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521.
A note on adapting propensity score matching and selection models to choice based samples by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2009
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522.
On the impact of error cross-sectional dependence in short dynamic panel estimation by
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Publication details: 2009
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523.
On the impact of error cross-sectional dependence in short dynamic panel estimation by
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Publication details: 2009
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524.
Realized kernels in practice: trades and quotes by
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Publication details: 2009
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525.
Realized kernels in practice: trades and quotes by
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Publication details: 2009
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526.
Arbitrage free generalized Nelson Siegal term structure model by
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Publication details: 2009
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527.
Arbitrage free generalized Nelson Siegal term structure model by
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Publication details: 2009
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528.
Econometrics of mean variance efficiency tests: a survey by
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Publication details: 2009
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529.
Econometrics of mean variance efficiency tests: a survey by
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Publication details: 2009
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530.
Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term by
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Publication details: 2009
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531.
Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term by
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Publication details: 2009
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532.
Identification of peer effects using group size variation by
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Publication details: 2009
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533.
Identification of peer effects using group size variation by
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Publication details: 2009
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534.
Uniform convergence rate of the seminonparametric density estimator and testing for similarity of two unknown densities by
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Publication details: 2007
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535.
Uniform convergence rate of the seminonparametric density estimator and testing for similarity of two unknown densities by
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Publication details: 2007
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536.
Semiparametric efficiency bounds in dynamic nonlinear systems under elliptical symmetry by
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Publication details: 2007
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537.
Semiparametric efficiency bounds in dynamic nonlinear systems under elliptical symmetry by
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Publication details: 2007
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538.
Lag augmented two and three stage least squares estimators for integrated structural dynamic models by
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Publication details: 2007
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539.
Lag augmented two and three stage least squares estimators for integrated structural dynamic models by
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Publication details: 2007
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540.
How useful are tests for unit root in distinguishing unit root processes from stationary but non linear processes? by
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Publication details: 2007
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