Narrow search
Showing 1 - 10 of 399
Cover Image
Partial identification of distributional and quantile treatment effects in difference-in-differences models
Fan, Yanqin; Yu, Zhengfei - In: Economics letters 115 (2012) 3, pp. 511-515
Persistent link: https://www.econbiz.de/10009632890
Cover Image
Identification for difference in differences with cross-section and panel data
Lee, Myoung-jae; Kang, Changhui - In: Economics letters 92 (2006) 2, pp. 270-276
Persistent link: https://www.econbiz.de/10003360876
Cover Image
Inference for multiple change points in heavy-tailed time series via rank likelihood ratio scan statistics
Chen, Zhanshou; Xu, Qiongyao; Li, Huini - In: Economics letters 179 (2019), pp. 53-56
Persistent link: https://www.econbiz.de/10012121700
Cover Image
Bayesian mode inference for discrete distributions in economics and finance
Cross, Jamie; Hoogerheide, Lennart; Labonne, Paul; … - In: Economics letters 235 (2024), pp. 1-4
Persistent link: https://www.econbiz.de/10015071435
Cover Image
A robustified Jarque-Bera test for multivariate normality
Kim, Namhyun - In: Economics letters 140 (2016), pp. 48-52
Persistent link: https://www.econbiz.de/10011615965
Cover Image
Asymmetric extreme tails and prospective utility of momentum returns
Gregory-Allen, Russell B.; Lu, Helen; Stork, Philip - In: Economics letters 117 (2012) 1, pp. 295-297
Persistent link: https://www.econbiz.de/10009697756
Cover Image
Controlling portfolio skewness and kurtosis without directly optimizing third and fourth moments
Kim, Woo Chang; Fabozzi, Frank J.; Cheridito, Patrick; … - In: Economics letters 122 (2014) 2, pp. 154-158
Persistent link: https://www.econbiz.de/10010395223
Cover Image
Momentum and crash sensitivity
Ruenzi, Stefan; Weigert, Florian - In: Economics letters 165 (2018), pp. 77-81
Persistent link: https://www.econbiz.de/10011973844
Cover Image
Heavy tails and copulas : limits of diversification revisited
Ibragimov, Rustam Ju.; Prokhorov, Artem - In: Economics letters 149 (2016), pp. 102-107
Persistent link: https://www.econbiz.de/10011620157
Cover Image
Asymmetric competition, risk, and return distribution
Mundt, Philipp; Oh, Ilfan - In: Economics letters 179 (2019), pp. 29-32
Persistent link: https://www.econbiz.de/10012121678