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Journal of econometrics
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1
Mixture of distribution hypothesis : analyzing daily liquidity frictions and information flows
Darolles, Serge
;
LeFol, Gaëlle
;
Mero, Gulten
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 367-383
Persistent link: https://www.econbiz.de/10011920520
Saved in:
2
Selection into and across credit contracts :
theory
and field research
Ahlin, Christian
;
Townsend, Robert M.
- In:
Journal of econometrics
136
(
2007
)
2
,
pp. 665-698
Persistent link: https://www.econbiz.de/10003412692
Saved in:
3
Adverse selection, moral hazard and the demand for Medigap insurance
Keane, Michael P.
;
Stavrunova, Olena
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 62-78
Persistent link: https://www.econbiz.de/10011591615
Saved in:
4
Disentangling moral hazard and adverse selection in private health insurance
Powell, David
;
Goldman, Dana P.
- In:
Journal of econometrics
222
(
2021
)
1,1
,
pp. 141-160
Persistent link: https://www.econbiz.de/10012619393
Saved in:
5
On
theory
testing in econometrics : modeling with nonexperimental data
Spanos, Aris
- In:
Journal of econometrics
67
(
1995
)
1
,
pp. 189-226
Persistent link: https://www.econbiz.de/10001333011
Saved in:
6
Dangers of data mining : the case of calendar effects in stock returns
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 249-286
Persistent link: https://www.econbiz.de/10001617167
Saved in:
7
Modeling the interdependence of volatility and inter-transaction duration processes
Grammig, Joachim
;
Wellner, Marc
- In:
Journal of econometrics
106
(
2002
)
2
,
pp. 369-400
Persistent link: https://www.econbiz.de/10001638904
Saved in:
8
The quantilogram : with an application to evaluating directional predictability
Linton, Oliver
;
Whang, Yoon-jae
- In:
Journal of econometrics
141
(
2007
)
1
,
pp. 250-282
Persistent link: https://www.econbiz.de/10003571283
Saved in:
9
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
10
Efficiency of thin and thick markets
Gan, Li
;
Li, Qi
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 40-54
Persistent link: https://www.econbiz.de/10011610655
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