Showing 1 - 10 of 84
Persistent link: https://www.econbiz.de/10003774693
Persistent link: https://www.econbiz.de/10003428315
Persistent link: https://www.econbiz.de/10003428320
Persistent link: https://www.econbiz.de/10012793096
This paper revisits the least squares estimator of the linear regression with a structural break. We view the model as an approximation to the true data generating process whose exact nature is unknown but perhaps changing over time either continuously or with some jumps. This view is widely...
Persistent link: https://www.econbiz.de/10013035699
We propose a test of the hypothesis of conditional stochastic dominance in the presence of many conditioning variables (whose dimension may grow to infinity as the sample size diverges). Our approach builds on a semiparametric location scale model in the sense that the conditional distribution...
Persistent link: https://www.econbiz.de/10012841891
Persistent link: https://www.econbiz.de/10011705247
Persistent link: https://www.econbiz.de/10003550223
Persistent link: https://www.econbiz.de/10002814643
Persistent link: https://www.econbiz.de/10014311275