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subject:"Share price"
person:"Fornari, Fabio"
~subject:"Theorie"
~person:"Wooldridge, Jeffrey M."
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Fornari, Fabio
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69
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62
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53
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50
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1
Finite population causal standard errors
Abadie, Alberto
;
Athey, Susan
;
Imbens, Guido
; …
-
2014
-
Current version July 2014
Persistent link: https://www.econbiz.de/10011776051
Saved in:
2
Control function methods in applied econometrics
Wooldridge, Jeffrey M.
- In:
Journal of human resources : JHR
50
(
2015
)
2
,
pp. 420-445
Persistent link: https://www.econbiz.de/10011305698
Saved in:
3
Finite population causal standard errors
Abadie, Alberto
;
Athey, Susan
;
Imbens, Guido
; …
-
2014
Persistent link: https://www.econbiz.de/10010393956
Saved in:
4
A simple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rate
Fornari, Fabio
;
Mele, Antonio
-
2001
Persistent link: https://www.econbiz.de/10001581711
Saved in:
5
Recovering the probability density function of asset prices using GARCH as diffusion approximations
Fornari, Fabio
-
2001
Persistent link: https://www.econbiz.de/10013439253
Saved in:
6
Solutions manual and supplementary materials for Econometric analysis of cross section and panel data
Wooldridge, Jeffrey M.
-
2003
Persistent link: https://www.econbiz.de/10001752640
Saved in:
7
Semiparametric estimation of partially linear models for dependent data with generated regressors
Li, Qi
;
Wooldridge, Jeffrey M.
- In:
Econometric theory
18
(
2002
)
3
,
pp. 625-645
Persistent link: https://www.econbiz.de/10001673440
Saved in:
8
Econometric analysis of cross section and panel data ; [Hauptbd.]
Wooldridge, Jeffrey M.
-
2002
Persistent link: https://www.econbiz.de/10001663524
Saved in:
9
Recovering the probability density function of asset prices using garch as diffusion approximations
Fornari, Fabio
;
Mele, Antonio
- In:
Journal of empirical finance
8
(
2001
)
1
,
pp. 83-110
Persistent link: https://www.econbiz.de/10001568294
Saved in:
10
A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables
Wooldridge, Jeffrey M.
- In:
Economics letters
68
(
2000
)
3
,
pp. 245-250
Persistent link: https://www.econbiz.de/10001499209
Saved in:
11
Distribution-free estimation of some nonlinear panel data models
Wooldridge, Jeffrey M.
- In:
Journal of econometrics
90
(
1999
)
1
,
pp. 77-97
Persistent link: https://www.econbiz.de/10001353785
Saved in:
12
Qasi-likelihood methods for count data
Wooldridge, Jeffrey M.
-
1997
Persistent link: https://www.econbiz.de/10001328882
Saved in:
13
Multiplicative panel data models without the strict exogeneity assumption
Wooldridge, Jeffrey M.
- In:
Econometric theory
13
(
1997
)
5
,
pp. 667-678
Persistent link: https://www.econbiz.de/10001232221
Saved in:
14
On two stage least squares estimation of the average treatment effect in a random coefficient model
Wooldridge, Jeffrey M.
- In:
Economics letters
56
(
1997
)
2
,
pp. 129-133
Persistent link: https://www.econbiz.de/10001232400
Saved in:
15
Weak convergence and distributional assumptions for a general class of nonlinear ARCH models
Fornari, Fabio
- In:
Econometric reviews
16
(
1997
)
2
,
pp. 205-227
Persistent link: https://www.econbiz.de/10001220185
Saved in:
16
Econometric methods for fractional response variables with an application to 401 (k) plan participation rates
Papke, Leslie E.
- In:
Journal of applied econometrics
11
(
1996
)
6
,
pp. 619-632
Persistent link: https://www.econbiz.de/10001211082
Saved in:
17
Modeling the changing asymmetry of traditional variances
Fornari, Fabio
- In:
Economics letters
50
(
1996
)
2
,
pp. 197-203
Persistent link: https://www.econbiz.de/10001194690
Saved in:
18
Continuous time conditionally heteroskedastic models : theory with applications to the term structure of interest rates
Fornari, Fabio
- In:
Economic notes : economic review of Banca Monte dei …
24
(
1995
)
2
,
pp. 327-352
Persistent link: https://www.econbiz.de/10001196572
Saved in:
19
Estimation and inference for dependent processes
Wooldridge, Jeffrey M.
-
1994
Persistent link: https://www.econbiz.de/10001327601
Saved in:
20
A stochastic variance model for absolute returns
Fornari, Fabio
- In:
Economics letters
46
(
1994
)
3
,
pp. 211-214
Persistent link: https://www.econbiz.de/10001172371
Saved in:
21
Asymmetrics and nonlinearities in economic activity
Fornari, Fabio
-
1994
Persistent link: https://www.econbiz.de/10013452402
Saved in:
22
Contrastes de especificación en modelos lineales con variables integradas
Wooldridge, Jeffrey M.
-
1993
Persistent link: https://www.econbiz.de/10001339940
Saved in:
23
An empirical investigation of the Box-Cox model and a nonlinear least squares alternative
Berndt, Ernst R.
- In:
Econometric reviews
12
(
1993
)
1
,
pp. 65-102
Persistent link: https://www.econbiz.de/10001141850
Saved in:
24
Estimating variability in the Italian stock market : an ARCH approach
Fornari, Fabio
- In:
Open economies review
4
(
1993
)
4
,
pp. 403-423
Persistent link: https://www.econbiz.de/10001158482
Saved in:
25
Some alternatives to the box-cox regression model
Wooldridge, Jeffrey M.
- In:
International economic review
33
(
1992
)
4
,
pp. 935-955
Persistent link: https://www.econbiz.de/10001133624
Saved in:
26
A test for functional form against nonparametric alternatives
Wooldridge, Jeffrey M.
- In:
Econometric theory
8
(
1992
)
4
,
pp. 452-475
Persistent link: https://www.econbiz.de/10001137705
Saved in:
27
Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
Bollerslev, Tim
- In:
Econometric reviews
11
(
1992
)
2
,
pp. 143-172
Persistent link: https://www.econbiz.de/10001128478
Saved in:
28
A note on computing r-squared and adjusted r-squared for trending and seasonal data
Wooldridge, Jeffrey M.
- In:
Economics letters
36
(
1991
)
1
,
pp. 49-54
Persistent link: https://www.econbiz.de/10001104842
Saved in:
29
Variances and conditional correlations of EMS exchange rates : an analysis with a multivariate GARCH model
Fornari, Fabio
- In:
Journal of foreign exchange and international finance : …
5
(
1991
)
2
,
pp. 114-130
Persistent link: https://www.econbiz.de/10001129339
Saved in:
30
A unified approach to robust, regression-based specification tests
Wooldridge, Jeffrey M.
- In:
Econometric theory
6
(
1990
)
1
,
pp. 17-43
Persistent link: https://www.econbiz.de/10001085419
Saved in:
31
A computationally simple heteroskedasticity and serial correlation robust standard error for the linear regression model
Wooldridge, Jeffrey M.
- In:
Economics letters
31
(
1989
)
3
,
pp. 239-243
Persistent link: https://www.econbiz.de/10001076302
Saved in:
32
Some invariance principles and central limit theorems for dependent heterogeneous processes
Wooldridge, Jeffrey M.
- In:
Econometric theory
4
(
1988
)
2
,
pp. 210-230
Persistent link: https://www.econbiz.de/10001052659
Saved in:
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