Does Correcting for Heteroskedasticity Help?
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|Date of creation:||Aug 1991|
|Date of revision:|
|Publication status:||published as Economics Letters, Vol. 34, pp. 351-356, (1990).|
|Contact details of provider:|| Postal: National Bureau of Economic Research, 1050 Massachusetts Avenue Cambridge, MA 02138, U.S.A.|
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- N. Gregory Mankiw & Matthew D. Shapiro, 1985.
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NBER Technical Working Papers
0051, National Bureau of Economic Research, Inc.
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Cowles Foundation Discussion Papers
772R, Cowles Foundation for Research in Economics, Yale University, revised Feb 1986.
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- Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-54, July.
- Hansen, Lars Peter & Hodrick, Robert J, 1980. "Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis," Journal of Political Economy, University of Chicago Press, vol. 88(5), pages 829-53, October.
- Froot, Kenneth A & Klemperer, Paul D, 1989.
"Exchange Rate Pass-Through When Market Share Matters,"
American Economic Review,
American Economic Association, vol. 79(4), pages 637-54, September.
- Kenneth A. Froot & Paul Klemperer, 1988. "Exchange Rate Pass-Through When Market Share Matters," NBER Working Papers 2542, National Bureau of Economic Research, Inc.
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