Narrow search
Showing 1 - 10 of 13,933
Cover Image
Official forecasts and management of oil windfalls
Harding, Torfinn; Ploeg, Frederick van der - In: International tax and public finance 20 (2013) 5, pp. 827-866
Persistent link: https://www.econbiz.de/10010231152
Cover Image
Extracting statistical factors when betas are time-varying
Gagliardini, Patrick; Ma, Hao - 2019 - This version: July 2019
This paper deals with identification and inference on the unobservable conditional factor space and its dimension in large unbalanced panels of asset returns. The model specification is nonparametric regarding the way the loadings vary in time as functions of common shocks and individual...
Persistent link: https://www.econbiz.de/10012176811
Cover Image
Essays on consumption and expected returns
Yogo, Motohiro - 2004
Persistent link: https://www.econbiz.de/10003387664
Cover Image
A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
Hoogerheide, Lennart; Opschoor, Anne; Dijk, Herman K. van - In: Journal of econometrics 171 (2012) 2, pp. 101-120
Persistent link: https://www.econbiz.de/10009691174
Cover Image
Bayesian analysis of instrumental variable models : acceptance-rejection within direct Monte Carlo
Zellner, Arnold; Ando, Tomohiro; Baştürk, Nalan; … - 2012
Persistent link: https://www.econbiz.de/10009722969
Cover Image
Bayesian analysis of instrumental variable models : acceptance-rejection within Direct Monte Carlo
Zellner, Arnold; Ando, Tomohiro; Baştürk, Nalan; … - In: Econometric reviews 33 (2014) 1/4, pp. 3-35
Persistent link: https://www.econbiz.de/10010357826
Cover Image
Two-stage Bayesian model averaging in endogenous variable models
Lenkoski, Alex; Eicher, Theo S.; Raftery, Adrian E. - In: Econometric reviews 33 (2014) 1/4, pp. 122-151
Persistent link: https://www.econbiz.de/10010358357
Cover Image
Bayesian analysis of instrumental variable models : the potential of direct Monte Carlo
Zellner, Arnold; Ando, Tomohiro; Basturk, Nalan; … - 2012
Persistent link: https://www.econbiz.de/10010191002
Cover Image
Instrument-free identification and estimation of differentiated products models using cost data
Byrne, David P.; Imai, Susumu; Jain, Neelam; Sarafidis, … - In: Journal of econometrics 228 (2022) 2, pp. 278-301
Persistent link: https://www.econbiz.de/10013441750
Cover Image
A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
Hoogerheide, Lennart; Opschoor, Anne; Dijk, Herman K. van - 2012
Persistent link: https://www.econbiz.de/10009722688