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The conditional distribution of excess returns : an empirical analysis

Foresi, Silverio; Peracchi, Franco - 1992

Persistent link: https://www.econbiz.de/10000851144

The Conditional Distribution of Excess Returns : An Empirical Analysis

Foresi, Silverio - 2008

In this paper we describe the cumulative distribution function of excess returns conditional on a broad set of predictors that summarize the state of the economy. We do so by estimating a sequence of conditional logit models over a grid of values of the response variable. Our method uncovers...

Persistent link: https://www.econbiz.de/10012768571

Bounded influence methods in econometrics with an application to the censored regression model

Peracchi, Franco - 1987

Persistent link: https://www.econbiz.de/10000780938

Bounded-influence estimators for the Tobit model

Peracchi, Franco

Persistent link: https://www.econbiz.de/10001274640

Educational wage premia and the distribution of earnings : an international perspective

Peracchi, Franco - 2006

Persistent link: https://www.econbiz.de/10003402552

Earnings inequality in international perspective

Peracchi, Franco - In: The causes and consequences of increasing inequality, (pp. 117-152). 2001

Persistent link: https://www.econbiz.de/10001592287

The European community household panel : a review

Peracchi, Franco - In: Empirical economics : a journal of the Institute for … 27 (2002) 1, pp. 63-90

Persistent link: https://www.econbiz.de/10001643320

Lavoro, retribuzioni e pensioni : un confronto tra generazioni di italiani

Peracchi, Franco - In: Ricerche quantitative per la politica economica : …, (pp. 235-270). 2003

Persistent link: https://www.econbiz.de/10001978388

Econometrics

Peracchi, Franco - 2001

Preface. Notation. Regression Models. Sampling. Time Series. Point Estimation. Statistical Accuracy and Hypothesis Testing. The Classical Linear Model: Estimation. Violations of the Ideal Conditions for OLS. Diagnostics Based on the O

Persistent link: https://www.econbiz.de/10001507681

Testing non-nested hypotheses

Peracchi, Franco - In: Ricerche economiche 42 (1988) 1, pp. 68-78

Persistent link: https://www.econbiz.de/10001103818

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