Author/Title |
Research Type |
Related Fields |
Phillips, Peter C.B., and Ji Hyung Lee. "Predictive Regression under Various Degrees of Persistence and Robust Long-horizon Regression." Journal of Econometrics 177.2 (2013): 250-64. Print. |
Publications |
Econometric Theory, Econometrics |
Fan, Yanqin, Serge Darolles, Jean-Pierre Florens, and Eric Renault. "Nonparametric Instrumental Regression." Econometrica 79.5 (2011): 1541-565. Web. |
Publications, Articles |
Econometrics |
“Estimating the Dynamics of Price Discovery,” with Bingchen Yan. Working Paper, January 2010. |
Publications, Working Papers |
Econometrics, Exchange Rates, Financial Economics, International Finance, Time Series |
Dewatripont, M., Lars Peter. Hansen, and Stephen J. Turnovsky. Advances in Economics and Econometrics: Theory and Applications: Eighth World Congress. Cambridge, U.K.: Cambridge UP, 2003. Print. |
Publications, Books |
Economics, Econometrics, Econometric Theory |
Atkinson, Scott E., and Robert Halvorsen. "Parametric Tests for Static and Dynamic Equilibrium." Journal of Econometrics 85.1 (1998): 33-50. Web. |
Publications, Articles |
Econometrics |