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Estimating the arbitrage pricing theory with observed macro factors

Elder, John - In: Economics letters 55 (1997) 2, pp. 241-246

Persistent link: https://www.econbiz.de/10001227342

Chung, Kee H.; Elder, John; Kim, Jang-chul - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 2, pp. 265-291

Persistent link: https://www.econbiz.de/10003990673

Generalized bivariate count data regression models

Gurmu, Shiferaw; Elder, John - In: Economics letters 68 (2000) 1, pp. 31-36

Persistent link: https://www.econbiz.de/10001481921

Flexible bivariate count data regression models

Gurmu, Shiferaw; Elder, John - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 2, pp. 265-274

Persistent link: https://www.econbiz.de/10009657339

Flexible Bivariate Count Data Regression Models

Gurmu, Shiferaw; Elder, John - 2013

The paper develops a semiparametric estimation method for the bivariate count data regression model. We develop a series expansion approach in which dependence between count variables is introduced by means of stochastically related unobserved heterogeneity components, and in which, unlike...

Persistent link: https://www.econbiz.de/10014175927