recorded earnings to identify the impact of transitory income on current reporting of earnings. Prior earnings volatility is an …

that this will lead to a dynamic factor model with the dominant unit acting as the factor. The problems of estimation and …

than by GARCH type volatility estimates. The t-DCC estimation procedure is applied to a portfolio of daily returns on …-DCC specification. The t-DCC model also passes a number of VaR diagnostic tests over an evaluation sample. The estimation results … suggest a general trend towards a lower level of return volatility, accompanied by a rising trend in conditional cross …

omitted ability and family background variables interact in the estimation of returns. On the methodological front, we propose … a semi-parametric estimation approach based on balancing scores and mixture models, in particular allowing for …

individuals' sleep time exhibits both variability and volatility characterized by stationary autoregressive conditional … young children at home. Volatility is greater among parents with young children, slightly greater among men than women, but … independent of other demographics. A theory of economic incentives to minimize the dispersion of sleep predicts that higher …

Conventional theory predicts that productivity gains lead to hikes in real pay. Efficiency wage theory hypothesizes …