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Issue DateTitleAuthor(s)
16-Oct-2013A note on the coefficient of determination in regression models with infinite-variance variables-
16-Oct-2013Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns-
16-Oct-2013Berufliche Weiterbildung und Arbeitsplatzrisiko: Ein Matching-Ansatz-
16-Oct-2013Does Benford's law hold in economic research and forecasting?-
16-Oct-2013Estimation and inference in large heterogeneous panels with a multifactor error structure-
16-Oct-2013General Diagnostic Tests for Cross Section Dependence in Panels-
16-Oct-2013General diagnostic tests for cross section dependence in panels-
16-Oct-2013How informative are macroeconomic risk forecasts? An examination of the Bank of England's inflation forecasts-
16-Oct-2013Marginal effects and significance testing with Heckman's sample selection model: a methodological note-
16-Oct-2013Markov or not Markov - this should be a question-
16-Oct-2013Multicointegration in US consumption data-
16-Oct-2013Random Coefficient Panel Data Models-
16-Oct-2013Random coefficient panel data models-
16-Oct-2013Small sample properties of maximum likelihood versus generalized method of moments based tests for spatially autocorrelated errors-
16-Oct-2013Testing for business cycle asymmetries based on autoregressions with a Markov-switching intercept-
16-Oct-2013Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach-
16-Oct-2013Testing slope homogeneity in large panels-
16-Oct-2013The stock return-inflation puzzle and the asymmetric causality in stock returns, inflation and real activity-
16-Oct-2013Trend und Zyklus im Bruttoinlandsprodukt der Bundesrepublik Deutschland - eine Anmerkung-
16-Oct-2013Unit roots and cointegration in panels-