Narrow search
Showing 1 - 10 of 14
Cover Image
Two-pass estimation of risk premiums with multicollinear and near-invariant betas
Ahn, Seung C.; Perez, M. Fabricio; Gadarowski, Christopher - In: Journal of empirical finance 20 (2013), pp. 1-17
Persistent link: https://www.econbiz.de/10010063411
Cover Image
Small sample properties of the GMM specification test based on the Hansen-Jagannathan distance
Ahn, Seung C.; Gadarowski, Christopher - In: Journal of empirical finance 11 (2004) 1, pp. 109-132
Persistent link: https://www.econbiz.de/10007231010
Cover Image
GMM estimation of the number of latent factors: With application to international stock markets
Ahn, Seung C.; Perez, M. Fabricio - In: Journal of empirical finance 17 (2010) 4, pp. 783-803
Persistent link: https://www.econbiz.de/10008436075
Cover Image
Corrigendum to “GMM estimation of the number of latent factors: With application to international stock markets” [J Empir Financ. 17 (2010) 783–802]
Ahn, Seung C.; Perez, M. Fabricio - In: Journal of empirical finance 17 (2010) 5, pp. 1006-1007
Persistent link: https://www.econbiz.de/10008717984
Cover Image
Dividend Tax Cut and Security Prices: Examining the Effect of the Jobs and Growth Tax Relief Reconciliation Act of 2003
Gadarowski, Christopher; Meric, Gulser; Welsh, Carol; … - In: Financial management 36 (2007) 4, pp. 89-106
Persistent link: https://www.econbiz.de/10007902529
Cover Image
Dynamic effects of idiosyncratic volatility and liquidity on corporate bond spreads
Kalimipalli, Madhu; Nayak, Subhankar; Perez, M. Fabricio - In: Journal of banking & finance 37 (2013) 8, pp. 2969-2990
Persistent link: https://www.econbiz.de/10010132114
Cover Image
Illicit money flows as motives for FDI
Perez, M. Fabricio; Brada, Josef C.; Drabek, Zdenek - In: Journal of comparative economics : the journal of the … 40 (2012) 1, pp. 108-127
Persistent link: https://www.econbiz.de/10009825314
Cover Image
Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation
Ahn, Seung C.; Schmidt, Peter - In: Journal of econometrics 76 (1997) 1-2, pp. 309-322
Persistent link: https://www.econbiz.de/10006793688
Cover Image
A reformulation of the Hausman test for regression models with pooled cross-section time-series data
Ahn, Seung C.; Low, Stuart - In: Journal of econometrics 71 (1996) 1-2, pp. 309-320
Persistent link: https://www.econbiz.de/10006794473
Cover Image
Efficient estimation of models for dynamic panel data
Ahn, Seung C.; Schmidt, Peter - In: Journal of econometrics 68 (1995) 1, pp. 5-28
Persistent link: https://www.econbiz.de/10006797955