Narrow search
Showing 1 - 10 of 5,872
Cover Image
A dynamic model of asymmetric price negotiation
Lemieux, James - 2005
Persistent link: https://www.econbiz.de/10003952944
Cover Image
Multi-objective frequentistic model averaging with an application to economic growth
Arvanitis, Stelios; Pinar, Mehmet; Topaloglou, Nikolas - 2024
Persistent link: https://www.econbiz.de/10014497340
Cover Image
Heterogeneity in stock prices : a STAR model with multivariate transition function
Lof, Matthijs - In: Journal of economic dynamics & control 36 (2012) 12, pp. 1845-1854
Persistent link: https://www.econbiz.de/10009701922
Cover Image
Spurious inference in unidentified asset-pricing models
Gospodinov, Nikolaj; Kan, Raymond; Robotti, Cesare - 2014
This paper studies some seemingly anomalous results that arise in possibly misspecified and unidentified linear asset-pricing models estimated by maximum likelihood and one-step generalized method of moments (GMM). Strikingly, when useless factors (that is, factors that are independent of the...
Persistent link: https://www.econbiz.de/10010395978
Cover Image
Generalized aggregation of misspecified models : with an application to asset pricing
Gospodinov, Nikolaj; Maasoumi, Esfandiar - In: Journal of econometrics 222 (2021) 1,2, pp. 451-467
Persistent link: https://www.econbiz.de/10012619705
Cover Image
Does the conditional CAPM work? : evidence from the Istanbul Stock Exchange
Yalçın, Atakan; Erşahin, Nuri - In: Emerging markets finance & trade : a journal of the … 47 (2011) 4, pp. 28-48
Persistent link: https://www.econbiz.de/10009316932
Cover Image
A diagnostic criterion for approximate factor structure
Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier - In: Journal of econometrics 212 (2019) 2, pp. 503-521
Persistent link: https://www.econbiz.de/10012304081
Cover Image
Macro-finance decoupling : robust evaluations of macro asset pricing Models
Cheng, Xu; Dou, Winston Wei; Liao, Zhipeng - 2020
Persistent link: https://www.econbiz.de/10012299129
Cover Image
Time-varying risk premium in large cross-sectional equity data sets
Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier - In: Econometrica : journal of the Econometric Society, an … 84 (2016) 3, pp. 985-1046
Persistent link: https://www.econbiz.de/10011579614
Cover Image
On the computation of detection error probabilities under normality assumptions
Okubo, Masakatsu - In: Economics letters 171 (2018), pp. 106-109
Persistent link: https://www.econbiz.de/10012021850