| Using a structural‐form model to analyze the impact of home ownership on unemployment duration
|
2017 |
Vuuren, Aico van |
| Structural FECM : cointegration in large‐scale structural FAVAR models
|
2017 |
Banerjee, Anindya |
| Model selection with estimated factors and idiosyncratic components
|
2017 |
Fosten, Jack |
| Work ethic, social ethic, no ethic : measuring the economic values of modern Christians
|
2017 |
Colvin, Christopher L. |
| Transitions at different moments in time : a spatial probit approach
|
2017 |
Elhorst, J. Paul |
| Absenteeism, gender and the morbidity-mortality paradox
|
2017 |
Avdic, Daniel |
| Weak and strong cross-sectional dependence : a panel data analysis of international technology diffusion
|
2017 |
Ertur, Kamil C. |
| Inference on self-exciting jumps in prices and volatility using high-frequency measures
|
2017 |
Maneesoonthorn, Worapree |
| Empirical bayesball remixed : empirical Bayes methods for longitudinal data
|
2017 |
Gu, Jiaying |
| Identification and estimation of online price competition with an unknown number of firms
|
2017 |
An, Yonghong |
| Income and democracy : a smooth varying coefficient redux
|
2017 |
Lundberg, Alexander L. |
| Loan supply shocks and the business cycle
|
2017 |
Gambetti, Luca |
| Textual analysis in real estate
|
2017 |
Nowak, Adam |
| How to identify and forecast bull and bear markets?
|
2017 |
Kole, Erik |
| Forecasting tail risks
|
2017 |
De Nicolò, Gianni |
| State prices of conditional quantiles : new evidence on time variation in the pricing kernel
|
2017 |
Metaxoglou, Konstantinos |
| Density forecasts with MIDAS models
|
2017 |
Aastveit, Knut Are |
| MM algorithm for general mixed multinomial logit models
|
2017 |
James, Jonathan |
| Identifying relevant and irrelevant variables in sparse factor models
|
2017 |
Kaufmann, Sylvia |
| Nonparametric methods and local‐time‐based estimation for dynamic power law distributions
|
2017 |
Fernholz, Ricardo T. |
Tag hinzufügen