Results for Discipline:
Economic Statistics, Econometrics, Business Informatics
Hits 51-60 within 169 documents
Estimating potential outcome distributions using local instrumental variables with an application to changes in college enrollment and wage inequality [journal article]
Source: Journal of Econometrics, 149 (2009) 2. p.191-208
What would Nelson and Plosser find had they used panel unit root tests? [journal article]
Source: Applied Economics, 42 (2010) 12. p.1515-1531
Exchange rate policy and trade balance: a cointegration analysis of the Argentine experience since 1962 [journal article]
Source: Applied Economics, 41 (2009) 20. p.2571-2582
Markov-switching models, rational expectations and the term structure of interest rates [journal article]
Source: Applied Economics, 41 (2009) 3. p.399-412
Analyzing Liquidity and Absorption Limits of Electronic Markets with Volume Durations [journal article]
Source: Quantitative Finance, 8 (2008) 4. p.353-361
Studying co-movements in large multivariate data prior to multivariate modelling [journal article]
Source: Journal of Econometrics, 148 (2009) 1. p.25-35
On Option Pricing Models in the Presence of Heavy Tails [journal article]
Source: Quantitative Finance, 7 (2007) 5. p.563-573
Nonlinearity and structural breaks in Irish PPP relationships: an application of random field regression [journal article]
Source: Applied Economics, (2009). p.25
International R&D spillovers and technological performance in the French economy: an empirical study using random coefficient models [journal article]
Source: Applied Economics, 41 (2009) 8. p.947-976
Regression methods in pricing American and Bermudan options using consumption processes [journal article]
Source: Quantitative Finance, 9 (2009) 3. p.315-327