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Angrist, Joshua D. and Pischke, Jörn-Steffen (2010) The credibility revolution in empirical economics: how better research design is taking the con out of econometrics. Journal of economic perspectives, 24 (2). pp. 3-30. ISSN 0895-3309
Benigno, Gianluca, Benigno, Pierpaolo and Nisticò, Salvatore (2013) Second-order approximation of dynamic models with time-varying risk. Journal of economic dynamics and control, 37 (7). pp. 1231-1247. ISSN 0165-1889 (In Press)
Linton, Oliver (1997) An asymptotic expansion in the GARCH(1,1) model. Econometric theory, 13 (4). pp. 558-581. ISSN 0266-4666
Robinson, Peter (1974) Stochastic difference equations with non-integral differences. Advances in applied probability, 6 (3). pp. 524-545. ISSN 0001-8678