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Oct 30 2018 |
Alexander Falter and Dennis Wesselbaum |
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Correlated shocks in estimated DSGE models |
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Abstract Contact Information Citation Full Text - Note |
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Dec 01 2017 |
José Antonio Núñez-Mora , Roberto Joaquín Santillán-Salgado and Leovardo Mata |
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Efficient portfolios and the generalized hyperbolic distribution |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Jul 08 2017 |
Pierre O. De souza , Tiago P. Filomena , João F. Caldeira , Denis Borenstein and Marcelo B. Righi |
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Risk parity in the brazilian market |
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Abstract Contact Information Citation Full Text - Note |
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May 01 2017 |
Ion Lapteacru |
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Murphy-Topel adjustment of the variance-covariance matrix of a two-step panel data model: Evidence from competition-fragility nexus in banking |
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Abstract Contact Information Citation Full Text - Note |
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Nov 27 2016 |
Bala Dahiru Abdullahi |
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Time-Varying VAR with Stochastic Volatility and Monetary Policy Dynamics in Nigeria |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Aug 11 2016 |
Katsuhiro Sugita |
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Bayesian inference in Markov switching vector error correction model |
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Abstract Contact Information Citation Full Text - Note |
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Jul 24 2015 |
Nikolaos Kourogenis |
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Polynomial Trends, Nonstationary Volatility and the Eicker-White Asymptotic Variance Estimator |
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Abstract Contact Information Citation Full Text - Note |
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Dec 23 2013 |
M. Hossein Partovi |
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Hedging and Leveraging: Principal Portfolios of the Capital Asset Pricing Model |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Mar 07 2013 |
Marcel die Dama , Boniface ngah Epo and Galex syrie Soh |
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Developing a two way error component estimation model with disturbances following a special autoregressive (4) for quarterly data |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Oct 30 2012 |
Robert F. Phillips |
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On computing generalized least squares and maximum-likelihood estimates of error-components models with incomplete panels and correlated disturbances |
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Abstract Contact Information Citation Full Text - Note |
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Nov 08 2010 |
Masato Ubukata |
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Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market |
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Abstract Contact Information Citation Full Text - Note |
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Jul 06 2009 |
Andrea Monticini and David Peel |
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Testing for central bank independence and inflation using the wild bootstrap
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Abstract Contact Information Citation Full Text - Note |
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Sep 30 2008 |
Naorayex K Dastoor |
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A simple explanation for the non-invariance of a Wald statistic to a reformulation of a null hypothesis |
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Abstract Contact Information Citation Full Text - Note |
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May 21 2008 |
Chiara Monfardini and Joao Santos Silva |
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What can we learn about correlations from multinomial probit estimates? |
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Abstract Contact Information Citation Full Text - Note |
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Jan 21 2008 |
Daisuke Nagakura |
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A note on the relationship between the information matrx test and a score test for parameter constancy |
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Abstract Contact Information Citation Full Text - Note |
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Sep 18 2007 |
Sheng-Kai Chang |
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The asymptotic global power comparisons of the GMM overidentifying restrictions tests |
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Abstract Contact Information Citation Full Text - Note |
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