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robustness, conclusions vary from 'almost everycorrelation is fragile' to 'a substantial number of explanatory variables are … robustness using quasi-experiments. The analysis pertains to sign, size andsignificance of the effects, and we relax the quasi …
Persistent link: https://www.econbiz.de/10011255799
See the article in the <I>Annals of Financial Economics</I> (2013). Volume 8, issue 2, pages 1-18.<P> In this paper, we develop a modified maximum likelihood (MML) estimator for the multiple linear regression model with underlying student t distribution. We obtain the closed form of the estimators, derive...</p></i>
Persistent link: https://www.econbiz.de/10011256601
of high quality papers, and quantitative information about a journal. The robustness of the rankings is also analysed. …
Persistent link: https://www.econbiz.de/10011256794
. At the same time, there is discussion regarding the robustness of the results of empirical growth studies. In a seminal … paper, Knack and Keefer (1997) assess the effect of trust on growth. This paper analyses the robustness of their results … along several dimensions, acknowledging the complexity of therobustness concept. Our findings show that the robustness of …
Persistent link: https://www.econbiz.de/10011256981
distribution. The robustness of the concomitant test statistic is assessed, and four different methods are discussed for applying …
Persistent link: https://www.econbiz.de/10011257302