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Estimation of Structural Nonlinear Errors-in-Varibles Models by Simulated Least-Squares Method

, и . International Economic Review, 41 (2): 523--542 (122 May 2000)doi: 10.1111/1468-2354.00074.

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Nonparametric tests of conditional mean-variance efficiency of a benchmark portfolio. Journal of Empirical Finance, 9 (2): 133--169 (марта 2002)Time-varying risk aversion and unexpected inflation, и . Journal of Monetary Economics, 50 (7): 1457--1498 (октября 2003)Estimation of Structural Nonlinear Errors-in-Varibles Models by Simulated Least-Squares Method, и . International Economic Review, 41 (2): 523--542 (122 05 2000)doi: 10.1111/1468-2354.00074.Time-varying risk aversion and unexpected inflation. Journal of monetary economics, 50 (7): 1457-1498 (2003)Michael W. Brandt; Kevin Q. Wang.