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The determinants of Japan's household saving rate : a cointegration analysis
Horioka, Charles - 1992
Persistent link: https://www.econbiz.de/10000841150
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Neglected heterogeneity and dynamics in cross-country savings regressions
Haque, Nadeem Ul; Pesaran, M. Hashem; Sharma, Sunil - 1999
Persistent link: https://www.econbiz.de/10001354563
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Neglected heterogeneity and dynamics in cross-country savings regressions
Haque, Nadeem Ul; Pesaran, M. Hashem; Sharma, Sunil - 1999
Persistent link: https://www.econbiz.de/10001427883
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The time-varying volatility of earnings and aggregate precautionary savings
Pozzi, Lorenzo - 2011
Persistent link: https://www.econbiz.de/10009720736
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Neglected Heterogeneity and Dynamics in Cross-Country Savings Regressions
International Monetary Fund - 1999
This paper examines the extent to which conclusions of cross-country studies of private savings are robust to allowing … for the possible heterogeneity of savings behavior across countries and the inclusion of dynamics. It shows that … neglecting heterogeneity and dynamics can lead to misleading inferences about the key determinants of savings behavior. The …
Persistent link: https://www.econbiz.de/10014400163
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Constructive identification of the mixed proportional hazards model
Kortram, Ronald A. (contributor) - 1995
Persistent link: https://www.econbiz.de/10000912257
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Some properties of absolute return : an alternative measure of risk
Granger, C. W. J.; Ding, Zhuanxin - 1993
Persistent link: https://www.econbiz.de/10000878163
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Value at risk using the factor-ARCH model
Christiansen, Charlotte - 1998
Persistent link: https://www.econbiz.de/10000994075
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Time-varying risk perceptions and the pricing of risky assets
Friedman, Benjamin M.; Kuttner, Kenneth N. - 1988
Persistent link: https://www.econbiz.de/10000756009
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Too good to be true? : fallacies in evaluating risk factor models
Gospodinov, Nikolaj; Kan, Raymond; Robotti, Cesare - 2017
This paper is concerned with statistical inference and model evaluation in possibly misspecified and unidentified linear asset-pricing models estimated by maximum likelihood and one-step generalized method of moments. Strikingly, when spurious factors (that is, factors that are uncorrelated with...
Persistent link: https://www.econbiz.de/10011757568