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ESTIMATION OF THE KRONECKER COVARIANCE MODEL BY QUADRATIC FORM
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- Econometric Theory / Volume 38 / Issue 5 / October 2022
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- 17 December 2020, pp. 1014-1067
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NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION
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- Econometric Theory / Volume 37 / Issue 5 / October 2021
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- 28 September 2020, pp. 851-891
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QUANTILOGRAMS UNDER STRONG DEPENDENCE
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- Econometric Theory / Volume 36 / Issue 3 / June 2020
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- 30 August 2019, pp. 457-487
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INFERENCE ON A SEMIPARAMETRIC MODEL WITH GLOBAL POWER LAW AND LOCAL NONPARAMETRIC TRENDS
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- Econometric Theory / Volume 36 / Issue 2 / April 2020
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- 14 May 2019, pp. 223-249
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Index
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- Financial Econometrics
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- 08 February 2019
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- 21 February 2019, pp 553-556
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1 - Introduction and Background
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- Financial Econometrics
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- 08 February 2019
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- 21 February 2019, pp 1-54
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Contents
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- Financial Econometrics
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- 21 February 2019, pp vii-xx
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3 - Return Predictability and the Efficient Markets Hypothesis
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- Financial Econometrics
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- 08 February 2019
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- 21 February 2019, pp 75-133
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13 - Yield Curve
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- Financial Econometrics
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- 08 February 2019
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- 21 February 2019, pp 463-475
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10 - Intertemporal Equilibrium Pricing
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- Financial Econometrics
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- 08 February 2019
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- 21 February 2019, pp 337-357
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Notation and Conventions
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- Financial Econometrics
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- 21 February 2019, pp xxvii-xxviii
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9 - Present Value Relations
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- 21 February 2019, pp 314-336
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11 - Volatility
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- Financial Econometrics
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- 08 February 2019
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- 21 February 2019, pp 358-421
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12 - Continuous Time Processes
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- Financial Econometrics
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- 08 February 2019
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- 21 February 2019, pp 422-462
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Frontmatter
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- 21 February 2019, pp i-vi
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5 - Empirical Market Microstructure
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- Financial Econometrics
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- 08 February 2019
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- 21 February 2019, pp 152-200
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8 - Multifactor Pricing Models
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- 21 February 2019, pp 279-313
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16 - Appendix
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- 21 February 2019, pp 524-532
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2 - Econometric Background
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- Financial Econometrics
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- 08 February 2019
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- 21 February 2019, pp 55-74
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15 - Exercises and Complements
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- Financial Econometrics
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- 21 February 2019, pp 497-523
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