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Momentum and crash sensitivity
Ruenzi, Stefan; Weigert, Florian - In: Economics letters 165 (2018), pp. 77-81
Persistent link: https://www.econbiz.de/10011973844
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Exact inference in diagnosing Value-at-Risk estimates : a Monte Carlo device
Herwartz, Helmut - In: Economics letters 103 (2009) 3, pp. 160-162
Persistent link: https://www.econbiz.de/10003854913
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Sensitivity checks for the local average treatment effect
Huber, Martin - In: Economics letters 123 (2014) 2, pp. 220-223
Persistent link: https://www.econbiz.de/10010400276
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Envelope and sensitivity analysis 'in the large'
Chavas, Jean-Paul - In: Economics letters 70 (2001) 3, pp. 295-301
Persistent link: https://www.econbiz.de/10001549885
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Sample sensitivity for two-step and continuous updating GMM estimators
Onishi, Rikuto; Otsu, Taisuke - In: Economics letters 198 (2021), pp. 1-4
Persistent link: https://www.econbiz.de/10012605790
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Data-driven sensitivity analysis for matching estimators
Cerulli, Giovanni - In: Economics letters 185 (2019), pp. 1-5
Persistent link: https://www.econbiz.de/10012304959
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Sensitivity of the bounds on the ATE in the presence of sample selection
Lafférs, Lukáš; Nedela, Roman - In: Economics letters 158 (2017), pp. 84-87
Persistent link: https://www.econbiz.de/10011849819
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When is it really justifiable to ignore explanatory variable endogeneity in a regression model?
Kiviet, J. F. - In: Economics letters 145 (2016), pp. 192-195
Persistent link: https://www.econbiz.de/10011618403
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Background risk and self-protection
Lee, Kangoh - In: Economics letters 114 (2012) 3, pp. 262-264
Persistent link: https://www.econbiz.de/10009550793
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Insurance provision under a solvency requirement
Hoy, Michael - In: Economics letters 3 (1988), pp. 273-276
Persistent link: https://www.econbiz.de/10001056159