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Flexpaneldid : A Stata Toolbox for Causal Analysis with Varying Treatment Time and Duration
Dettmann, Eva - 2020
The paper presents a modification of the matching and difference-in-differences approach of Heckman et al. (1998) for the staggered treatment adoption design and a Stata tool that implements the approach. This flexible conditional difference-in-differences approach is particularly useful for...
Persistent link: https://www.econbiz.de/10012823265
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Short and long run movements in US merger activity
Crook, Jonathan N. - In: Review of industrial organization : RIO 11 (1996) 3, pp. 307-323
Persistent link: https://www.econbiz.de/10001204574
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Time series explanations of merger activity : some econometric results
Crook, Jonathan N. - In: International review of applied economics 9 (1995) 1, pp. 59-85
Persistent link: https://www.econbiz.de/10001174979
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Merger waves and the structure of merger and acquisition time series
Town, Robert J. - 1991
Persistent link: https://www.econbiz.de/10000808222
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Merger and acquire of series : a new approach of time series modeling
Kumar, Jitendra; Agiwal, Varun - 2018
Present paper proposes an autoregressive time series model to study the behaviour of merger and acquire concept which … proposed merged autoregressive (M-AR) model is to study the impact of merger in the parameters as well as acquired series … know the significance of the merger series. A simulation as well as empirical study is illustrated. …
Persistent link: https://www.econbiz.de/10011948485
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Fractional integration and cointegration in merger and acquisitions in the US petroleum industry
Monge, Manuel; Gil-Alaña, Luis A. - In: Applied economics letters 23 (2016) 10/12, pp. 701-704
Persistent link: https://www.econbiz.de/10011628404
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On the efficiency of unobserved components models : a comment
Goldrian, Georg - In: Jahrbücher für Nationalökonomie und Statistik 224 (2004) 6, pp. 751-755
Persistent link: https://www.econbiz.de/10002419404
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Dynamic efficiency and arbitrage potential in Bitcoin : a long-memory approach
Duan, Kun; Li, Zeming; Urquhart, Andrew; Ye, Jinqiang - In: International review of financial analysis 75 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012804143
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Efficient Filtering in State-Space Representations
DeJong, David N. - 2009
We develop a numerical procedure that facilitates efficient filtering in applications involving non-linear and non-Gaussian state-space models. The procedure approximates necessary integrals using continuous approximations of target densities. Construction is achieved via efficient importance...
Persistent link: https://www.econbiz.de/10012719464
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Is the foreign exchange market efficiency adaptive? : the empirical evidence from India
Khuntia, Sashikanta; Pattanayak, Jamini Kanta; … - In: Journal of Asia Pacific business 19 (2018) 4, pp. 261-285
Persistent link: https://www.econbiz.de/10011955261