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A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency
Barkoulas, John T. - In: Applied financial economics 7 (1997) 6, pp. 635-643
Persistent link: https://www.econbiz.de/10001240792
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Using OLS to estimate and test for structural changes in models with endogenous regressors
Perron, Pierre; Yamamoto, Yohei - In: Journal of applied econometrics 30 (2015) 1, pp. 119-144
Persistent link: https://www.econbiz.de/10011327644
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Nonlinear effects of exchange rate volatility on the volume of bilateral exports
Baum, Christopher F.; Caglayan, Mustafa; Ozkan, Neslihan - In: Journal of applied econometrics 19 (2004) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10001924617
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Instrumental variables methods for the correlated random coefficient model : estimating the average rate of return to schooling when the return is correlated with schooling
Heckman, James J.; Vytlacil, Edward - In: Journal of human resources : JHR 33 (1998) 4, pp. 974-987
Persistent link: https://www.econbiz.de/10001256149
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Persistence in UK share returns : some evidence from disaggregated data
MacDonald, Ronald - In: Applied financial economics 3 (1993) 1, pp. 27-38
Persistent link: https://www.econbiz.de/10001145270
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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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Bayesian estimation of multivariate panel probits with higher-order network interdependence and an application to firms' global market participation in Guangdong
Baltagi, Badi H.; Egger, Peter; Kesina, Michaela - In: Journal of applied econometrics 37 (2022) 7, pp. 1356-1378
Persistent link: https://www.econbiz.de/10013473983
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Identifying factor-augmented vector autoregression models via changes in shock variances
Yamamoto, Yohei; Hara, Naoko - In: Journal of applied econometrics 37 (2022) 4, pp. 722-745
Persistent link: https://www.econbiz.de/10013332683