Saved in:
4
A discrete‐choice model for large heterogeneous panels with interactive fixed effects with an application to the determinants of corporate bond issuance
Boneva, Lena
;
Linton, Oliver
- In:
Journal of applied econometrics
32
(
2017
)
7
,
pp. 1226-1243
Persistent link: https://www.econbiz.de/10011862592
Saved in:
5
Testing the capital asset pricing model efficiently under elliptical symmetry : a semiparametric approach
Hodgson, Douglas J.
;
Linton, Oliver
;
Vorkink, Keith
- In:
Journal of applied econometrics
17
(
2002
)
6
,
pp. 617-639
Persistent link: https://www.econbiz.de/10001723717
Saved in:
6
Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach
Hodgson, Douglas J.
;
Linton, Oliver
;
Vorkink, Keith
- In:
Journal of applied econometrics
17
(
2002
)
6
,
pp. 617-640
Persistent link: https://www.econbiz.de/10006970939
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