Narrow search
Showing 1 - 10 of 91,022
Cover Image
Nonparametric heteroskedasticity in persistent panel processes : an application to earnings dynamics
Botosaru, Irene; Sasaki, Yuya - In: Journal of econometrics 203 (2018) 2, pp. 283-296
Persistent link: https://www.econbiz.de/10011974674
Cover Image
Multiple testing of the forward rate unbiasedness hypothesis across currencies
Fu, Hsuan; Luger, Richard - In: Journal of empirical finance 68 (2022), pp. 232-245
Persistent link: https://www.econbiz.de/10013464493
Cover Image
Reconsidering the analysis of longitudinal happiness data : with an application to the effect of unemployment
Baetschmann, Gregori; Staub, Kevin E.; Winkelmann, Rainer - 2011 - Revised version, June 2011
The paper reconsiders existing estimators for the panel data fixed effects ordered logit model, including one that has …
Persistent link: https://www.econbiz.de/10009748954
Cover Image
Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity
Hayakawa, Kazuhiko; Pesaran, M. Hashem - In: Journal of econometrics 188 (2015) 1, pp. 110-134
Persistent link: https://www.econbiz.de/10011500265
Cover Image
Robustness of binary choice models to conditional heteroscedasticity
Ginker, Tim; Lieberman, Offer - In: Economics letters 150 (2017), pp. 130-134
Persistent link: https://www.econbiz.de/10011764909
Cover Image
Panel probit models with time-varying individual effects : reestimating the effects of fertility on female labour participation
Wei, Jie; Zhang, Yonghui - In: Oxford bulletin of economics and statistics 84 (2022) 4, pp. 799-829
Persistent link: https://www.econbiz.de/10013348492
Cover Image
Pairs trading with general state space models
Zhang, Guang - In: Quantitative finance 21 (2021) 9, pp. 1567-1587
Persistent link: https://www.econbiz.de/10012624158
Cover Image
Inference in misspecified GARCH-M models
Smallwood, Aaron D. - In: Oxford bulletin of economics and statistics 84 (2022) 2, pp. 334-355
Persistent link: https://www.econbiz.de/10013188544
Cover Image
A scan test for spatial groupwise heteroscedasticity in cross-sectional models with an application on houses prices in Madrid
Chasco Yrigoyen, Coro; Le Gallo, Julie; López, Fernando A. - In: Regional science & urban economics 68 (2018), pp. 226-238
Persistent link: https://www.econbiz.de/10012107267
Cover Image
Discrete-response state space models with conditional heteroscedasticity : an application to forecasting the federal funds rate target
Dimitrakopoulos, Stefanos; Dey, Dipak - In: Economics letters 154 (2017), pp. 20-23
Persistent link: https://www.econbiz.de/10011810690