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The age–period–cohort conundrum as two fundamental problems


  • Robert O’Brien



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Suggested Citation

  • Robert O’Brien, 2011. "The age–period–cohort conundrum as two fundamental problems," Quality & Quantity: International Journal of Methodology, Springer, vol. 45(6), pages 1429-1444, October.
  • Handle: RePEc:spr:qualqt:v:45:y:2011:i:6:p:1429-1444
    DOI: 10.1007/s11135-010-9397-6

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    References listed on IDEAS

    1. Cătălin Stărică & Clive Granger, 2005. "Nonstationarities in Stock Returns," The Review of Economics and Statistics, MIT Press, vol. 87(3), pages 503-522, August.
    2. Sardy, Sylvain & Tseng, Paul, 2004. "On the Statistical Analysis of Smoothing by Maximizing Dirty Markov Random Field Posterior Distributions," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 191-204, January.
    3. Stephen J. Taylor, 1994. "Modeling Stochastic Volatility: A Review And Comparative Study," Mathematical Finance, Wiley Blackwell, vol. 4(2), pages 183-204.
    4. Andersen, Torben G. & Chung, Hyung-Jin & Sorensen, Bent E., 1999. "Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study," Journal of Econometrics, Elsevier, vol. 91(1), pages 61-87, July.
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