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REJOINDER
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- 01 June 2009, pp. 658-667
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ON EFFICIENCY GAINS FROM MULTIPLE INCOMPLETE SUBSAMPLES
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- 04 September 2019, pp. 488-525
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04.3.1 An I(2) Model for VAR(1) Processes
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- 08 June 2004, pp. 639-640
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NONPARAMETRIC INFERENCE FOR UNBALANCED TIME SERIES DATA
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- 08 February 2005, pp. 143-157
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THE ET INTERVIEW: PROFESSOR MAX KING
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- 08 May 2018, pp. 1-36
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CONVERGENCE RATES OF SUMS OF α-MIXING TRIANGULAR ARRAYS: WITH AN APPLICATION TO NONPARAMETRIC DRIFT FUNCTION ESTIMATION OF CONTINUOUS-TIME PROCESSES
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- 03 October 2016, pp. 1121-1153
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NONPARAMETRIC PREDICTION WITH SPATIAL DATA
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- 23 May 2022, pp. 950-988
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SOLUTIONS: Testing for Correlated Effects in Panels
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- 11 February 2009, pp. 405-406
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A Class of Bivariate Density Functions with Common Marginals
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- 11 February 2009, pp. 148-149
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ESTIMATION OF VOLATILITY FUNCTIONS IN JUMP DIFFUSIONS USING TRUNCATED BIPOWER INCREMENTS
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- 08 October 2020, pp. 926-958
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INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY
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- 11 January 2021, pp. 845-874
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PROBLEMS AND SOLUTIONS
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- 17 May 2002, pp. 1007-1017
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INSTRUMENTAL VARIABLES INFERENCE IN A SMALL-DIMENSIONAL VAR MODEL WITH DYNAMIC LATENT FACTORS
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- 10 November 2022, pp. 1-47
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Correcting for Heteroskedasticity of Unspecified Form
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- 05 March 2004, p. 224
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The Limit Variance of g
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- 18 October 2010, pp. 150-152
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CORRIGENDUM: Correction to “Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results”
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- 18 February 2008, pp. 581-583
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SEMIPARAMETRIC ESTIMATION OF CENSORED SPATIAL AUTOREGRESSIVE MODELS
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- 28 February 2019, pp. 48-85
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ROBUSTIFIED EXPECTED MAXIMUM PRODUCTION FRONTIERS
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- 27 March 2020, pp. 346-387
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MY REMINISCENCES OF TRYGVE HAAVELMO AT THE COWLES COMMISSION
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- 02 June 2014, pp. 180-192
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SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS WITH AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY
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- 17 November 2023, pp. 1-31
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