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... and the cross-section of expected returns

Harvey, Campbell R.; Liu, Yan; Zhu, Heqing - 2014

Persistent link: https://www.econbiz.de/10010431329

A review of systems cointegration tests

Hubrich, Kirsten; Lütkepohl, Helmut; Saikkonen, Pentti - In: Econometric reviews 20 (2001) 3, pp. 247-318

Persistent link: https://www.econbiz.de/10001606186

Non-unitary models of household behavior : a survey of the literature

Chiappori, Pierre-André; Donni, Olivier - 2009

This article considers non-unitary models of household behavior. These models suppose explicitly that households consist of a number of different members with preferences that are different from each other. They can be split up into two principal categories: cooperative (or collective) models,...

Persistent link: https://www.econbiz.de/10003923916

Estimating and testing continuous-time models in finance : the role of transition densities

Aït-Sahalia, Yacine - In: Annual review of financial economics 1 (2009), pp. 341-359

Persistent link: https://www.econbiz.de/10003924504

Nonunitary models of household behavior : a survey of the literature

Donni, Olivier; Chiappori, Pierre-André - In: Household economic behaviors, (pp. 1-40). 2011

Persistent link: https://www.econbiz.de/10009750557

Fixed effects estimation of large-T panel data models

Fernández-Val, Iván; Weidner, Martin - In: Annual review of economics 10 (2018), pp. 109-138

Persistent link: https://www.econbiz.de/10011925825

Nonstationary panels, cointegration in panels and dynamic panels : a survey

Baltagi, Badi H.; Kao, Chihwa - In: Nonstationary panels, panel cointegration, and dynamic …, (pp. 7-51). 2000

Persistent link: https://www.econbiz.de/10001583110

Household survey data for research on well-being and behavior in Central Asia

Brück, Tilman; Esenaliev, Damir; Kröger, Antje; … - 2012

of panel data. We identify knowledge gaps caused from this lack of longitudinal surveys and suggest worthwhile areas for … future research. Finally, we also present the new and novel individual-level panel dataset called "Life in Kyrgyzstan …

Persistent link: https://www.econbiz.de/10009666485

Overview of international household panel studies

2010

Persistent link: https://www.econbiz.de/10003953145

Productivity bias hypothesis and the purchasing power parity : a review article

Bahmani-Oskooee, Mohsen; Nasir, Abm - In: Journal of economic surveys 19 (2005) 4, pp. 671-696

Persistent link: https://www.econbiz.de/10003065674