Narrow search
Showing 1 - 10 of 128
Cover Image
Incentive effects of social assistance : a regression discontinuity approach
Lemieux, Thomas; Milligan, Kevin - In: Journal of econometrics 142 (2008) 2, pp. 807-828
Persistent link: https://www.econbiz.de/10003645848
Cover Image
Testing multivariate economic restrictions using quantiles : the example of Slutsky negative semidefiniteness
Dette, Holger; Hoderlein, Stefan; Neumeyer, Natalie - In: Journal of econometrics 191 (2016) 1, pp. 129-144
Persistent link: https://www.econbiz.de/10011594650
Cover Image
Testing for mutually exciting jumps and financial flights in high frequency data
Dungey, Mardi H.; Erdemlioglu, Deniz; Matei, Marius; … - In: Journal of econometrics 202 (2018) 1, pp. 18-44
Persistent link: https://www.econbiz.de/10011974551
Cover Image
No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and iid noise : theory and testable distributional implications
Andersen, Torben; Bollerslev, Tim; Dobrev, Dobrislav - In: Journal of econometrics 138 (2007) 1, pp. 125-180
Persistent link: https://www.econbiz.de/10003451756
Cover Image
Discrete factor approximations in simultaneous equation models : estimating the impact of a dummy endogenous variable on a continuous outcome
Mroz, Thomas A. - In: Journal of econometrics 92 (1999) 2, pp. 233-274
Persistent link: https://www.econbiz.de/10001400166
Cover Image
Discrete factor approximations in simultaneous equation models : estimating the impact of a dummy endogenous variable on a continuous outcome
Mroz, Thomas A. - In: Journal of econometrics 92 (1999) 2, pp. 233-274
Persistent link: https://www.econbiz.de/10001400168
Cover Image
The detection and estimation of long memory in stochastic volatility
Breidt, F. Jay - In: Journal of econometrics 83 (1998) 1, pp. 325-348
Persistent link: https://www.econbiz.de/10001336943
Cover Image
VAR for VaR: measuring tail dependence using multivariate regression quantiles
White, Halbert; Kim, Tae-hwan; Manganelli, Simone - In: Journal of econometrics 187 (2015) 1, pp. 169-188
Persistent link: https://www.econbiz.de/10011498808
Cover Image
Does anything beat 5-minute RV? : a comparison of realized measures across multiple asset classes
Liu, Lily Y.; Patton, Andrew J.; Sheppard, Kevin - In: Journal of econometrics 187 (2015) 1, pp. 293-311
Persistent link: https://www.econbiz.de/10011499439
Cover Image
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim; Xu, Lai; Zhou, Hao - In: Journal of econometrics 187 (2015) 2, pp. 458-471
Persistent link: https://www.econbiz.de/10011499728