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Testing a Parametric Model Against a Semiparametric Alternative.

Horowitz, J.L.; Hardle, W. - Department of Economics, Tippie College of Business - 1992

Persistent link: https://www.econbiz.de/10005233339

Airport Noise and Duration Costs in Housing Markets.

Gillen, D.W.; Levesque, T.J. - Department of Economics, School of Business and Economics - 1991

Persistent link: https://www.econbiz.de/10005242938

An Ordered Probit Analysis of Transaction Stock Prices.

Hausman, J.A.; Lo, A.W.; MacKinlay, A.C. - Rodney L. White Center for Financial Research, Wharton … - 1991

Persistent link: https://www.econbiz.de/10005245291

Bayesian Inference and Portfolio Efficiency.

Kandel, S.; Stambaugh, R.F.; McCulloch, R. - Rodney L. White Center for Financial Research, Wharton … - 1993

Persistent link: https://www.econbiz.de/10005245340

Stable Modeling of Value at Risk.

Khindanova, I.N.; Rachev, S.T.; Schwartz, E. - 2000

-testing - do not provide satisfactory evaluation of possible losses. In this paper we analyze the use of stable Paretian …

Persistent link: https://www.econbiz.de/10005245539

On a Generalisation of the Gini Coefficient.

Barrett, C.R.; Salles, M. - Department of Economics, University of Birmingham - 1992

Persistent link: https://www.econbiz.de/10005245959

A Note on the Maximum Likelihood Estimation of Seemingly Unrelated Regressions Model with Unequal Numbers of Observations.

Gouranga Rao, U.L. - Department of Economics, Dalhousie University - 1991

Persistent link: https://www.econbiz.de/10005245973

How Big is Big Enough? The Problem of Adequate Sample Size in Empirical Studies of Labour Supply.

Gordon, D.V.; Osberg, L.; Phipps, S. - Department of Economics, Dalhousie University - 1991

Persistent link: https://www.econbiz.de/10005245975

PPP Strikes Back; Aggregation and the Real Exchange Rate

Mumtaz, Haroon; Imbs, Jean; Ravn, Morten O.; Rey, Helene - International Monetary Fund (IMF) - 2003

We show the importance of a dynamic aggregation bias in accounting for the PPP puzzle. We prove that established time-series and panel methods substantially exaggerate the persistence of real exchange rates because of heterogeneity in the dynamics of disaggregated relative prices. When...

Persistent link: https://www.econbiz.de/10005248142

Seraching for Additive Outliers in Nonstationary Time Series.

Perron, P.; Rodriguez, G. - Département d'Économie / Department of Economics, … - 2000

of outliers. We show that this iterative method is incorrect and derice the appropriate limiting distribution of the test …

Persistent link: https://www.econbiz.de/10005368912