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Contents
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- Granularity Theory with Applications to Finance and Insurance
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4 - Nonlinear Dynamic Panel Data Model
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- 06 October 2014, pp 71-102
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2 - Gaussian Static Factor Models
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- 06 October 2014, pp 12-32
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6 - Granularity for Risk Measures
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Preface
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3 - Static Qualitative Factor Model
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5 - Prediction and Basket Derivative Pricing
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Index
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Frontmatter
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Appendix A: Review of Econometrics
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Appendix B: Review of Financial Theory
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1 - The Standard Asymptotic Theorems and Their Limitations
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List of Acronyms
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Granularity Theory with Applications to Finance and Insurance
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EFFICIENCY IN LARGE DYNAMIC PANEL MODELS WITH COMMON FACTORS
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- Econometric Theory / Volume 30 / Issue 5 / October 2014
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- 16 April 2014, pp. 961-1020
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ESTIMATION-ADJUSTED VAR
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- Econometric Theory / Volume 29 / Issue 4 / August 2013
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- 08 January 2013, pp. 735-770
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Solutions of multivariate Rational Expectations Models
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- Econometric Theory / Volume 11 / Issue 2 / February 1995
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- 11 February 2009, pp. 229-257
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Testing, Encompassing, and Simulating Dynamic Econometric Models
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- Econometric Theory / Volume 11 / Issue 2 / February 1995
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- 11 February 2009, pp. 195-228
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STOCHASTIC UNIT ROOT MODELS
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- Econometric Theory / Volume 22 / Issue 6 / December 2006
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- 03 November 2006, pp. 1052-1090
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Bibliography
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- Econometrics of Qualitative Dependent Variables
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- 05 June 2012
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- 09 October 2000, pp 363-366
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