Search Results - subject:"STANDARD ERRORS"

IFRS Adoption and The Value-Relevance of Financial Statements Figures in Nigeria

Imhanzenobe, Japhet; Vincent, Olusegun; Aworinde, Olalekan - In: Journal of Accounting and Management Information … 23 (2024) 1, pp. 189-214

-Kraay standard errors (DKSE) and Panel-corrected standard errors (PCSE) to anticipate autocorrelation, heteroscedasticity, and cross …

Persistent link: https://www.econbiz.de/10015196030

Non-standard errors in carbon premia

Beyer, Victor; Bauckloh, Michael Tobias - 2024

-minus-green portfolios create substantial non-standard errors. From 2009 to 2022, the mean carbon premium is -0.16% per month, with a non …-standard error of 0.26%. Additionally, there is significant time-series variation in non-standard errors, which correlates with …

Persistent link: https://www.econbiz.de/10014633303

Non-standard errors

Menkveld, Albert J.; Valente, Giorgio - 2024

Persistent link: https://www.econbiz.de/10014500986

Pull factors and capital inflows : empirical insights from transformative dynamics in Southeast Europe

Ganić, Mehmed; Gavranović, Nedim - In: Naše gospodarstvo : NG 70 (2024) 4, pp. 12-22

(FE) regression model with robust Driscoll-Kraay standard errors to address issues of heteroskedasticity, autocorrelation …

Persistent link: https://www.econbiz.de/10015182970

Non-standard errors in carbon premia

Beyer, Victor; Bauckloh, Michael Tobias - 2024

Persistent link: https://www.econbiz.de/10014631855

Non-standard errors in asset pricing : mind your sorts

Soebhag, Amar; Vliet, Bart van; Verwijmeren, Patrick - In: Journal of empirical finance 78 (2024), pp. 1-18

Persistent link: https://www.econbiz.de/10015101621

Improved inference in financial factor models

Beck, Elliot; De Nard, Gianluca; Wolf, Michael - 2023

and Fama-French factor models. This feature necessitates the use of heteroskedasticity consistent (HC) standard errors to … adaptive least squares (ALS) to estimate model parameters generally leads to smaller HC standard errors compared to ordinary …

Persistent link: https://www.econbiz.de/10014278560

Sample sizes for reliably estimating lower and upper income shares in income distribution analysis

Beach, Charles M. - 2023

This paper uses distribution-free formulas for the asymptotic variances of sample quantile income shares - as typically published by statistical agencies as measures of the distribution of income inequality - to calculate how large a survey sample must be in order to estimate a more refined...

Persistent link: https://www.econbiz.de/10014451101

Non-Standard Errors*

Bosch-Rosa, Ciril; Kassner, Bernhard - 2023

In statistics, samples are drawn from a population in a data-generating process (DGP). Standard errors measure the …-generating process (EGP). We claim that EGP variation across researchers adds uncertainty: Non-standard errors (NSEs). We study NSEs by …

Persistent link: https://www.econbiz.de/10014467842

Environmental risk and growth in foreign direct investment: Is the composition of FDI in sub-Saharan Africa a speculative type?

Ohemeng, Williams; Ofori-Boateng, Kenneth; Agyapong, … - In: Cogent Economics & Finance 11 (2023) 2, pp. 1-25

The study explores the influence of environmental risk (macroeconomic uncertainty and environmental sustainability risk) on the inflow of foreign direct investment (FDI), utilizing data from 37 economies in sub-Saharan Africa (SSA) from 1996 to 2019. The empirical analyses were carried out using...

Persistent link: https://www.econbiz.de/10015074986