Narrow search
Showing 1 - 10 of 256
Cover Image
Decomposing abnormal returns in stochastic linear models
Lin, Carl - In: Economics letters 118 (2013) 1, pp. 143-147
Persistent link: https://www.econbiz.de/10009706847
Cover Image
Stochastic dominance and optimal portfolio
Dachraoui, Kaïs; Dionne, Georges - In: Economics letters 71 (2001) 3, pp. 347-354
Persistent link: https://www.econbiz.de/10001574262
Cover Image
Monotonicity of savings function in Endogenous Gridpoint Method with stochastic portfolio returns
Huang, Tiancheng; Khemka, Gaurav; Chong, Wing Fung - In: Economics letters 239 (2024), pp. 1-4
Persistent link: https://www.econbiz.de/10015076675
Cover Image
Exponential functionals of integrated processes
Lee, Jungick; Jong, Robert M. de - In: Economics letters 100 (2008) 2, pp. 181-184
Persistent link: https://www.econbiz.de/10003768194
Cover Image
The CUSUM of squares test for the stability of regression models with non-stationary regressors
Lu, Xinhong; Maekawa, Koichi; Lee, Sangyeol - In: Economics letters 100 (2008) 2, pp. 234-237
Persistent link: https://www.econbiz.de/10003768237
Cover Image
Strict stationarity and mixing properties of asymmetric power GARCH models allowing a signed volatility
Lee, O.; Shin, Dong-wan - In: Economics letters 84 (2004) 2, pp. 167-173
Persistent link: https://www.econbiz.de/10002116204
Cover Image
The method of endogenous gridpoints for solving dynamic stochastic optimization problems
Carroll, Chris - In: Economics letters 91 (2006) 3, pp. 312-320
Persistent link: https://www.econbiz.de/10003333605
Cover Image
GLS-detrending and regime-wise stationarity testing in small samples
Lopez, Claude - In: Economics letters 104 (2009) 2, pp. 99-101
Persistent link: https://www.econbiz.de/10003870503
Cover Image
Initial conditions and stationarity tests
Busetti, Fabio - In: Economics letters 105 (2009) 3, pp. 296-299
Persistent link: https://www.econbiz.de/10003931092
Cover Image
On the existence of the maximum likelihood estimates in Poisson regression
Silva, João Santos; Tenreyro, Silvana - In: Economics letters 107 (2010) 2, pp. 310-312
Persistent link: https://www.econbiz.de/10003992339