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Pro-cyclicality beyond business cycle

Bräutigam, Marcel; Dacorogna, Michel M.; Kratz, Marie - In: Mathematical finance : an international journal of … 33 (2023) 2, pp. 308-341

Persistent link: https://www.econbiz.de/10014278671

Synthetic difference-in-differences estimation

Clarke, Damian; Pailañir, Daniel; Athey, Susan; … - 2023

units are available over time. We lay out the theory underlying SDID, both when there is a single treatment adoption date … and when adoption is staggered over time, and discuss estimation and inference in each of these cases. We introduce the … sdid command which implements these methods in Stata, and provide a number of examples of use, discussing estimation …

Persistent link: https://www.econbiz.de/10013540490

Predictive analytics improves sales forecasts for a pop-up retailer

Smith, Marlene A.; Côté, Murray J. - In: INFORMS journal on applied analytics 52 (2022) 4, pp. 379-389

Persistent link: https://www.econbiz.de/10013352903

Estimation of random components and prediction in one and two-way error component regression models

Sharma, Subhash Chandra; Bera, Anil K. - In: Journal of quantitative economics 19 (2021), pp. 419-441

Persistent link: https://www.econbiz.de/10013441736

Smoothed gradient least squares estimator for linear threshold models

Sun, Yiguo - In: Econometric reviews 43 (2024) 7, pp. 490-517

Persistent link: https://www.econbiz.de/10014551819

Likelihood analysis of seasonal cointegration

Johansen, Søren - 1997

Persistent link: https://www.econbiz.de/10013420119

Lectures on advanced econometric theory

Sargan, John Denis - 1988

Persistent link: https://www.econbiz.de/10013501456

A service of the