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International evidence on time-variation in trend labor productivity growth
Wegmüller, Philipp - 2016 - This version: February 2, 2016
This paper provides international evidence on time-variation in trend productivity growth, based on the dataset for hours worked constructed by Ohanian & Raffo (2012). Applying both the endogenous break tests of Bai & Perron (1998, 2003) and the Stock & Watson (1996, 1998) TVP-MUB methodology,...
Persistent link: https://www.econbiz.de/10011419488
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Evaluating option pricing model performance using model uncertainty
Bams, Dennis; Blanchard, Gildas; Lehnert, Thorsten - 2014
Persistent link: https://www.econbiz.de/10010502926
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Quantifying input uncertainty via simulation confidence intervals
Barton, Russell R.; Nelson, Barry L.; Xie, Wei - In: INFORMS journal on computing : JOC 26 (2014) 1, pp. 74-87
Persistent link: https://www.econbiz.de/10010344158
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A new reciprocal Rayleigh extension : properties, copulas, different methods of estimation and a modified right-censored test for validation
Yousof, Haitham M.; Ali, M. Masoom; Goual, Hafida; … - In: Statistics in transition : an international journal of … 22 (2021) 3, pp. 99-121
-Von-Mises estimation method, and the bootstrapping method. A simulation study was conducted to assess the performances of the proposed …
Persistent link: https://www.econbiz.de/10012655804
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Stock return predictability : evaluation based on interval forecasts
Charles, Amélie; Darné, Olivier; Kim, Jae H. - In: Bulletin of economic research 74 (2022) 2, pp. 363-385
Persistent link: https://www.econbiz.de/10013188680
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A threshold model approach to estimating the abnormal stock returns
Chong, Terence Tai-Leung; Mak, Wing Hei; Yan, Isabel K. M. - In: Annals of financial economics 8 (2013) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10010192088
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On the use of spline regression in the study of congruence in organizational research
Edwards, Jeffrey R.; Parry, Mark E. - In: Organizational research methods : ORM 21 (2018) 1, pp. 68-110
Persistent link: https://www.econbiz.de/10011880088
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Out of shape : the implications of (extremely) nonnormal dependent variables
Certo, S. Trevis; Raney, Kristen; Albader, Latifa; … - In: Organizational research methods : ORM 27 (2024) 2, pp. 195-222
Persistent link: https://www.econbiz.de/10014581654
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Multi-factor default correlation model estimation : enhancement with bootstrapping
Yang, Zhihui; Ray Majumder, Saikat; Shen, Weiwei; Karm, … - In: Journal of risk : JOR 26 (2024) 3, pp. 33-48
Persistent link: https://www.econbiz.de/10014487316
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Standard error biases when using generated regressors in accounting research
Chen, Wei; Hribar, Paul; Melessa, Sam - In: Journal of accounting research 61 (2023) 2, pp. 531-569
Persistent link: https://www.econbiz.de/10014308353