Cambridge, CB3 9DE
University of Cambridge - Department of Applied Economics
in Total Papers Citations
Absolute Convergence, Inflation Differentials, Stability, Unit Root Tests
Cramér-von Mises distribution, stationarity test, stochastic trend, unit root, unobserved component
Dickey-Fuller test, initial condition, law of one price, stationarity test
exchange rates, heavy tails, Hill’s estimator, score, robustness, EGB2, Student’s t, tail index
beta distribution, EGARCH, fat tails, score, robustness, winsorizing
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Beta distribution, EGARCH, outlier, robustness, score, WinsorizingJEL. C22l
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Balanced growth, error correction mechanism, Kalman filter, signal extraction, stochastic trend, unobserved components
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Asymmetry, dynamic conditional score (DCS) model, partially adaptive estimation, robustness, tail index
ARCH‐in‐mean, dynamic conditional score (DCS) model, equity risk premium, leverage, two‐component model
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