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  • Search: subject:"distributedlag"
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Year of publication
Subject
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applied microeconomics 11 credibility revolution 11 event study 11 distributed-lag 10 Ereignisstudie 6 Event study 6 Microeconomics 6 Mikroökonomik 6 Schätztheorie 6 Estimation theory 5 Theorie 5 Nagar expansions 4 Theory 4 autoregressive distributed-lag models 4 estima-tion bias 4 large sample asymptotics 4 Ankündigungseffekt 3 Announcement effect 3 Bias 3 Estimation 3 Schätzung 3 Autokorrelation 2 Börsenkurs 2 Capital income 2 Cointegration 2 Kapitaleinkommen 2 Kointegration 2 Share price 2 Stock market 2 Systematischer Fehler 2 Volatility 2 Volatilität 2 distributed-lag model 2 ARCH model 1 ARCH-Modell 1 Aktienindex 1 Aktienmarkt 1 All Share Price Index 1 Almon approximations 1 Auto-Regressive Distributed-Lag (ARDL) models 1
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Online availability
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Free 18 Undetermined 4 CC license 1
Type of publication
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Book / Working Paper 15 Article 8
Type of publication (narrower categories)
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Working Paper 11 Graue Literatur 7 Non-commercial literature 7 Arbeitspapier 6 Article in journal 6 Aufsatz in Zeitschrift 6 Article 1 Aufsatzsammlung 1 Hochschulschrift 1
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Language
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English 19 Undetermined 3 French 1
Author
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Schmidheiny, Kurt 11 Siegloch, Sebastian 11 Giersbergen, Noud P.A. van 2 Abid, Mehdi 1 Al-Malki, Abdullah Mohammed 1 Alnor, Nasareldeen Hamed Ahmed 1 Anusha, P. 1 Dhushanthan, B. 1 Dufour, Jean-Marie 1 Fang, Zhongzheng 1 Fontana-Casellini, Laura 1 Giersbergen, Noud P. A. van 1 González Pérez, María de la O 1 Jareño, Francisco 1 Jung, Mookwon 1 Nicolae, Mariana 1 Oliver, Alejandro 1 Park, Keehwan 1 Reed, W. Robert 1 Sekrafi, Habib 1 Tolentino, Marta 1 Torrès, Olivier 1 Vinayagathasan, T. 1 Zhu, Min 1 van Giersbergen, Noud P.A. 1
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Institution
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Tinbergen Institute 1 Tinbergen Instituut 1
Published in...
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Tinbergen Institute Discussion Papers 2 Business and Economic Research : BER 1 CESifo Working Paper 1 CESifo working papers 1 CIRANO Working Papers 1 Cogent economics & finance 1 Discussion paper 1 Discussion paper / Tinbergen Institute 1 Discussion paper series / IZA 1 Discussion papers / CEPR 1 ECONtribute Discussion Paper 1 ECONtribute discussion paper 1 Economic modelling 1 Economic research 1 IZA Discussion Papers 1 International review of economics & finance : IREF 1 Journal for Economic Forecasting 1 Journal of Applied Econometrics 1 Journal of applied econometrics 1 Tinbergen Institute Discussion Paper 1 ZEW Discussion Papers 1
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Source
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ECONIS (ZBW) 13 EconStor 6 RePEc 4
Showing 1 - 10 of 23
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Does globalization matter for environmental sustainability? : new evidence from the QARDL approach
Al-Malki, Abdullah Mohammed; Abid, Mehdi; Sekrafi, Habib; … - In: Cogent economics & finance 12 (2024) 1, pp. 1-12
Many researches have been conducted to provide theoretical explanations and/or empirical evidence of how globalization affects environmental quality. However, theoretical explanations have not reached consensus, empirical research has not yet clarified the possible effects in developing...
Persistent link: https://www.econbiz.de/10015394282
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On event studies and distributed‐lags in two‐way fixed effects models: Identification, equivalence, and generalization
Schmidheiny, Kurt; Siegloch, Sebastian - In: Journal of Applied Econometrics 38 (2023) 5, pp. 695-713
effects in the absence of never‐treated units. Second, event study designs with binned endpoints and distributed‐lag models …
Persistent link: https://www.econbiz.de/10014503779
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On event studies and distributed-lags in two-way fixed effects models : identification, equivalence, and generalization
Schmidheiny, Kurt; Siegloch, Sebastian - In: Journal of applied econometrics 38 (2023) 5, pp. 695-713
Persistent link: https://www.econbiz.de/10014338138
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On event studies and distributed-lags in two-way fixed effects models: Identification, equivalence, and generalization
Schmidheiny, Kurt; Siegloch, Sebastian - 2022
particularly suitable in case of multiple events. Second, event study designs with binned endpoints and distributed-lag models are …
Persistent link: https://www.econbiz.de/10013480179
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The relationship between exchange rate and stock market performance : empirical evidence from Sri Lanka
Anusha, P.; Dhushanthan, B.; Vinayagathasan, T. - In: Business and Economic Research : BER 12 (2022) 2, pp. 135-154
Persistent link: https://www.econbiz.de/10013474007
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Fiscal rules, local fiscal policies and households' mobility
Fontana-Casellini, Laura - 2022
Persistent link: https://www.econbiz.de/10014441625
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On event studies and distributed-lags in two-way fixed effects models : identification, equivalence, and generalization
Schmidheiny, Kurt; Siegloch, Sebastian - 2022
particularly suitable in case of multiple events. Second, event study designs with binned endpoints and distributed-lag models are …
Persistent link: https://www.econbiz.de/10013399570
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The value-growth premium in a time-varying risk return framework
Park, Keehwan; Jung, Mookwon; Fang, Zhongzheng - In: International review of economics & finance : IREF 88 (2023), pp. 1500-1512
Persistent link: https://www.econbiz.de/10014475293
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On event studies and distributed-lags in two-way fixed effects models: Identification, equivalence, and generalization
Schmidheiny, Kurt; Siegloch, Sebastian - 2020
, event study designs with binned endpoints and distributed-lag models are numerically identical leading to the same parameter …
Persistent link: https://www.econbiz.de/10012196434
Saved in:
Cover Image
On event studies and distributed-lags in two-way fixed effects models : identification, equivalence, and generalization
Schmidheiny, Kurt; Siegloch, Sebastian - 2020
, event study designs with binned endpoints and distributed-lag models are numerically identical leading to the same parameter …
Persistent link: https://www.econbiz.de/10012196335
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