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Does illiquidity matter? : an errors-in-variables perspective
Racicot, François-Éric; Rentz, William F. - In: Estudios de economía aplicada : revista promovida por … 36 (2018) 1, pp. 251-262
Persistent link: https://www.econbiz.de/10011972726
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Risk aversion among Australian households
Breunig, Robert; Freestone, Owen - 2019
Persistent link: https://www.econbiz.de/10012223777
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GMM Estimation with Noncausal Instruments Under Rational Expectations
Lof, Matthijs - 2011
There is hope for the generalized method of moments (GMM). Lanne and Saikkonen (2011) show that the GMM estimator is … distributional assumptions, that do not always hold. In particular under rational expectations, the GMM estimator is found to be …
Persistent link: https://www.econbiz.de/10013117256
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Accuracy of method of moments based inference
Poldermans, Rutger W - 2017
Persistent link: https://www.econbiz.de/10011719788
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Instrument strength in IV estimation and inference : a guide to theory and practice
Keane, Michael P.; Neal, Timothy - In: Journal of econometrics 235 (2023) 2, pp. 1625-1653
Persistent link: https://www.econbiz.de/10014471419
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Identifying the impact of deterrence on crime : internal versus external instruments
Bun, Maurice J. G. - In: Applied economics letters 22 (2015) 1/3, pp. 204-208
Persistent link: https://www.econbiz.de/10010481976
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Volatility in cereal prices : intra- versus inter-annual volatility
Ott, Hervé - In: Journal of agricultural economics 65 (2014) 3, pp. 557-578
Persistent link: https://www.econbiz.de/10010467381
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The Euler equation around the world
Stracca, Livio - In: The B.E. journal of macroeconomics 17 (2017) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10011743292
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Wage inequality's decreasing effect on enterprise operating revenues
Aarstad, Jarle; Kvitastein, Olav Andreas - In: Economies : open access journal 11 (2023) 7, pp. 1-8
This study assesses whether wage inequality affects enterprises' operating revenues and whether operating revenues reversely affect wage inequality. To study our research questions, we analyze panel data from Norway and find that wage inequality decreases operating revenues. I.e., increasing...
Persistent link: https://www.econbiz.de/10014321387
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A new structural break test for panels with common factors
Zhu, Huanjun; Sarafidis, Vasilis; Silvapulle, Mervyn J. - In: The econometrics journal 23 (2020) 1, pp. 137-155
Persistent link: https://www.econbiz.de/10012167253