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~subject:"Estimation"
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Estimation
Australia
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Harris, Mark N.
24
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Fry, Tim R. L.
7
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7
Brooks, Robert
6
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5
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'A pack a day for 20 years' : smoking and cigarette pack sizes
Farrell, Lisa
;
Fry, Tim R. L.
;
Harris, Mark N.
- In:
Applied economics
43
(
2011
)
19/21
,
pp. 2833-2842
Persistent link: https://www.econbiz.de/10009379581
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2
GARCH modelling of individual stock data : the impact of censoring, firm size and trading volume
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
- In:
Journal of international financial markets, …
11
(
2001
)
2
,
pp. 215-222
Persistent link: https://www.econbiz.de/10001575257
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3
GARCH modeling of individual stock data : the impact of censoring, firm size and trading volume
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
- In:
Papers in efficiency, effectiveness and international …
,
(pp. 141-151)
.
2000
Persistent link: https://www.econbiz.de/10001586273
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4
Compositional data analysis and zeros in micro data
Fry, Jane M.
;
Fry, Tim R. L.
;
McLaren, Keith Robert
- In:
Applied economics
32
(
2000
)
8
,
pp. 953-959
Persistent link: https://www.econbiz.de/10001522342
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5
Censoring and its impact on multivariate testing of the capital asset pricing model
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
; …
- In:
Applied financial economics
14
(
2004
)
6
,
pp. 413-420
Persistent link: https://www.econbiz.de/10001971176
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6
Alternative beta risk estimators in cases of extreme thin trading : Canadian evidence
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
; …
- In:
Applied financial economics
15
(
2005
)
18
,
pp. 1251-1258
Persistent link: https://www.econbiz.de/10003229088
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7
Compositional data analysis and zeros in micro data
Fry, Jane M.
-
1996
Persistent link: https://www.econbiz.de/10013445772
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8
Modelling export activity in a multicountry economic area : the APEC case
Mátyás, László
-
1997
Persistent link: https://www.econbiz.de/10000977408
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9
The econometrics of gravity models
Harris, Mark N.
;
Mátyás, László
-
1998
Persistent link: https://www.econbiz.de/10000980396
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10
Unobserved heterogeneity and inter-industry wage premiums
Harris, Mark N.
;
Loundes, Joanne
-
1999
Persistent link: https://www.econbiz.de/10001367843
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