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A NEW PROJECTION-TYPE SPLIT-SAMPLE SCORE TEST IN LINEAR INSTRUMENTAL VARIABLES REGRESSION
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- Journal:
- Econometric Theory / Volume 26 / Issue 6 / December 2010
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- 22 March 2010, pp. 1820-1837
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A Bayesian Analysis Of The Unit Root Hypothesis Within An Unobserved Components Model
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- Econometric Theory / Volume 10 / Issue 3-4 / August 1994
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- 11 February 2009, pp. 552-578
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5 - Improved Inference in Weakly Identified Instrumental Variables Regression
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- Econometric Theory and Practice
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- 05 June 2012
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- 09 January 2006, pp 125-164
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13 - State space modelling in macroeconomics and finance using SsfPackin S+Finmetrics
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- State Space and Unobserved Component Models
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- 06 January 2010
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- 10 June 2004, pp 284-335
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THRESHOLD COINTEGRATION AND NONLINEAR ADJUSTMENT TO THE LAW OF ONE PRICE
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- Macroeconomic Dynamics / Volume 5 / Issue 4 / September 2001
- Published online by Cambridge University Press:
- 31 March 2003, pp. 533-576
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THE POWER OF SINGLE EQUATION TESTS FOR COINTEGRATION WHEN THE COINTEGRATING VECTOR IS PRESPECIFIED
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- Journal:
- Econometric Theory / Volume 16 / Issue 3 / June 2000
- Published online by Cambridge University Press:
- 01 June 2000, pp. 407-439
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