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Estimation of dynamic discrete choice models by maximum likelihood and the simulated method of moments
Eisenhauer, Phillipp; Heckman, James J.; Mosso, Stefano - 2014
Persistent link: https://www.econbiz.de/10010440137
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Tests of multifactor pricing models, volatility bounds and portfolio performance
Ferson, Wayne E. - 2003
Persistent link: https://www.econbiz.de/10001731377
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A rehabilitation of stochastic discount factor methodology
Cochrane, John H. - 2001
Persistent link: https://www.econbiz.de/10001620944
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Non-cointegration and econometric evaluation of models of regional shift and share
Brown, Scott James; Coulson, N. Edward; Engle, Robert F. - 1990
Persistent link: https://www.econbiz.de/10000786474
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Multiple hypothesis testing in experimental economics
List, John A.; Shaikh, Azeem M.; Xu, Yang - 2016
Persistent link: https://www.econbiz.de/10011431625
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Rationalizing rational expectations? : tests and deviations
D'Haultfœuille, Xavier; Gaillac, Christophe; Maurel, Arnaud - 2018
Persistent link: https://www.econbiz.de/10011979097
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Automated economic reasoning with quantifier elimination
Mulligan, Casey B. - 2016
Persistent link: https://www.econbiz.de/10011584088
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Exact p-values for network interference
Athey, Susan; Eckles, Dean; Imbens, Guido - 2015
Persistent link: https://www.econbiz.de/10011305395
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The factor content of trade
Davis, Donald R.; Weinstein, David E. - 2001
Persistent link: https://www.econbiz.de/10001632890
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An evaluation of multi-factor CIR models using LIBOR, swap rates, and CAP and swaption prices
Jagannathan, Ravi; Kaplin, Andrew; Sun, Steve Guoqiang - 2001
Persistent link: https://www.econbiz.de/10001637620