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Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings

Hillebrand, Eric; Mikkelsen, Jakob Guldbæk; Spreng, Lars; … - 2020

Persistent link: https://www.econbiz.de/10012433967

Tails, fears and risk premia

Bollerslev, Tim; Todorov, Viktor - 2009

Persistent link: https://www.econbiz.de/10003849565

Estimation of jump tails

Bollerslev, Tim; Todorov, Viktor - 2010

Persistent link: https://www.econbiz.de/10003959796

Jump tails, extreme dependencies, and the distribution of stock returns

Bollerslev, Tim; Todorov, Viktor - 2010

Persistent link: https://www.econbiz.de/10008659419

Testing for time-varying loadings in dynamic factor models

Mikkelsen, Jakob Guldbæk - 2017

Persistent link: https://www.econbiz.de/10011706038

Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors

Bennedsen, Mikkel; Hillebrand, Eric; Koopman, Siem Jan - 2019

Persistent link: https://www.econbiz.de/10012316908

Dealing with Imperfect Randomization : Inference for the HighScope Perry Preschool Program

Heckman, James J.; Pinto, Rodrigo; Shaikh, Azeem M. - National Bureau of Economic Research - 2023

This paper considers the problem of making inferences about the effects of a program on multiple outcomes when the assignment of treatment status is imperfectly randomized. By imperfect randomization we mean that treatment status is reassigned after an initial randomization on the basis of...

Persistent link: https://www.econbiz.de/10014447303