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Ergebnisse 31-40 von 40.
ErscheinungsjahrTitelAutor:innen
2020Bond risk premia in consumption-based models
In: Band: 11, 2020, Heft: 4, S. 1461-1484
Creal, Drew; Wu, Jing Cynthia
2020A nondegenerate Vuong test and post selection confidence intervals for semi/nonparametric models
In: Band: 11, 2020, Heft: 3, S. 983-1017
Liao, Zhipeng; Shi, Xiaoxia
2020Bounds on treatment effects in regression discontinuity designs with a manipulated running variable
In: Band: 11, 2020, Heft: 3, S. 839-870
Gerard, François; Rokkanen, Miikka; Rothe, Christoph
2020Household risk-sharing channels
In: Band: 11, 2020, Heft: 3, S. 1109-1142
Asdrubali, Pierfederico; Tedeschi, Simone; Ventura, Luigi
2020Testing jointly for structural changes in the error variance and coefficients of a linear regression model
In: Band: 11, 2020, Heft: 3, S. 1019-1057
Perron, Pierre; Yamamoto, Yohei; Zhou, Jing
2020Inference in nonparametric/semiparametric moment equality models with shape restrictions
In: Band: 11, 2020, Heft: 2, S. 609-636
Zhu, Yu
2020Policy discontinuity and duration outcomes
In: Band: 11, 2020, Heft: 3, S. 871-916
van den Berg, Gerard J.; Bozio, Antoine; Dias, Mónica Costa
2020Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects
In: Band: 11, 2020, Heft: 2, S. 579-608
Yoon, Jungmo; Galvão Júnior, Antônio Fialho
2020Identifying the discount factor in dynamic discrete choice models
In: Band: 11, 2020, Heft: 2, S. 471-501
Abbring, Jaap H.; Daljord, Øystein
2020Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility
In: Band: 11, 2020, Heft: 4, S. 1485-1520
Mertens, Elmar; Nason, James Michael