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Uniqueness of equilibrium payoffs in the stochastic model of bargaining
Evdokimov, Kirill S. - In: Economics letters 188 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012227818
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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
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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
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The optimal disclosure policy in contests with stochastic entry : a Bayesian persuasion perspective
Feng, Xin; Lu, Jingfeng - In: Economics letters 147 (2016), pp. 103-107
Persistent link: https://www.econbiz.de/10011619537
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Disclosure policies in research contests with stochastic entry
Chen, Bo - In: Economics letters 191 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012508516
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Irrational behavior in the AT&T investment game
Farrell, Joseph - In: Economics letters 45 (1994) 4, pp. 471-474
Persistent link: https://www.econbiz.de/10001164461
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A simple nonstationary-volatility robust panel unit root test
Demetrescu, Matei; Hanck, Christoph - In: Economics letters 117 (2012) 1, pp. 10-13
Persistent link: https://www.econbiz.de/10009697993
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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
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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
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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