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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
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The simple econometrics of tail dependence
Oordt, Maarten R. C. van; Chen Zhou - In: Economics letters 116 (2012) 3, pp. 371-373
Persistent link: https://www.econbiz.de/10009674350
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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
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Comparisons of stationary distributions of linear models
Zhu, Shenghao - In: Economics letters 119 (2013) 2, pp. 221-223
Persistent link: https://www.econbiz.de/10009745737
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Spectral density of Markov-switching VARMA models
Cavicchioli, Maddalena - In: Economics letters 121 (2013) 2, pp. 218-220
Persistent link: https://www.econbiz.de/10010346322
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Sunspot-driven fat tails : a note
Dave, Chetan; Sorge, Marco M. - In: Economics letters 193 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012509122
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Semiparametric smooth-coefficient stochastic frontier model
Sun, Kai; Kumbhakar, Subal - In: Economics letters 120 (2013) 2, pp. 305-309
Persistent link: https://www.econbiz.de/10010128931
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Metafrontier efficiency analysis with convex and non-convex metatechnologies by stochastic nonparametric envelopment of data
Afsharian, Mohsen - In: Economics letters 160 (2017), pp. 1-3
Persistent link: https://www.econbiz.de/10011903712
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A simple nonparametric test for structural change in joint tail probabilites
Krämer, Walter; Kampen, Maarten W. van - In: Economics letters 110 (2011) 3, pp. 245-247
Persistent link: https://www.econbiz.de/10009241481
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Estimation of extreme value-at-risk : an EVT approach for quantile GARCH model
Yi, Yanping; Feng, Xingdong; Huang, Zhuo - In: Economics letters 124 (2014) 3, pp. 378-381
Persistent link: https://www.econbiz.de/10010495168