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An Overhaul of a Doctrine: Has Inflation Targeting Opened a New Era in Developing-country Peggers?. (2010). Petreski, Marjan.
In: FIW Working Paper series.
RePEc:wsr:wpaper:y:2010:i:057.

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    RePEc:tiu:tiucen:8de31b57-5908-4aec-8226-f842771a2dbe.

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  12. Investment in Relationship-Specific Assets: Does Finance Matter?. (2009). Strieborny, Martin ; Kukenova, Madina.
    In: MPRA Paper.
    RePEc:pra:mprapa:16051.

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  13. Investment in Relationship-Specific Assets: Does Finance Matter?. (2009). Strieborny, Martin ; Kukenova, Madina.
    In: MPRA Paper.
    RePEc:pra:mprapa:15229.

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  14. Smoking, information sources, and risk perceptions—New results on Swedish data. (2007). Lundborg, Petter.
    In: Journal of Risk and Uncertainty.
    RePEc:kap:jrisku:v:34:y:2007:i:3:p:217-240.

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  15. Enhanced routines for instrumental variables/GMM estimation and testing. (2007). Stillman, Steven ; Schaffer, Mark ; Baum, Christopher.
    In: CERT Discussion Papers.
    RePEc:hwe:certdp:0706.

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  16. Do state borders matter for U.S. intranational trade? The role of history and internal migration. (2007). Osang, Thomas ; Millimet, Daniel.
    In: Canadian Journal of Economics.
    RePEc:cje:issued:v:40:y:2007:i:1:p:93-126.

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  17. Forecast Evaluation. (2006). West, Kenneth D..
    In: Handbook of Economic Forecasting.
    RePEc:eee:ecofch:1-03.

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  18. Can EU conditionality remedy soft budget constraints in transition countries?. (2005). Schröder, Philipp ; Brücker, Herbert ; Weise, Christian ; Schroder, Philipp J. H., ; Brucker, Herbert.
    In: Journal of Comparative Economics.
    RePEc:eee:jcecon:v:33:y:2005:i:2:p:371-386.

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  19. Asset Pricing in Created Markets for Fishing Quotas. (2005). Papps, Kerry ; Newell, Richard ; Sanchirico, James N.
    In: Discussion Papers.
    RePEc:ags:rffdps:10639.

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  20. Instrumental variables and GMM: Estimation and testing. (2003). Stillman, Steven ; Schaffer, Mark ; Baum, Christopher.
    In: Stata Journal.
    RePEc:tsj:stataj:v:3:y:2003:i:1:p:1-31.

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  21. Residual-based diagnostics for conditional heteroscedasticity models. (2002). Tse, Y. K..
    In: Econometrics Journal.
    RePEc:ect:emjrnl:v:5:y:2002:i:2:p:358-374.

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  22. Diagnostics for IV Regressions.. (1999). Pesaran, M ; Taylor, Larry W.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:61:y:1999:i:2:p:255-81.

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  23. Regression-Based Tests of Predictive Ability. (1998). West, Kenneth ; McCracken, Michael.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0226.

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  24. Diagnostics for IV Regressions. (1997). Pesaran, M ; TAYLOR, L. W..
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:9709.

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  25. Frontier Estimation and Firm-Specific Inefficiency Measures in the Presence of Heteroscedasticity.. (1995). Gropper, Daniel ; Ford, Jon ; Caudill, Steven B.
    In: Journal of Business & Economic Statistics.
    RePEc:bes:jnlbes:v:13:y:1995:i:1:p:105-11.

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  26. A Test for Independence Based on the Correlation Dimension.. (1995). Scheinkman, Jose ; Lebaron, Blake ; Brock, William ; Dechert, W. D..
    In: Working papers.
    RePEc:att:wimass:9520.

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  27. The Sensitivity of Some General Checks to Omitted Variables in the Linear Model.. (1994). Orme, Chris ; Godfrey, Leslie.
    In: International Economic Review.
    RePEc:ier:iecrev:v:35:y:1994:i:2:p:489-506.

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  28. Cointegration, Causality and Wagners Law: A Test for Britain 1870-1913.. (1994). Oxley, Les.
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:41:y:1994:i:3:p:286-98.

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  29. Spatial autocorrelation : A new computationally simple test with an application to per capita county police expenditures. (1992). Robinson, Dennis P. ; Kelejian, Harry H..
    In: Regional Science and Urban Economics.
    RePEc:eee:regeco:v:22:y:1992:i:3:p:317-331.

