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Downside variance risk premium
Feunou, Bruno; Jahan-Parvar, Mohammad R.; Okou, Cedric - 2015
Persistent link: https://www.econbiz.de/10011408562
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Stress-testing US bank holding companies : a dynamic panel quantile regression approach
Covas, Francisco B.; Rump, Ben; Zakrajšek, Egon - 2013
Persistent link: https://www.econbiz.de/10010431725
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Revealing cluster structures based on mixed sampling frequencies
Rho, Yeonwoo; Liu, Yun; Ahn, Hie Joo - 2020
Persistent link: https://www.econbiz.de/10012389465
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Hawkish or dovish Fed? : estimating a time-varying reaction function of the Federal Open Market Committee's median participant
González-Astudillo, Manuel; Tanvir, Rakeen - 2023
Persistent link: https://www.econbiz.de/10014490716
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Confidence intervals for long-horizon predictive regressions via reverse regressions
Wei, Min; Wright, Jonathan H. - 2009
Persistent link: https://www.econbiz.de/10003867244
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Missing variation in the Great Moderation : lack of signal error and OLS regression
Nalewaik, Jeremy - 2014
Persistent link: https://www.econbiz.de/10010433458
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Gestation lags and the relationship between investment and q in regressions
Millar, Jonathan N. - 2005
Persistent link: https://www.econbiz.de/10002873599
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The stability of dummy variable price measures obtained from hedonic regressions
Aizcorbe, Ana M. - 2003
Persistent link: https://www.econbiz.de/10001781903
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Learning by doing and the value of optimal experimentation
Wieland, Volker - 1996
Persistent link: https://www.econbiz.de/10000931476
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Better bunching, nicer notching
Bertanha, Marinho; McCallum, Andrew H.; Seegert, Nathan - 2020 - This draft: August 14, 2020
Persistent link: https://www.econbiz.de/10012437923