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SURVEYS IN ECONOMETRICS
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SURVEYS IN ECONOMETRICS (1994)SURVEYS IN ECONOMETRICSUniversity decision making and prestige: An empirical study (2008)University decision making an…Modelling income effects on long and short haul international travel from Japan (2008)Modelling income effects on l…On estimation in conditional heteroskedastic time series models under non-normal distributions (2006)On estimation in conditional …On the Use of Spline Smoothing in Estimating Hedonic Housing Price Models: Empirical Evidence Using Hong Kong Data (2004)On the Use of Spline Smoothin…Block recursion and structural vector autoregressions (1999)Block recursion and structura…Econometric methodology and the philosophy of science (1996)Econometric methodology and t…Macroeconomics and Reality (1980)Monetary Policy Shocks: What Have We Learned and to What End? (1998)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)Consumption Strikes Back? Measuring Long‐Run Risk (2008)Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (2009)Uncertainty shocks are aggregate demand shocks (2016)An Application of the Shephard Duality Theorem: A Generalized Leontief Production Function (1971)Transcendental Logarithmic Production Frontiers (1973)Forecasting Economic Time Series (2000)Hedonic Methods in Housing Markets (2008)Nonlinear Spatial and Temporal Effects of Highway Construction on House Prices (2009)Hedonic Price Indexes for Housing (2011)Higher education as a filter (1973)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Econometric Analysis of Cross Section and Panel Data (2001)Determinants of international university rankings scores (2015)Citation metrics as an additional indicator for evaluating research performance? An analysis of their correlations and validity (2017)Time Series Analysis Forecasting and Control. (1971)Book Review: Time Series Analysis: Forecasting and Control (1977)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)A critical review of tourism and oil (2010)AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY (2005)testing theories with qualitative and quantitative predictions (2007)The Logic of Scientific Discovery (2013)Positivism in finance and its implication for the diversification finance research (2015)The Structure of Scientific Revolutions (2017)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model (1987)Improved Covariance Matrix Estimation for Portfolio Risk Measurement: A Review (2019)
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  • 1999Block recursion and structural vector autoregressions165 cited
  • 2004On the Use of Spline Smoothing in Estimating Hedonic Housing Price Models: Empirical Evidence Using Hong Kong Data98 cited
  • 2008Modelling income effects on long and short haul international travel from Japan97 cited
  • 2008University decision making and prestige: An empirical study57 cited
  • 2006On estimation in conditional heteroskedastic time series models under non-normal distributions31 cited
  • 1996Econometric methodology and the philosophy of science17 cited

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