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On bivariate time-varying price staleness
Zhu, Haibin; Liu, Zhi - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 1, pp. 229-242
Persistent link: https://www.econbiz.de/10014449902
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Nonparametric estimation of search costs for differentiated products : evidence from Medigap
Lin, Haizhen; Wildenbeest, Matthijs R. - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 4, pp. 754-770
Persistent link: https://www.econbiz.de/10012313368
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Bond risk premia forecasting : a simple approach for extracting macroeconomic information from a panel of indicators
Audrino, Francesco; Corsi, Fulvio; Filipova, Kameliya - In: Econometric reviews 35 (2016) 1/4, pp. 232-256
Persistent link: https://www.econbiz.de/10011549916
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Estimating the stock/portfolio volatility and the volatility of volatility : a new simple method
Alghalith, Moawia - In: Econometric reviews 35 (2016) 1/4, pp. 257-262
Persistent link: https://www.econbiz.de/10011549920
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Semiparametric autoregressive conditional duration model : theory and practice
Saart, Patrick W.; Gao, Jiti; Allen, David E. - In: Econometric reviews 34 (2015) 6/10, pp. 849-881
Persistent link: https://www.econbiz.de/10011483396
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Testing additive separability of error term in nonparametric structural models
Su, Liangjun; Tu, Yundong; Ullah, Aman - In: Econometric reviews 34 (2015) 6/10, pp. 1057-1088
Persistent link: https://www.econbiz.de/10011483450
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Explaining the default risk anomaly by the two-beta model
Yeh, Chung-Ying; Hsu, Junming; Wang, Kai-Li; Lin, Che-Hui - In: Journal of empirical finance 30 (2015), pp. 16-33
Persistent link: https://www.econbiz.de/10011489209
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Market proxies as factors in linear asset pricing models : still living with the roll critique
Prono, Todd - In: Journal of empirical finance 31 (2015), pp. 36-53
Persistent link: https://www.econbiz.de/10011489332
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Consumption risk and the cross-section of government bond returns
Abhyankar, Abhay; Klinkowska, Olga; Lee, Soyeon - In: Journal of empirical finance 32 (2015), pp. 180-200
Persistent link: https://www.econbiz.de/10011556815
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The predictive density simulation of the yield curve with a zero lower bound
Kang, Kyu Ho - In: Journal of empirical finance 33 (2015), pp. 51-66
Persistent link: https://www.econbiz.de/10011556848