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Measuring financial cycles in a model-based analysis : empirical evidence for the United States and the euro area
Galati, Gabriele; Hindrayanto, Irma; Koopman, Siem Jan; … - In: Economics letters 145 (2016), pp. 83-87
Persistent link: https://www.econbiz.de/10011618230
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Crypto-environment network connectivity and Bitcoin returns distribution tail behaviour
Caferra, Rocco; Morone, Andrea; Potì, Valerio - In: Economics letters 218 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10013466467
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A switching model with flexible threshold variable : with an application to nonlinear dynamics in stock returns
Massacci, Daniele - In: Economics letters 119 (2013) 2, pp. 199-203
Persistent link: https://www.econbiz.de/10009745760
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A mixed frequency approach for stock returns and valuation ratios
Dergiades, Theologos; Milas, Costas; Panagiōtidēs, … - In: Economics letters 187 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012504317
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Which daily equity returns improve output forecasts?
Jahan-Pavar, Mohammad R.; Lang, William J. - In: Economics letters 243 (2024), pp. 1-6
Persistent link: https://www.econbiz.de/10015080391
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A simple nonparametric conditional quantile estimator for time series with thin tails
Wang, Qiao - In: Economics letters 232 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014464377
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Nearly unbiased estimation of sample skewness
Li, Yifan - In: Economics letters 192 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012508586
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Estimation of dynamic discrete choice models by maximum likelihood and the simulated method of moments
Eisenhauer, Philipp; Heckman, James J.; Mosso, Stefano - 2014
We compare the performance of maximum likelihood (ML) and simulated method of moments (SMM) estimation for dynamic discrete choice models. We construct and estimate a simplified dynamic structural model of education that captures some basic features of educational choices in the United States in...
Persistent link: https://www.econbiz.de/10010418037
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Bayesian inference for duration data with unobserved and unknown heterogeneity : Monte Carlo evidence and an application
Paserman, Marco Daniele (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001896054
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Maximum likelihood estimation and lagrange multiplier tests for panel seemingly unrelated regressions with spatial lag and spatial errors : an application to hedonic housing prices...
Baltagi, Badi H.; Bresson, Georges - 2010
This paper proposes maximum likelihood estimators for panel seemingly unrelated regressions with both spatial lag and spatial error components. We study the general case where spatial effects are incorporated via spatial errors terms and via a spatial lag dependent variable and where the...
Persistent link: https://www.econbiz.de/10009013035