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  30. On the application of robust, regression- based diagnostics to models of conditional means and conditional variances. (1991). Wooldridge, Jeffrey.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:47:y:1991:i:1:p:5-46.

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  31. A Dynamic Econometric Model of Agricultural Wage Determination in Bangladesh.. (1991). Ravallion, Martin ; Boyce, James K.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:53:y:1991:i:4:p:361-76.

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  32. Modelling the Coherence in Short-run Nominal Exchange Rates: A Multivariate Generalized ARCH Model.. (1990). Bollerslev, Tim.
    In: The Review of Economics and Statistics.
    RePEc:tpr:restat:v:72:y:1990:i:3:p:498-505.

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  33. The simultaneous-equations model revisited : Statistical adequacy and identification. (1990). Spanos, Aris.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:44:y:1990:i:1-2:p:87-105.

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  34. On Rereading Haavelmo: A Retrospective View of Econometric Modeling. (1989). Spanos, Aris.
    In: Econometric Theory.
    RePEc:cup:etheor:v:5:y:1989:i:03:p:405-429_01.

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  35. Measuring Resource Scarcity in Non-renewable Resources with Inequality Constrained Estimation. (1989). Sadorsky, P A.
    In: Queen's Institute for Economic Research Discussion Papers.
    RePEc:ags:queddp:275216.

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  36. Variable Addition and LaGrange Multiplier Tests for Linear and Logarithmic Regression Models.. (1988). McAleer, Michael ; McKenzie, Colin ; Godfrey, Leslie.
    In: The Review of Economics and Statistics.
    RePEc:tpr:restat:v:70:y:1988:i:3:p:492-503.

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  37. Testing the Martingale Hypothesis in Deutsche Mark Futures with Models Specifying the Form of Heteroscedasticity.. (1988). McCurdy, Tom ; Morgan, Ieuan G.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:3:y:1988:i:3:p:187-202.

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  38. Dividend Innovations and Stock Price Volatility.. (1988). West, Kenneth.
    In: Econometrica.
    RePEc:ecm:emetrp:v:56:y:1988:i:1:p:37-61.

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  39. Diagnostic Testing in Applied Econometrics.. (1988). Beggs, John J.
    In: The Economic Record.
    RePEc:bla:ecorec:v:64:y:1988:i:185:p:81-101.

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  40. A Specification Test for Speculative Bubbles. (1987). West, Kenneth.
    In: The Quarterly Journal of Economics.
    RePEc:oup:qjecon:v:102:y:1987:i:3:p:553-580..

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  41. Tests of the martingale hypothesis for foreign currency futures with time-varying volatility. (1987). McCurdy, Tom ; Morgan, Ieuan G..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:3:y:1987:i:1:p:131-148.

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  42. Testing for unit roots : An empirical investigation. (1987). Downes, A. S. ; Leon, H..
    In: Economics Letters.
    RePEc:eee:ecolet:v:24:y:1987:i:3:p:231-235.

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  43. An error-correction approach to money demand : The case of Sudan. (1987). Domowitz, Ian ; El Badawi, Ibrahim ; Elbadawi, Ibrahim.
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:26:y:1987:i:2:p:257-275.

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  44. Domesday Economy: A New Approach to Anglo-Norman History. (1986). Snooks, G. D. ; McDonald, John.
    In: OUP Catalogue.
    RePEc:oxp:obooks:9780198285243.

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  45. Econometric Evaluation of Linear Macro-Economic Models. (1986). Hendry, David ; Chong, Yock Y.
    In: Review of Economic Studies.
    RePEc:oup:restud:v:53:y:1986:i:4:p:671-690..

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  46. On the Rigour of Some Misspecification Tests for Modelling Dynamic Relationships. (1986). Kiviet, Jan.
    In: Review of Economic Studies.
    RePEc:oup:restud:v:53:y:1986:i:2:p:241-261..

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  47. Forecasting the exchange rate: A monetary or random walk phenomenon?. (1986). Finn, Mary G..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:5:y:1986:i:2:p:181-193.

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  48. Conditional variance and the risk premium in the foreign exchange market. (1985). Hakkio, Craig ; Domowitz, Ian.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:19:y:1985:i:1-2:p:47-66.

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  49. Model selection test procedures in a single linear equation of a dynamic simultaneous system and their defects in small samples. (1985). Kiviet, Jan.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:28:y:1985:i:3:p:327-362.

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  50. Testing the unbiasedness hypothesis in the forward foreign exchange market: A specification analysis. (1984). McCurdy, Tom ; Gregory, Allan.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:3:y:1984:i:3:p:357-368.

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