This paper gives sufficient conditions for the continuity of the solution mappings of parametric non-weak vector Ky Fan inequality problems with moving cones. The main results of the paper are new and are obtained under an assumption different from the known density hypothesis. They are written...

In this presentation, we introduce the command frcount for estimating the fractional response model with an endogenous count variable. The endogeneity of the right-hand-side count variable is controlled for under the presence of unobserved heterogeneity. We briefly discuss the model, estimation...

We analyse four years of transaction data for euro-area sovereign bonds traded on the MTS electronic platforms. In order to measure the informational content of trading activity, we estimate the permanent price response to trades. We not only find strong evidence of information asymmetry in...