Our study reexamines standard econometric approaches for the detection of information asymmetries on insurance markets. We claim that evidence based on a standard framework with 2 equations, which uses potential sources of information asymmetries, should stress the importance of heterogeneity in...

We review the Stata statistical package and evaluate its suitability for applied research.

In this paper, we try to answer if the empirical evidence on the Greek fiscal policy has been consistent with the government intertemporal budget constraint during two tested periods, 1833 to 2009 and 1960 to 2009. The recent Greek debt crisis provides a unique opportunity to test whether...

We explore the role of trade volume, trade direction, and the duration between trades in explaining price dynamics and volatility using an Asymmetric Autoregressive Conditional Duration model applied to intraday transactions data. Our results suggest that volume, direction and duration are...

The goal of this paper is to examine the importance of permanent and transitory shocks in explaining variations in stock prices for Singapore, Taiwan, and South Korea using a trend-cycle decomposition technique. This study is novel in that in measuring the impact of shocks we not only impose...

Chapter 1. Introductory Developments -- Chapter 2. The Simple Regression Model -- Chapter 3. The Multiple Regression Model -- Chapter 4. Heteroskedasticity and Autocorrelation of Errors -- Chapter 5. Problems With Explanatory Variables -- Chapter 6. Distributed Lag Models -- Chapter 7. An...

Count Data Regression: Modelling Diversification in Sports Participation in Spain -- Modeling and Analysis of Discrete Response Data: Applications to Public Opinion on Marijuana Legalization in the United States -- Random Logit Model: An application to demand estimation for differentiated...