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Mimicking portfolios, economic risk premia, and tests of multi-beta models

Balduzzi, Pierluigi; Robotti, Cesare - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 3, pp. 354-368

Persistent link: https://www.econbiz.de/10003754195

Analyzing preference rankings when there are too many alternatives

Lam, Kar Yin (contributor); Koning, Alex J. (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003754256

Tests for unbalanced error component models under local misspecication

Sosa Escudero, Walter (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003754790

Stress testing of probability of default of individuals

Kadeřábek, Petr (contributor); Slabý, Aleš (contributor) - 2008

This paper introduces a model for stress testing of probability of default of individuals. The model rests on assumption that the individual defaults if his savings fall below zero. The probability of default is then described as a function of several macroeconomic indicators such as wages,...

Persistent link: https://www.econbiz.de/10003755162

The effect of high school employment on educational attainment : a conditional difference-in-differences approach

Buscha, Franz; Maurel, Arnaud; Page, Lionel; … - 2008

Using American panel data from the National Educational Longitudinal Study of 1988 (NELS:88) this paper investigates the effect of working during grade 12 on attainment. We exploit the longitudinal nature of the NELS by employing, for the first time in the related literature, a semiparametric...

Persistent link: https://www.econbiz.de/10003755942

Nonlinear alternatives to unit root tests and public finances sustainability : some evidence from Latin American and Caribbean countries

Chortareas, Georgios E.; Kapetanios, George; Uctum, Merih - In: Oxford bulletin of economics and statistics 70 (2008) 5, pp. 645-663

Persistent link: https://www.econbiz.de/10003759120

A simple test for cointegration in dependent panels with structural breaks

Westerlund, Joakim; Edgerton, David L. - In: Oxford bulletin of economics and statistics 70 (2008) 5, pp. 665-704

Persistent link: https://www.econbiz.de/10003759121

On critical values of tests against a change in persistence

Hassler, Uwe; Scheithauer, Jan - In: Oxford bulletin of economics and statistics 70 (2008) 5, pp. 705-710

Persistent link: https://www.econbiz.de/10003759122

Are Asian stock markets efficient? : evidence from new multiple variance ratio tests

Kim, Jae H.; Shamsuddin, Abul - In: Journal of empirical finance 15 (2008) 3, pp. 518-532

Persistent link: https://www.econbiz.de/10003759569

Homogeneity testing in a Weibull mixture model

Mosler, Karl C.; Scheicher, Christoph - In: Statistical papers 49 (2008) 2, pp. 315-332

Persistent link: https://www.econbiz.de/10003644551