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Le phénomène de "Mean Reversion" dans les prix boursiers : survol théorique et évidence sur le marché Suisse

Christen, François - 1994

Persistent link: https://www.econbiz.de/10000901463

Auction theory : a summary with applications to treasury markets

Das, Sanjiv R.; Sundaram, Rangarajan K. - 1997

Persistent link: https://www.econbiz.de/10000619539

Life expectancy, schooling, and lifetime labor supply : theory and evidence revisited

Cervellati, Matteo; Sunde, Uwe - 2013

Persistent link: https://www.econbiz.de/10009734266

Life expectancy, schooling, and lifetime labor supply : theory and evidence revisited

Cervellati, Matteo; Sunde, Uwe - 2013

This paper presents a theoretical and empirical analysis of the role of life expectancy for optimal schooling and lifetime labor supply. The results of a simple prototype Ben-Porath model with age-specific survival rates show that an increase in lifetime labor supply is not a necessary, nor a...

Persistent link: https://www.econbiz.de/10009721323

Continuous-time linear models

Cochrane, John H. - 2012

Persistent link: https://www.econbiz.de/10009710832

Unit roots and cointegration in panels

Breitung, Jörg (contributor); … - 2005

hypothesis testing and estimation problems are further complicated by the possibility of cross section cointegration which could …This paper provides a review of the literature on unit roots and cointegration in panels where the time dimension (T … degrees, the dependence that might prevail across the different units in the panel. In the analysis of cointegration the …