This is a preview. Log in through your library . Abstract We consider two ways of distinguishing deterministic time-series from stochastic white noise; the Grassberger-Procaccia correlation exponent ...
Journal of Applied Econometrics, Vol. 23, No. 1, Themes in Financial Econometrics (Jan. - Feb., 2008), pp. 111-133 (23 pages) In this paper, we propose a unified approach to generating ...
Weak instrument robust inference is a critical area in econometrics that addresses the reliability of instrumental variable techniques when instruments exhibit only a feeble correlation with the ...
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