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Multidimensional polarization for ordinal data

Kobus, Martyna; Kurek, Radosław - In: Journal of economic inequality 17 (2019) 3, pp. 301-317

Persistent link: https://www.econbiz.de/10012224970

Endogeneity in empirical corporate finance

Roberts, Michael R.; Whited, Toni Marion - 2011 - Rev.

This chapter discusses how applied researchers in corporate finance can address endogeneity concerns. We begin by reviewing the sources of endogeneity - omitted variables, simultaneity, and measurement error - and their implications for inference. We then discuss in detail a number of...

Persistent link: https://www.econbiz.de/10009571811

Influential observations and inference in accounting research

Leone, Andrew J.; Minutti-Meza, Miguel; Wasley, Charles E. - 2014

are suggested in the statistics and econometrics literatures. We replicate three published studies to show how the choice …

Persistent link: https://www.econbiz.de/10010411429

Forecasting long-horizon volatility for strategic asset allocation

Cardinale, Mirko; Naik, Narayan Y.; Sharma, Varun - In: The journal of portfolio management : JPM 47 (2021) 4, pp. 83-98

Persistent link: https://www.econbiz.de/10012486044

Measuring investment skill in multi-asset strategies : an empirical study of the information coefficient as weighted rank correlation

Xia, Steve Q.; Simonian, Joseph - In: The journal of portfolio management : JPM 47 (2021) 4, pp. 135-144

Persistent link: https://www.econbiz.de/10012486055

The Gerber statistic : a robust co-movement measure for portfolio optimization

Gerber, Sander; Markowitz, Harry; Ernst, Philip A.; … - In: The journal of portfolio management : JPM 48 (2022) 3, pp. 87-102

Persistent link: https://www.econbiz.de/10013175439

Big data for twenty-first-century economic statistics

Abraham, Katharine G. (ed.); Jarmin, Ronald S. (ed.); … - Conference on Research in Income and Wealth <2019, … - 2022

"The measurement infrastructure for the production of economic statistics in the United States largely was established … interest in alternative sources of data that might allow the economic statistics agencies to better address users' demands for … statistics. These include item-level transactional data on price and quantity from retail scanners or companies' internal systems …

Persistent link: https://www.econbiz.de/10012590132