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Displaying results 1 to 25 of 1808.
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A failure in the measurement of inflation
results from a hedonic and matched experiment using scanner data -
Imposing and testing curvature conditions on a Box-Cox function
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Market proxy inefficiency
factor misspecification, and CAPM-tests based on the cross-section of returns -
Credit risk and business cycle over different regimes
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Der Status-Effekt
Bestseller und Exploration im Literaturmarkt -
Analysis of repeated measures
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Export intensity and plant characteristics
what can we learn from quantile regression? -
Konvergenz und Divergenz in der Europäischen Union
theoretischer Überblick, empirische Evidenz und wirtschaftspolitische Implikationen -
Bias corrections for two-step fixed effects panel data estimators
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Transition strategies
choices and outcomes -
Indirect Estimation of Linear Models with Ordinal Regressors. A Monte Carlo Study and some Empirical Illustrations.
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Estimating yield curves by kernel smoothing methods
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Estimating the aggregate agricultural supply response
a survey of techniques and results for developing countries -
Diagnostic quality of residuals in regression analyses in time series
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Estimating the functional components of asset price volatilities
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Indirect estimation of linear models with ordinal regressors
a Monte Carlo study and some empirical illustrations -
Nonparametric analysis of cross section labor supply curves
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Estimating time series models for count data using efficient importance sampling
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Regression discontinuity design with covariates
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Indirect estimation of linear models with ordinal regressors. A Monte Carlo study and some empirical illustrations
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Market proxy inefficiency and tests of beta-pricing models based on the cross-section of returns
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Analysis of repeated measures
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Analysis of repeated measures
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Analysis of repeated measures
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Improving the computation of censored quantile regressions