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Non-linear predictability in stock and bond returns : when and where is it exploitable?
Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - 2008
Persistent link: https://www.econbiz.de/10003741408
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Nonparametric analysis of treatment effects in ordered response models
Boes, Stefan - 2007
This paper deals with the identification of treatment effects when the outcome variable is ordered. If outcomes are measured ordinally, previously developed methods to investigate the impact of an endogenous binary regressor on average outcomes cannot be applied as the expectation of an ordered...
Persistent link: https://www.econbiz.de/10003892435
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An efficient large-sample test for normality and homoscedasticity of regression residuals
Jarque, Carlos M.; Bera, A. K. - 1981
Persistent link: https://www.econbiz.de/10003489412
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An efficient large-sample test for normality of observations and regression residuals
Bera, Anil K.; Jarque, Carlos M. - 1981
Persistent link: https://www.econbiz.de/10003489441
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Risk and rationality: uncovering heterogeneity in probability distortion
Bruhin, Adrian (contributor); Fehr-Duda, Helga (contributor) - 2007 - Rev. version
estimating a finite mixture regression model for three different experimental data sets, two Swiss and one Chinese, over a large …. -- individual risk taking behavior ; latent heterogeneity ; finite mixture regression models …
Persistent link: https://www.econbiz.de/10003459633
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Semiparametric sieve-type GLS inference in regressions with long-range dependence
Kapetanios, George (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003428547
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Does the macroeconomy predict UK asset returns in a nonlinear fashion? : comprehensive out-of-sample evidence
Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - 2010
Persistent link: https://www.econbiz.de/10008668600
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IV estimation of a panel threshold model of tourism specialization and economic development
Chang, Chia-Lin; Khamkaew, Thanchanok; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008670045
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Labour supply disincentives of income support : an analysis of single mothers with no qualifications in the UK
Soobedar, Zeenat - 2009
qualifications in the UK. It uses a regression discontinuity approach that exploits the age-eligibility rule establishing automatic … ; Regression discontinuity …
Persistent link: https://www.econbiz.de/10003933915
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Disability benefits : a substitute for income support for single mothers with no qualifications in the UK
Soobedar, Zeenat - 2009
; Disability benefits ; Regression discontinuity …
Persistent link: https://www.econbiz.de/10003933918