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Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market. (2001). Hall, George ; John Rust, Yale University, .
In: Computing in Economics and Finance 2001.
RePEc:sce:scecf1:274.

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  1. Estimating Intertemporal Allocation Parameters using Synthetic Residual Estimation. (2010). Browning, Martin ; Alan, Sule.
    In: The Review of Economic Studies.
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References

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