Similar Search Results

Bubbles, fundamentals, and investment : a multiple equation testing strategy

Chirinko, Robert S. - In: Journal of monetary economics 38 (1996) 1, pp. 47-76

Persistent link: https://www.econbiz.de/10001207449

A bivariate threshold autoregressive model for the Italian stock market

Dacco, Roberto - 1994

Persistent link: https://www.econbiz.de/10000924812

Nonlinearities and tests of asset price bubbles

Arora, Vipin; Shi, Shuping - In: Empirical economics : a journal of the Institute for … 50 (2016) 4, pp. 1421-1433

Persistent link: https://www.econbiz.de/10011481717

Periodically collapsing Evans bubbles and stock-price volatility

Rotermann, Benedikt; Wilfling, Bernd - In: Economics letters 123 (2014) 3, pp. 383-386

Persistent link: https://www.econbiz.de/10010401222

Misspecification versus bubbles in the stock market : the case for time-varying discount rates

Chen, Lii-tarn - In: Jingji-lunwen 25 (1997) 4, pp. 427-461

Persistent link: https://www.econbiz.de/10001243777

New Keynesian DSGE models : theory, empirical implementation, and specification

Röhe, Oke - 2012

Persistent link: https://www.econbiz.de/10009627655

Efficient probit estimation with partially missing covariates

Conniffe, Denis; O'Neill, Donal - 2009

A common approach to dealing with missing data is to estimate the model on the common subset of data, by necessity throwing away potentially useful data. We derive a new probit type estimator for models with missing covariate data where the dependent variable is binary. For the benchmark case of...