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A time-series analysis of US entrepreneurship : evidence from fractional integration
Gil-Alaña, Luis A.; Payne, James E. - In: Applied economics letters 22 (2015) 7/9, pp. 521-524
Persistent link: https://www.econbiz.de/10010528813
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Is entrepreneurship a leading or lagging indicator of the business cycle? : evidence from UK self-employment data
Parker, Simon C.; Congregado, Emilio; Golpe, Antonio A. - In: International small business journal : researching … 30 (2012) 7, pp. 736-753
Persistent link: https://www.econbiz.de/10009753455
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A time series model of self-employment under uncertainty
Parker, Simon C. - In: Economica 63 (1996) 251, pp. 459-475
Persistent link: https://www.econbiz.de/10001207837
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An aggregate time series analysis of non-agricultural self-employment in the UK
Crouchley, Robert; Abell, Peter; Smeaton, Deborah - 1994
Persistent link: https://www.econbiz.de/10000896688
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Forecasting self-employment in the UK
Saridakis, George; Papaioannou, Grammatoula - In: The empirical economics letters : a monthly … 13 (2014) 9, pp. 923-930
Persistent link: https://www.econbiz.de/10010520403
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Assessing new economic activity : process and performance in new ventures
Dahlqvist, Jonas - 2007
Persistent link: https://www.econbiz.de/10003512290
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Using asymmetric loss functions in time series econometrics
Titova, Anna - 2019
Persistent link: https://www.econbiz.de/10012021670
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Improving fractional integration tests with bootstrap distributions
Andersson, Michael K. (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001714017
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Is the relative risk aversion parameter constant over time? : A multi-country study
Das, Samarjit; Sarkar, Nityananda - In: Empirical economics : a journal of the Institute for … 38 (2010) 3, pp. 605-617
Persistent link: https://www.econbiz.de/10003951628
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Nonparametric estimation of risk-neutral densities
Grith, Maria; Härdle, Wolfgang; Schienle, Melanie - 2010
This chapter deals with nonparametric estimation of the risk neutral density. We present three different approaches which do not require parametric functional assumptions on the underlying asset price dynamics nor on the distributional form of the risk neutral density. The first estimator is a...
Persistent link: https://www.econbiz.de/10003953034