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Testing affine term structure models in case of transaction costs
Driessen, Joost; Melenberg, Bertrand; Nijman, Theodore E. - In: Journal of econometrics 126 (2005) 1, pp. 201-232
Persistent link: https://www.econbiz.de/10002538651
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Large-scale portfolio allocation under transaction costs and model uncertainty
Hautsch, Nikolaus; Voigt, Stefan - In: Journal of econometrics 212 (2019) 1, pp. 221-240
Persistent link: https://www.econbiz.de/10012303923
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Firms' fundamentals, macroeconomic variables and quarterly stock prices in the US
Bhargava, Alok - In: Journal of econometrics 183 (2014) 2, pp. 241-250
Persistent link: https://www.econbiz.de/10010506049
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Simple tests for stock return predictability with good size and power properties
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Journal of econometrics 224 (2021) 1, pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
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A time-varying true individual effects model with endogenous regressors
Kutlu, Levent; Tran, Kien C.; Tsionas, Efthymios G. - In: Journal of econometrics 211 (2019) 2, pp. 539-559
Persistent link: https://www.econbiz.de/10012303837
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Instrumental variables and the sign of the average treatment effect
Machado, Cecilia; Shaikh, Azeem M.; Vytlacil, Edward - In: Journal of econometrics 212 (2019) 2, pp. 522-555
Persistent link: https://www.econbiz.de/10012304090
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Testing for monotonicity under endogeneity : an application to the reservation wage function
Gutknecht, Daniel - In: Journal of econometrics 190 (2016) 1, pp. 100-114
Persistent link: https://www.econbiz.de/10011591623
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Endogeneity in stochastic frontier models
Amsler, Christine Elaine; Prokhorov, Artem; Schmidt, Peter - In: Journal of econometrics 190 (2016) 2, pp. 280-288
Persistent link: https://www.econbiz.de/10011592266
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The good, the bad and the technology : endogeneity in environmental production models
Kumbhakar, Subal; Tsionas, Efthymios G. - In: Journal of econometrics 190 (2016) 2, pp. 315-327
Persistent link: https://www.econbiz.de/10011592270
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Endogenous environmental variables in stochastic frontier models
Amsler, Christine Elaine; Prokhorov, Artem; Schmidt, Peter - In: Journal of econometrics 199 (2017) 2, pp. 131-140
Persistent link: https://www.econbiz.de/10011897659