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Aug 06 2014 Kien C Tran
  Nonparametric estimation of functional-coefficient partially linear dynamic panel data model with fixed effects
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Aug 27 2013 Paulo Sergio Ceretta , Alexandre Silva da Costa , Marcelo Brutti Righi and Fernanda Maria Müller
  A 10 min tick volatility analysis between the Ibovespa and the S&P500
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Sep 16 2012 Cosimo Magazzino
  The Nexus between Disaggregated Public Spending and GDP in the Euro Area
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Aug 28 2012 Shigeyuki Hamori and Yoshihiro Hashiguchi
  Small sample properties of CIPS panel unit root test under conditional and unconditional heteroskedasticity
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Jun 10 2012 Robert Czudaj and Joscha Beckmann
  Spot and futures commodity markets and the unbiasedness hypothesis - evidence from a novel panel unit root test
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Jul 16 2010 Dean Fantazzini
  Modelling and forecasting the global financial crisis: Initial findings using heterosckedastic log-periodic models
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Jul 07 2009 Nicoletta Rosati
  A note on welfare and the economic shocks
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Jul 06 2009 Andrea Monticini and David Peel
  Testing for central bank independence and inflation using the wild bootstrap
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Jun 05 2009 Shyh-wei Chen
  Random walks in asian foreign exchange markets:evidence from new multiple variance ratio tests
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Nov 24 2006 Andreas C. Drichoutis , Rodolfo M. Nayga, Jr. and Panagiotis Lazaridis
  Heteroskedasticity, the single crossing property and ordered response models
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Feb 20 2006 Luiz Lima and Breno Neri
  Omitted Asymmetric Persistence and Conditional Heteroskedasticity
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Jun 28 2002 Stanislav Anatolyev
  Electoral behavior of US counties: a panel data approach
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