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Volatility
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Bollerslev, Tim
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1
Financially adaptive clinical trials via option pricing analysis
Chaudhuri, Shomesh E.
;
Lo, Andrew W.
- In:
Journal of econometrics
240
(
2024
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10015075136
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2
High-tech capital formation and economic performance in US manufacturing industries : an exploratory analysis
Berndt, Ernst R.
- In:
Journal of econometrics
65
(
1995
)
1
,
pp. 9-43
Persistent link: https://www.econbiz.de/10001173109
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3
Investment
and Tobin's Q : evidence from company panel data
Blundell, Richard W.
(
contributor
)
- In:
Journal of econometrics
51
(
1992
)
1
,
pp. 233-257
Persistent link: https://www.econbiz.de/10001118266
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4
Alternative non-nested specification tests of time-series
investment
models
Bernanke, Ben
- In:
Journal of econometrics
3
(
1988
),
pp. 293-326
Persistent link: https://www.econbiz.de/10001040769
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5
Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
Dufour, Jean-Marie
;
Torrès, Olivier
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 255-289
Persistent link: https://www.econbiz.de/10001511971
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6
Wealth accumulation and factors accounting for success
Pawasutipaisit, Anan
;
Townsend, Robert M.
- In:
Journal of econometrics
161
(
2011
)
1
,
pp. 56-81
Persistent link: https://www.econbiz.de/10009242208
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7
Infinite-dimensional VARs and factor models
Chudik, Alexander
;
Pesaran, M. Hashem
- In:
Journal of econometrics
163
(
2011
)
1
,
pp. 4-22
Persistent link: https://www.econbiz.de/10009270601
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8
On the robustness of location estimators in models of firm growth under heavy-tailedness
Ibragimov, Rustam Ju.
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 25-33
Persistent link: https://www.econbiz.de/10010473439
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9
Minimum distance estimation of the errors-in-variables model using linear cumulant equations
Erickson, Timothy
;
Jiang, Colin Huan
;
Whited, Toni Marion
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 211-221
Persistent link: https://www.econbiz.de/10010506058
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10
Dynamic panels with threshold effect and endogeneity
Seo, Myung Hwan
;
Shin, Yongcheol
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 169-186
Persistent link: https://www.econbiz.de/10011705247
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