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The distribution of a Lagrange multiplier test of normality

Deb, Partha; Sefton, Martin - In: Economics Letters 51 (1996) 2, pp. 123-130

Persistent link: https://www.econbiz.de/10005355905

Bayesian analysis of the two-part model with endogeneity: application to health care expenditure

Deb, Partha; Munkin, Murat K.; Trivedi, Pravin K. - In: Journal of applied econometrics 21 (2006) 7, pp. 1081-1100

Persistent link: https://www.econbiz.de/10007390466

Specification and simulated likelihood estimation of a non-normal treatment-outcome model with selection: Application to health care utilization

Deb, Partha; Trivedi, Pravin K. - In: The econometrics journal 9 (2006) 2, pp. 307-331

Persistent link: https://www.econbiz.de/10007419735

Co-movements in International Equity Markets

Darbar, Salim M.; Deb, Partha - In: The journal of financial research : a publ. of the … 20 (1997) 3, pp. 305-322

Persistent link: https://www.econbiz.de/10007367049

Does trading volume have a unit root?

Darbar, Salim; Deb, Partha - In: Applied Economics Letters 2 (1995) 5, pp. 144-147

Time series properties of daily trading volume are examined for 22 New York Stock Exchange (NYSE) firms. Previous studies have found that trading volume of certain financial assets have a unit root. The Phillips-Perron approach, which is robust to heteroskedasticity and non-normality, isused to...

Persistent link: https://www.econbiz.de/10009277491