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On the Asymptotic Sizes of Subset Anderson–Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression
Guggenberger, Patrik; Kleibergen, Frank; Mavroeidis, … - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 6, pp. 2649-2666
Persistent link: https://www.econbiz.de/10010046687
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Identification Issues in Forward-Looking Models Estimated by GMM, with an Application to the Phillips Curve
Mavroeidis, Sophocles - In: Journal of money, credit and banking : JMCB 37 (2005) 3, pp. 421-448
Persistent link: https://www.econbiz.de/10006643726
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Rejoinder - Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve
Kleibergen, Frank; Mavroeidis, Sophocles - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 3, pp. 331-339
Persistent link: https://www.econbiz.de/10008309572
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The 2009 Invited Address - Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve
Kleibergen, Frank; Mavroeidis, Sophocles - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 3, pp. 293-310
Persistent link: https://www.econbiz.de/10008309580
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Weak Identification of Forward-looking Models in Monetary Economics
Mavroeidis, Sophocles - In: Oxford bulletin of economics and statistics 66 (2004), pp. 609-636
Persistent link: https://www.econbiz.de/10006428336
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VOLATILITY: NO NEWS IS BAD NEWS - How to augment Garch estimates of volatility with the timing of critical news and data releases
Mavroeidis, Sophocles; Robinson, Gary; Tavill, Suzanne - In: Risk : managing risk in the world's financial markets 11 (1998) 7, pp. 53-55
Persistent link: https://www.econbiz.de/10007062254
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VOLATILITY: NO NEWS IS BAD NEWS - How to augment Garch estimates of volatility with the timing of critical news and data releases
Mavroeidis, Sophocles; Robinson, Gary; Tavill, Suzanne - In: Risk : managing risk in the world's financial markets 11 (1998) 7, pp. 53-55
Persistent link: https://www.econbiz.de/10007062270
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Debt Maturity Choice of Nonpublic Italian Firms
MAGNUSSON, LEANDROM.; MAVROEIDIS, SOPHOCLES - In: Journal of money, credit and banking : JMCB 42 (2010) 2, pp. 443-464
Persistent link: https://www.econbiz.de/10008397039
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Shorter Papers - Monetary Policy Rules and Macroeconomic Stability: Some New Evidence
Mavroeidis, Sophocles - In: The American economic review 100 (2010) 1, pp. 491-504
Persistent link: https://www.econbiz.de/10008404346