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Alternative forms of the score test for heterogeneity in a censored exponential model

Jaggia, Sanjiv - In: The review of economics and statistics 79 (1997) 2, pp. 340-343

Persistent link: https://www.econbiz.de/10001222398

The choice of a mixing distribution in duration models

Jaggia, Sanjiv - In: Economics letters 37 (1991) 4, pp. 405-409

Persistent link: https://www.econbiz.de/10001120372

Specification tests based on the heterogeneous generalized gamma model of duration : with an application to Kennan's strike data

Jaggia, Sanjiv - In: Journal of applied econometrics 6 (1991) 2, pp. 169-180

Persistent link: https://www.econbiz.de/10001107420

Identifiability of the misspecified split hazard models

Jaggia, Sanjiv - In: Applied economics 43 (2011) 22/24, pp. 3441-3447

Persistent link: https://www.econbiz.de/10009357355

Contested tender offers : an estimate of the hazard function

Jaggia, Sanjiv - In: Journal of business & economic statistics : JBES ; a … 13 (1995) 1, pp. 113-119

Persistent link: https://www.econbiz.de/10001177097

An analysis of the factors that influence student perforance : a fresh approach to an old debate

Jaggia, Sanjiv; Kelly, Alison - In: Contemporary economic policy : a journal of Western … 17 (1999) 2, pp. 189-198

Persistent link: https://www.econbiz.de/10001447505

The medium-term aftermarket in high-tech IPOs: patterns and implications

Jaggia, Sanjiv; Thosar, Satish - In: Journal of banking & finance 28 (2004) 5, pp. 931-950

Persistent link: https://www.econbiz.de/10002006620

Rent-to-own agreements : customer characteristics and contract outcomes

Anderson, Michael H.; Jaggia, Sanjiv - In: Journal of economics & business 61 (2009) 1, pp. 51-69

Persistent link: https://www.econbiz.de/10003815841

Modelling skewness and elongation in financial returns : the case of exchanged-traded funds

Jaggia, Sanjiv; Kelly, Alison - In: Applied financial economics 19 (2009) 16/18, pp. 1305-1316

Recent studies have documented the importance of asymmetry and tail-fatness of returns on portfolio-choice, asset-pricing, value-at-risk and option-valuation models. This article explores the nature of skewness and elongation in daily Exchange-traded Fund (ETF) return distributions using g, h...

Persistent link: https://www.econbiz.de/10003886164

Practical considerations when estimating in the presence of autocorrelation

Jaggia, Sanjiv; Kelly, Alison - In: Case studies in business, industry and government … 2 (2008/2009) 1, pp. 21-27

Persistent link: https://www.econbiz.de/10003966946