Wald Tests and Systems of Stochastic Equations
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- Calzolari, Giorgio & Panattoni, Lorenzo, 1987. "Finite sample performance of the robust Wald test in simultaneous equation systems," MPRA Paper 22557, University Library of Munich, Germany.
- Erickson, Timothy & Jiang, Colin Huan & Whited, Toni M., 2014. "Minimum distance estimation of the errors-in-variables model using linear cumulant equations," Journal of Econometrics, Elsevier, vol. 183(2), pages 211-221.
- Blake, David & Caulfield, Tristan & Ioannidis, Christos & Tonks, Ian, 2014. "Improved inference in the evaluation of mutual fund performance using panel bootstrap methods," Journal of Econometrics, Elsevier, vol. 183(2), pages 202-210.
- Aït-Sahalia, Yacine & Laeven, Roger J.A. & Pelizzon, Loriana, 2014. "Mutual excitation in Eurozone sovereign CDS," Journal of Econometrics, Elsevier, vol. 183(2), pages 151-167.
- Bhargava, Alok, 2014. "Firms’ fundamentals, macroeconomic variables and quarterly stock prices in the US," Journal of Econometrics, Elsevier, vol. 183(2), pages 241-250.
- Bekaert, Geert & Hoerova, Marie, 2014.
"The VIX, the variance premium and stock market volatility,"
Journal of Econometrics,
Elsevier, vol. 183(2), pages 181-192.
- Geert Bekaert & Marie Hoerova, 2013. "The VIX, the Variance Premium and Stock Market Volatility," NBER Working Papers 18995, National Bureau of Economic Research, Inc.
- Hoerova, Marie & Bekaert, Geert, 2014. "The VIX, the variance premium and stock market volatility," Working Paper Series 1675, European Central Bank.
- Alok Bhargava, 2013. "Executive compensation, share repurchases and investment expenditures: econometric evidence from US firms," Review of Quantitative Finance and Accounting, Springer, vol. 40(3), pages 403-422, April.
More about this item
- C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- Q18 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Agricultural Policy; Food Policy
- Z18 - Other Special Topics - - Cultural Economics - - - Public Policy
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