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Oct 30 2018 Alexander Falter and Dennis Wesselbaum
  Correlated shocks in estimated DSGE models
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Dec 01 2017 José Antonio Núñez-Mora , Roberto Joaquín Santillán-Salgado and Leovardo Mata
  Efficient portfolios and the generalized hyperbolic distribution
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Jul 08 2017 Pierre O. De souza , Tiago P. Filomena , João F. Caldeira , Denis Borenstein and Marcelo B. Righi
  Risk parity in the brazilian market
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May 01 2017 Ion Lapteacru
  Murphy-Topel adjustment of the variance-covariance matrix of a two-step panel data model: Evidence from competition-fragility nexus in banking
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Nov 27 2016 Bala Dahiru Abdullahi
  Time-Varying VAR with Stochastic Volatility and Monetary Policy Dynamics in Nigeria
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Aug 11 2016 Katsuhiro Sugita
  Bayesian inference in Markov switching vector error correction model
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Jul 24 2015 Nikolaos Kourogenis
  Polynomial Trends, Nonstationary Volatility and the Eicker-White Asymptotic Variance Estimator
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Dec 23 2013 M. Hossein Partovi
  Hedging and Leveraging: Principal Portfolios of the Capital Asset Pricing Model
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Mar 07 2013 Marcel die Dama , Boniface ngah Epo and Galex syrie Soh
  Developing a two way error component estimation model with disturbances following a special autoregressive (4) for quarterly data
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Oct 30 2012 Robert F. Phillips
  On computing generalized least squares and maximum-likelihood estimates of error-components models with incomplete panels and correlated disturbances
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Nov 08 2010 Masato Ubukata
  Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market
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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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Sep 30 2008 Naorayex K Dastoor
  A simple explanation for the non-invariance of a Wald statistic to a reformulation of a null hypothesis
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May 21 2008 Chiara Monfardini and Joao Santos Silva
  What can we learn about correlations from multinomial probit estimates?
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Jan 21 2008 Daisuke Nagakura
  A note on the relationship between the information matrx test and a score test for parameter constancy
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Sep 18 2007 Sheng-Kai Chang
  The asymptotic global power comparisons of the GMM overidentifying restrictions tests
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