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The constant elasticity of variance model : calibration, test and evidence from the Italian equity market
Ballestra, Luca Vincenzo; Pacelli, Graziella - In: Applied financial economics 21 (2011) 19/21, pp. 1479-1487
Persistent link: https://www.econbiz.de/10009356089
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Introduction to econometrics with theory : a special issue honoring William A. Barnett
Heckman, James J.; Serletis, Apostolos - In: Econometric reviews 34 (2015) 1/5, pp. 1-5
Persistent link: https://www.econbiz.de/10011373318
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Econometrics with theory : a special issue honoring William A. Barnett
Heckman, James J. (contributor);  … - 2015
Persistent link: https://www.econbiz.de/10011373323
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Nonlinearity in the reaction of the foreign exchange market to interest rate differentials : evidence from a small open economy with a long-term peg
Jackman, Mahalia; Craigwell, Roland C.; Doyle-Lowe, Michelle - In: Applied financial economics 23 (2013) 4/6, pp. 287-296
Persistent link: https://www.econbiz.de/10009718935
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A generalized spatial panel data model with random effects
Baltagi, Badi H.; Egger, Peter; Pfaffermayr, Michael - In: Econometric reviews 32 (2013) 5/6, pp. 650-685
Persistent link: https://www.econbiz.de/10009758628
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Treatment effects : a Bayesian perspective
Heckman, James J.; Lopes, Hedibert Freitas; Piatek, Rémi - In: Econometric reviews 33 (2014) 1/4, pp. 36-67
Persistent link: https://www.econbiz.de/10010358478
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Estimating long and short run effects in static panel models
Egger, Peter; Pfaffermayr, Michael - In: Econometric reviews 23 (2004) 3, pp. 199-214
Persistent link: https://www.econbiz.de/10002263037
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The relationship between commercial banks' interest rates and loan sizes : evidence from a small open economy
Moore, W.; Craigwell, Roland C. - In: Applied financial economics 13 (2003) 4, pp. 257-266
Persistent link: https://www.econbiz.de/10001748448
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Reexamining the monetary approach to the exchange rate : the dollar-franc ; 1976 - 90
MacDonald, Ronald - In: Applied financial economics 4 (1994) 6, pp. 423-429
Persistent link: https://www.econbiz.de/10001171660
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The information on inflation in the Australian term structure
Alles, Lakshman - In: Applied financial economics 7 (1997) 6, pp. 721-730
Persistent link: https://www.econbiz.de/10001240744