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This paper is concerned with testing the time series implications of the capital asset pricing model (CAPM) due to Sharpe (1964) and Lintner (1965), when the number of securities, N, is large relative to the time dimension, T, of the return series. In the case of cross-sectionally correlated...
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eight students in Hungary. Instrumental variables estimates of the local average treatment effect suggest that children …
Persistent link: https://www.econbiz.de/10009232333
-employee panel data containing 4,926 foreign acquisitions in Hungary. Matching on pre-acquisition data and controlling for fixed … ; earnings ; wage differentials ; productivity ; difference-in-differences matching ; employer effects ; Hungary …
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We examine the earnings determinants of the self-employed and wage earners in Hungary in the mid-1990's, taking into …
Persistent link: https://www.econbiz.de/10011413298
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, Hungary, Poland and Slovakia to estimate dynamic employment equations for the period immediately before and after the start of … completely unresponsive mode characteristic of central planning, but rapidly caught up with their counterparts in Hungary and …
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