Narrow search
Showing 1 - 8 of 8
Cover Image
Overnight return momentum : evidence from European markets
Dor, Arik Ben; Zeng, Xiaming - In: The journal of portfolio management : JPM 47 (2021) 7, pp. 46-62
Persistent link: https://www.econbiz.de/10012613226
Cover Image
Returns to compulsory schooling in Britain: Evidence from a Bayesian fuzzy regression discontinuity analysis
Chib, Siddhartha; Jacobi, Liana - 2011
In this paper we reevaluate the returns to education based on the increase in the compulsory schooling age from 14 to 15 in the UK in 1947. We provide a Bayesian fuzzy regression discontinuity approach to infer the effect on earnings for a subset of subjects who turned 14 in a narrow window...
Persistent link: https://www.econbiz.de/10010278476
Cover Image
Multivariate stochastic volatility
Chib, Siddhartha; Omori, Yasuhiro; Asai, Manabu - In: Handbook of financial time series, (pp. 365-400). 2009
Persistent link: https://www.econbiz.de/10003833972
Cover Image
Returns to compulsory schooling in Britain : evidence from a Bayesian fuzzy regression discontinuity analysis
Chib, Siddhartha; Jacobi, Liana - 2011
In this paper we reevaluate the returns to education based on the increase in the compulsory schooling age from 14 to 15 in the UK in 1947. We provide a Bayesian fuzzy regression discontinuity approach to infer the effect on earnings for a subset of subjects who turned 14 in a narrow window...
Persistent link: https://www.econbiz.de/10009234002
Cover Image
High-dimensional DSGE models : pointers on prior, estimation, comparison, and prediction
Chib, Siddhartha; Shin, Minchul; Tan, Fei - 2020
Persistent link: https://www.econbiz.de/10012373015
Cover Image
Bayesian fuzzy regression discontinuity analysis and returns to compulsory schooling
Chib, Siddhartha; Jacobi, Liana - In: Journal of applied econometrics 31 (2016) 6, pp. 1026-1047
Persistent link: https://www.econbiz.de/10011686235
Cover Image
High-Dimensional DSGE Models : Pointers on Prior, Estimation, Comparison, and Prediction∗
Chib, Siddhartha; Shin, Minchul; Fei, Tan - 2020
Persistent link: https://www.econbiz.de/10014093585
Cover Image
Factor selection and structural breaks
Chib, Siddhartha; Smith, Simon C. - 2024 - Draft: May 31, 2024
Persistent link: https://www.econbiz.de/10015055696