Showing 1 - 10 of 5,978
-area currencies. First, using dynamic panel techniques, we estimate an error correction model for the dollar real exchange rate versus …
Persistent link: https://www.econbiz.de/10011538958
Persistent link: https://www.econbiz.de/10012231024
Persistent link: https://www.econbiz.de/10011580643
Persistent link: https://www.econbiz.de/10011701289
Persistent link: https://www.econbiz.de/10012060714
Persistent link: https://www.econbiz.de/10011989654
We use administrative panel data on about a quarter of a million students in the German state of Hesse to estimate the …
Persistent link: https://www.econbiz.de/10011812580
Persistent link: https://www.econbiz.de/10011906990
We use administrative panel data on about a quarter of a million students in the German state of Hesse to estimate the …
Persistent link: https://www.econbiz.de/10012129878
of factor jumps. Such jump dependence is implied by standard linear factor models. Our inference is based on a panel of … restriction on the relative magnitude of these two dimensions of the panel. The test is formed from the high‐frequency returns at …
Persistent link: https://www.econbiz.de/10012042424