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

Predicting financial distress as repeated events

Wang, Timothy; Cui, Wei; Jones, Stewart - In: Accounting research journal 39 (2025) 1, pp. 40-59

Persistent link: https://www.econbiz.de/10015610670

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

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

Yes! uncovered interest parity does hold in the long run

Baillie, Richard; Kapetanios, George; Kim, Kun Ho - In: Journal of international money and finance 160 (2026), pp. 1-9

Persistent link: https://www.econbiz.de/10015574512

Non-standard errors

Menkveld, Albert J.; Valente, Giorgio - 2024

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

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/10014631855