Last searches
Results for *
Displaying results 1 to 25 of 1715.
-
Settling the inflation targeting debate
lights from a meta-regression analysis -
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
-
Market proxy inefficiency
factor misspecification, and CAPM-tests based on the cross-section of returns -
Credit risk and business cycle over different regimes
-
Analysis of repeated measures
-
Complementarities in performance between product innovation, marketing innovation and cooperation with clients
-
Export intensity and plant characteristics
what can we learn from quantile regression? -
Bias corrections for two-step fixed effects panel data estimators
-
Transition strategies
choices and outcomes -
Estimating yield curves by kernel smoothing methods
-
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
-
Estimating the functional components of asset price volatilities
-
Nonparametric analysis of cross section labor supply curves
-
Regression discontinuity design with covariates
-
Market proxy inefficiency and tests of beta-pricing models based on the cross-section of returns
-
Analysis of repeated measures
-
Analysis of repeated measures
-
Improving the computation of censored quantile regressions
-
Export intensity and plant characteristics
what can we learn from quantile regression? -
Market proxy inefficiency and tests of beta-pricing models based on the cross-section of returns
-
A combined statistical framework for forecasting default rates of Greek financial institutions' credit portfolios
-
Three essays on improving financial risk estimation, forecasting and backtesting
-
The impact of paid maternity leave on maternal health