Narrow search
Showing 1 - 10 of 247
Cover Image
Event studies correcting for nonnormality using the wild bootstrap
Gregoriou, Andros - In: Applied economics letters 21 (2014) 13/15, pp. 1054-1056
Persistent link: https://www.econbiz.de/10010418235
Cover Image
Testing under a special form of heteroscedasticity
Farbmacher, Helmut; Kögel, Heinrich - In: Applied economics letters 24 (2017) 4/6, pp. 264-268
Persistent link: https://www.econbiz.de/10011704440
Cover Image
Non-normality, heteroscedasticity and recursive unit root tests of PPP : solving the PPP puzzle?
Caporale, Guglielmo Maria; Gregoriou, Andros - In: Applied economics letters 16 (2009) 1/3, pp. 223-226
Persistent link: https://www.econbiz.de/10003822964
Cover Image
A GMM estimator asymptotically more efficient than OLS and WLS in the presence of heteroskedasticity of unknown form
Lu, Cuicui; Wooldridge, Jeffrey M. - In: Applied economics letters 27 (2020) 12, pp. 997-1001
Persistent link: https://www.econbiz.de/10012267028
Cover Image
Corona, crisis and conditional heteroscedasticity
Kiss, Tamás; Österholm, Pär - In: Applied economics letters 28 (2021) 9, pp. 755-759
Persistent link: https://www.econbiz.de/10012501608
Cover Image
GDP estimation errors: bias or white noise
Parsons, Richard; Reavis, David - In: Applied economics letters 22 (2015) 13/15, pp. 1122-1126
Persistent link: https://www.econbiz.de/10011312177
Cover Image
A simple approximation to the average effect of the treatment on the treated in panel settings with selective enrolment
Gardner, John Ryan - In: Applied economics letters 25 (2018) 11, pp. 785-790
Persistent link: https://www.econbiz.de/10012129853
Cover Image
Measuring the bid-ask spreads : a note on the potential downward bias of the Thompson-Waller estimator
Otsubo, Yoichi - In: Applied economics letters 22 (2015) 10/12, pp. 808-814
Persistent link: https://www.econbiz.de/10011286079
Cover Image
Gravity models, PPML estimation and the bias of the robust standard errors
Pfaffermayr, Michael - In: Applied economics letters 26 (2019) 18, pp. 1467-1471
Persistent link: https://www.econbiz.de/10012204822
Cover Image
Estimation of household tap water demand function with correction for sample selection bias
Yoo, Seung-hoon - In: Applied economics letters 14 (2007) 13/15, pp. 1079-1082
Persistent link: https://www.econbiz.de/10003606843