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Speculative bubbles in stock prices? : Tests based on the price-dividend ratio

Engsted, Tom (contributor); Tanggaard, Carsten (contributor) - 2004 - [Elektronische Resource]

Persistent link: https://www.econbiz.de/10001998442

Likelihood estimation & inference in a class of nonregular econometric models

Chernozhukov, Victor (contributor); Hong, Han (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002112926

Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest

Schmid, Wolfgang (contributor); … - 2004 - [Elektronische Resource]

Persistent link: https://www.econbiz.de/10002491667

Bubbles and capital flows

Ventura, Jaume (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002106374

Short tales, price pressure, and the stock price response to convertible bond calls

Bechmann, Ken L. (contributor) - 2003 - [Elektronische Resource]

Persistent link: https://www.econbiz.de/10001851134

Parametric inference for diffusion processes observed at discrete points in time : a survey

Sørensen, Helle (contributor) - 2002 - [Elektronische Resource]

Persistent link: https://www.econbiz.de/10001702316

The 6D bias and the equity premium puzzle

Gabaix, Xavier (contributor); Laibson, David I. (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001644157

How much should we trust differences-in-differences estimates?

Bertrand, Marianne (contributor); Duflo, Esther (contributor) - 2001 - [Elektronische Ressource]

Most Difference-in-Difference (DD) papers rely on many years of data and focus on serially correlated outcomes. Yet almost all these papers ignore the bias in the estimated standard errors that serial correlation introduces. This is especially troubling because the independent variable of...

Persistent link: https://www.econbiz.de/10001620672

Diffusion models for exchange rates in a target zone

Stegenborg Larsen, Kristian (contributor); … - 2003 - [Elektronische Resource]

Persistent link: https://www.econbiz.de/10001767507

Efficient inference in multivariate fractionally integrated time series models

Ørregaard Nielsen, Morten (contributor) - 2003 - [Elektronische Resource]

Persistent link: https://www.econbiz.de/10001922185