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The relation between overreaction in forecasts and uncertainty : a nonlinear approach
Leppin, Julian Sebastian - 2014 - This version: November 2014
account impacts from oil price return and oil price volatility on forecast changes. The panel smooth transition regression …
Persistent link: https://www.econbiz.de/10010438928
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Is insurance premium stationary in the U.S.? : panel unit root test based on sequential panel selection method
Vu Thi Hong Phuong; Chang, Tsangyao - In: The empirical economics letters : a monthly … 18 (2019) 12, pp. 1235-1247
Persistent link: https://www.econbiz.de/10012372842
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Nonlinear attractors and asymmetries between non-life insurance premiums and financial markets
Sephton, Peter S.; Mann, Janelle - In: Empirical economics : a journal of the Institute for … 49 (2015) 3, pp. 783-799
Persistent link: https://www.econbiz.de/10011377296
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Asymmetric dynamics of insurance premium : the impact of monetary policy uncertainty on insurance premiums in Japan
Balcilar, Mehmet; Olasehinde-Williams, Godwin Oluseye; … - In: International journal of monetary economics and finance 12 (2019) 3, pp. 233-247
Persistent link: https://www.econbiz.de/10012116071
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Modellierung von mehrjährigen Kreditausfallrisiken
Jobst, Rainer - 2008
Persistent link: https://www.econbiz.de/10003635736
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How much can we trust causal interpretations of fixed-effects estimators in the context of criminality?
Bjerk, David - 2009
Persistent link: https://www.econbiz.de/10003880737
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How much can we trust causal interpretations of fixed-effects estimators in the context of criminality?
Bjerk, David - 2009
Researchers are often interested in estimating the causal effect of some treatment on individual criminality. For example, two recent relatively prominent papers have attempted to estimate the respective direct effects of marriage and gang participation on individual criminal activity. One...
Persistent link: https://www.econbiz.de/10003895082
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Bias corrections for two-step fixed effects panel data estimators
Fernández-Val, Iván (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003428365
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Bias corrections for two-step fixed effects panel data estimators
Fernández-Val, Iván (contributor);  … - 2007
This paper introduces bias-corrected estimators for nonlinear panel data models with both time invariant and time …
Persistent link: https://www.econbiz.de/10003540299
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Panel data tests of return models with applications to global stock returns
Hjalmarsson, Erik - 2005
Persistent link: https://www.econbiz.de/10003553376