Similar Search Results

A nonparametric approach to measuring the sensitivity of an asset’s return to the market

Severini, Thomas A. - In: Annals of finance 12 (2016) 2, pp. 179-199

Persistent link: https://www.econbiz.de/10011555692

Integrated likelihood based inference for nonlinear panel data models with unobserved effects

Schumann, Martin; Severini, Thomas A.; Tripathi, Gautam - In: Journal of econometrics 223 (2021) 1, pp. 73-95

Persistent link: https://www.econbiz.de/10012619961

The role of score and information bias in panel data likelihoods

Schumann, Martin; Severini, Thomas A.; Tripathi, Gautam - 2021

Persistent link: https://www.econbiz.de/10012483740

Some properties of portfolios constructed from principal components of asset returns

Severini, Thomas A. - In: Annals of finance 18 (2022) 4, pp. 457-483

Persistent link: https://www.econbiz.de/10013489455

Introduction to pandemic econometrics/Covid-19 pandemic

Tamer, Elie T. - In: Journal of econometrics 220 (2021), pp. 1

Persistent link: https://www.econbiz.de/10012618186

The et interview : Professor Charles Manski

Manski, Charles F. (interviewee); Tamer, Elie T. (interviewer) - In: Econometric theory 35 (2019) 2, pp. 233-294

Persistent link: https://www.econbiz.de/10012146135

Discussion on "transparency in structural research" by I. Andrews, M. Gentkow and J. Shapiro

Tamer, Elie T. - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 4, pp. 728-730

Persistent link: https://www.econbiz.de/10012313342

Identification, data combination, and the risk of disclosure

Komarova, Tatiana; Nekipelov, Denis; Yakovlev, Evgeny - In: Quantitative Economics 9 (2018) 1, pp. 395-440

Persistent link: https://www.econbiz.de/10013471651

Quantile Uncorrelation and Instrumental Regressions

Komarova, Tatiana; Severini, Thomas A.; Tamer, Elie T. - In: Journal of Econometric Methods 1 (2012) 1, pp. 2-14

Abstract We introduce a notion of median uncorrelation that is a natural extension of mean (linear) uncorrelation. A scalar random variable Y is median uncorrelated with a k-dimensional random vector X if and only if the slope from an LAD regression of Y on X is zero. Using this simple...

Persistent link: https://www.econbiz.de/10014612537

On monotone strategy equilibria in simultaneous auctions for complementary goods

Gentry, Matthew; Komarova, Tatiana; Schiraldi, Pasquale; … - In: Journal of mathematical economics 85 (2019), pp. 109-128

Persistent link: https://www.econbiz.de/10012311079