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Testing the adaptive efficiency of US stock markets : a genetic programming approach

Miles, Stan; Smith, Barry J. - In: Journal of business & economics research 8 (2010) 11, pp. 87-112

Persistent link: https://www.econbiz.de/10008772606

Visibility graph combined with information theory: an estimator of stock market efficiency

Gonçalves, Bruna Amin; Atman, A. P. F. - In: The journal of network theory in finance 3 (2017) 2, pp. 1-15

Persistent link: https://www.econbiz.de/10011730885

Panel data models with nonadditive unobserved heterogeneity : estimation and inference

Fernández-Val, Iván; Lee, Joonhwah - In: Quantitative economics : QE ; journal of the … 4 (2013) 3, pp. 453-481

Persistent link: https://www.econbiz.de/10010252381

Bias in instrumental-variable estimators of fixed-effect models for count data

Jochmans, Koen; Weidner, Martin - 2021 - This version: October 29, 2021

Persistent link: https://www.econbiz.de/10012698513

Panel data models with nonadditive unobserved heterogeneity : estimation and inference

Fernández-Val, Iván; Lee, Joonhwah - In: Quantitative economics : QE ; journal of the … 4 (2013) 3, pp. 453-481

-individual estimators in short panels, we develop bias corrections. These corrections are based on higher-order asymptotic expansions of the … estimators have asymptotic biases of the same order as their asymptotic standard deviations. The bias corrections remove the bias …

Persistent link: https://www.econbiz.de/10011757086