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  • Jeffrey M. Wooldridge


Instructional dataset, N=42, timeseries data on real housing invest Accompanying Introductory Econometrics: A Modern Approach, Jeffrey M. Wooldridge, South-Western College Publishing, (c) 2000 Datasets also accessible from

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  • Jeffrey M. Wooldridge, 2000. "Hseinv," Instructional Stata datasets for econometrics hseinv, Boston College Department of Economics.
  • Handle: RePEc:boc:bocins:hseinv

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    References listed on IDEAS

    1. Sowell, Fallaw, 1992. "Maximum likelihood estimation of stationary univariate fractionally integrated time series models," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 165-188.
    2. Baillie, Richard T & Bollerslev, Tim, 1994. "The long memory of the forward premium," Journal of International Money and Finance, Elsevier, vol. 13(5), pages 565-571, October.
    3. Sowell, Fallaw, 1992. "Modeling long-run behavior with the fractional ARIMA model," Journal of Monetary Economics, Elsevier, vol. 29(2), pages 277-302, April.
    4. Town, R J, 1992. "Merger Waves and the Structure of Merger and Acquisition Time-Series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(S), pages 83-100, Suppl. De.
    5. Diebold, Francis X. & Lindner, Peter, 1996. "Fractional integration and interval prediction," Economics Letters, Elsevier, vol. 50(3), pages 305-313, March.
    6. Michael Gort, 1969. "An Economic Disturbance Theory of Mergers," The Quarterly Journal of Economics, Oxford University Press, vol. 83(4), pages 624-642.
    7. Shea, Gary S, 1991. "Uncertainty and Implied Variance Bounds in Long-Memory Models of the Interest Rate Term Structure," Empirical Economics, Springer, vol. 16(3), pages 287-312.
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