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Improved inference in the evaluation of mutual fund performance using panel bootstrap methods
Blake, David; Caulfield, Tristan; Ioannidis, Christos; … - In: Journal of econometrics 183 (2014) 2, pp. 202-210
Persistent link: https://www.econbiz.de/10010506059
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Bootstrap analysis of mutual fund performance
Huang, Haitao; Jiang, Lei; Leng, Xuan; Peng, Liang - In: Journal of econometrics 235 (2023) 1, pp. 239-255
Persistent link: https://www.econbiz.de/10014434393
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The nonlinear price dynamics of US equity ETFs
Caginalp, Gunduz; DeSantis, Mark; Sayrak, Akin - In: Journal of econometrics 183 (2014) 2, pp. 193-201
Persistent link: https://www.econbiz.de/10010506060
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Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben; Archakov, Ilya; Cebiroglu, Gökhan; … - In: Journal of econometrics 230 (2022) 2, pp. 510-534
Persistent link: https://www.econbiz.de/10013464102
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Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors
Fisher, Mark; Jensen, Mark J. - In: Journal of econometrics 210 (2019) 1, pp. 187-202
Persistent link: https://www.econbiz.de/10012303393
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Bayesian nonparametric learning of how skill is distributed across the mutual fund industry
Fisher, Mark; Jensen, Mark J. - In: Journal of econometrics 230 (2022) 1, pp. 131-153
Persistent link: https://www.econbiz.de/10013441924
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Discrete factor approximations in simultaneous equation models : estimating the impact of a dummy endogenous variable on a continuous outcome
Mroz, Thomas A. - In: Journal of econometrics 92 (1999) 2, pp. 233-274
Persistent link: https://www.econbiz.de/10001400166
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Discrete factor approximations in simultaneous equation models : estimating the impact of a dummy endogenous variable on a continuous outcome
Mroz, Thomas A. - In: Journal of econometrics 92 (1999) 2, pp. 233-274
Persistent link: https://www.econbiz.de/10001400168
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Macroeconomic uncertainty prices when beliefs are tenuous
Hansen, Lars Peter; Sargent, Thomas J. - In: Journal of econometrics 223 (2021) 1, pp. 222-250
Persistent link: https://www.econbiz.de/10012619969
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Daily price limits and destructive market behavior
Chen, Ting; Gao, Zhenyu; He, Jibao; Jiang, Wenxi; Xiong, Wei - In: Journal of econometrics 208 (2019) 1, pp. 249-264
Persistent link: https://www.econbiz.de/10012144975