Similar Search Results - EconBiz

Asymptotic Efficiency of Joint Estimator Relative to Two-Stage Estimator Under Misspecified Likelihoods

Kim, Doosoo - 2022

The two-stage estimator is often more tractable when there are nuisance parameters that can be separately estimated and plugged into an objective function. The joint estimator tends to bear the higher computational cost since it estimates all parameters in one stage by optimizing the sum of...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013312571

Noninformative Priors for the Bivariate Fieller-Creasy Problem

Ghosh, M.; Rousseau, J.; Kim, D. - In: Statistics & Decisions 19 (2001) 3, pp. 277-288

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014622159

The financial distress pricing puzzle in banking firms

Kim, Dongcheol; Lee, Inro - In: Accounting & Finance 60 (2019) 2, pp. 1351-1384

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012087424

Structural change and time dependence in models of stock returns

Kim, Dongcheol; Kon, Stanley Jay - In: Journal of empirical finance 6 (1999) 3, pp. 283-308

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001426368

Margin requirements, price fluctuations and market participation in metal and stock index futures

Hardouvelis, Gikas A.; Kim, Dongcheol - 1991 - Rev

Persistent link: https://ebvufind01.dmz1.zbw.eu/10000830913

A reexamination of firm size, book-to-market, and earnings price in the cross-section of expected stock returns

Kim, Dongcheol - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 4, pp. 463-489

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001234460

Margin requirements, price fluctuations, and market participation in metal futures

Hardouvelis, Gikas A. - In: Journal of money, credit and banking : JMCB 27 (1995) 3, pp. 659-671

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001190530

The errors in the variables problem in the cross-section of expected stock returns

Kim, Dongcheol - In: The journal of finance : the journal of the American … 50 (1995) 5, pp. 1605-1634

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001191665

Asset pricing models with and without consumption data : an empirical evaluation

Hardouvelis, Gikas A. - In: Journal of empirical finance 3 (1996) 3, pp. 267-301

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001206313

Market valuation of joint ventures : joint venture characteristics and wealth gains

Park, Seung Ho - In: Journal of business venturing 12 (1997) 2, pp. 83-108

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001216561

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