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Handbook of applied econometrics

(Eds.) Blackwell handbooks in economics Blackwell, Oxford u.a., Reprint edition, (2000)

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Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone, and . Journal of Econometrics, 53 (1-3): 141--163 (00 1992)Testing slope homogeneity in large panels, and . Journal of Econometrics, 142 (1): 50--93 (January 2008)Selection of estimation window in the presence of breaks, and . Journal of Econometrics, 137 (1): 134--161 (March 2007)The Role of Economic Theory in Modelling the Long Run. Economic Journal, 107 (440): 178-91 (1997)available at http://ideas.repec.org/a/ecj/econjl/v107y1997i440p178-91.html.Forecasting ultimate resource recovery, and . International Journal of Forecasting, 11 (4): 543--555 (December 1995)Joint tests of non-nested models and general error specifications, , , and . Econometric Reviews, 11 (1): 97--117 (1992)Consistency of short-term and long-term expectations. Journal of International Money and Finance, 8 (4): 511--516 (December 1989)Small sample properties of forecasts from autoregressive models under structural breaks, and . Journal of Econometrics, 129 (1-2): 183--217 (00 2005)Limited-dependent rational expectations models with stochastic thresholds, and . Economics Letters, 51 (3): 267--276 (June 1996)Cointegration and speed of convergence to equilibrium, and . Journal of Econometrics, 71 (1-2): 117--143 (00 1996)