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US investors emerging market equity portfolios : a security-level analysis
Edison, Hali J.; Warnock, Francis E. - In: The review of economics and statistics 86 (2004) 3, pp. 691-704
Persistent link: https://www.econbiz.de/10002221598
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Why are the Beveridge-Nelson and unobserved-components decompositions of GDP so different?
Morley, James C.; Nelson, Charles R.; Zivot, Eric - In: The review of economics and statistics 85 (2003) 2, pp. 235-243
Persistent link: https://www.econbiz.de/10001762029
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Have US financial institutions' real estate investments exhibited "trend-chasing" behavior?
Mei, Jianping - In: The review of economics and statistics 79 (1997) 2, pp. 248-258
Persistent link: https://www.econbiz.de/10001222421
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Increasing returns, imperfect competition, and factor prices
Epifani, Paolo; Gancia, Gino Alessandro - In: The review of economics and statistics 88 (2006) 4, pp. 583-598
Persistent link: https://www.econbiz.de/10003393398
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Propensity score-matching methods for nonexperimental causal studies
Dehejia, Rajeev H.; Wahba, Sadek M. - In: The review of economics and statistics 84 (2002) 1, pp. 151-161
Persistent link: https://www.econbiz.de/10001659570
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Valuing time-varying attributes using the hedonic model : when is a dynamic approach necessary?
Bishop, Kelly C.; Murphy, Alvin - In: The review of economics and statistics 101 (2019) 1, pp. 134-145
Persistent link: https://www.econbiz.de/10012039389
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Endogenous stratification in randomized experiments
Abadie, Alberto; Chingos, Matthew M.; West, Martin R. - In: The review of economics and statistics 100 (2018) 4, pp. 567-580
Persistent link: https://www.econbiz.de/10011959654
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Roughing it up : including jump components in the measurement, modeling, and forecasting of return volatility
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X. - In: The review of economics and statistics 89 (2007) 4, pp. 701-720
Persistent link: https://www.econbiz.de/10003567164
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Efficient prediction of excess returns
Faust, Jon; Wright, Jonathan H. - In: The review of economics and statistics 93 (2011) 2, pp. 647-659
Persistent link: https://www.econbiz.de/10009161567
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Nonstationarities in financial time series, the long-range dependence, and the IGARCH effects
Mikosch, Thomas; Starica, Catalin - In: The review of economics and statistics 86 (2004) 1, pp. 378-390
Persistent link: https://www.econbiz.de/10002018201