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A investigation into share prices' conditional heteroscedasticity and non-symmetrical model in the context of South Africa, Nigeria, and Egypt

Ejaz, Abdullah; Polak, Petr; Imran, Zulfiqar Ali - In: Management : journal of contemporary management issues 26 (2021) 1, pp. 189-200

Persistent link: https://www.econbiz.de/10012659646

Implementation-neutral causation in structural models

LeRoy, Stephen F. - In: Contemporary economics 12 (2018) 3, pp. 253-268

Analysts associated with the Cowles Commission attached great importance to the distinction between structural and reduced-form models: in their view structural models, but not reduced-form models, allow the analysis of causal relations. They did not present clear justification for this view....

Persistent link: https://www.econbiz.de/10012177106

Exploring local dependence

Abberger, Klaus - 2002

variables. Often, scalar dependence measures, such as correlation, cannot reflect the complex dependence structure of two …

Persistent link: https://www.econbiz.de/10011545109

Inference for rank-rank regressions

Chetverikov, Denis N.; Wilhelm, Daniel - 2023

small depending on the shape of the copula of child and parent incomes. Second, we derive a general asymptotic theory for … asymptotic theory to other regressions involving ranks that have been used in empirical work. Finally, we apply our new inference …

Persistent link: https://www.econbiz.de/10014480485