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Results 201-210 of 337.
Item hits:
| Date | Title |
Authors |
| 2004 | Surprise volume and heteroskedasticity in equity market returns | Wagner, Niklas / Marsh, Terry A. |
| 2007 | GARCH-based identification of triangular systems with an application to the CAPM: Still living with the roll critique | Prono, Todd |
| 2009 | New recipes for estimating default intensities | Baranovski, Alexander / von Lieres und Wilkau, Carsten / Wilch, André |
| 2007 | Identifying the returns to lying when the truth is unobserved | Hu, Yingyao / Lewbel, Arthur |
| 2008 | Estimation of nonparametric conditional moment models with possibly nonsmooth moments | Chen, Xiaohong / Pouzo, Demian |
| 2010 | Instrumental variable estimation with heteroskedasticity and many instruments | Hausman, Jerry A. / Newey, Whitney K. / Woutersen, Tiemen / Chao, John / Swanson, Norman |
| 2006 | Nonparametric identification and estimation of finite mixture models of dynamic discrete choices | Kasahara, Hiroyuki / Shimotsu, Katsumi |
| 2012 | Structural breaks, parameter stability and energy demand modeling in Nigeria | Omisakin, Olusegun A. / Adeniyi, Oluwatosin A. / Oyinlola, Abimbola M. |
| 2010 | An empirical assessment of the 2004 EU merger policy reform | Duso, Tomaso / Gugler, Klaus / Szücs, Florian |
| 2005 | EU merger remedies: a preliminary empirical assessment | Duso, Tomaso / Gugler, Klaus / Yurtoglu, Burcin |
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