Endogenous Sampling in Duration Models
Download full text from publisher
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Stolpe, Michael, 2004. "Non-market interaction in primary equity markets: evidence from France and Germany," Kiel Working Papers 1211, Kiel Institute for the World Economy (IfW).
- Takeshi Amemiya & Xinghua Yu, 2006. "Endogenous Sampling and Matching Method in Duration Models," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 24(2), pages 1-32, November.
More about this item
- C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ime:imemes:v:19:y:2001:i:3:p:77-96. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Kinken). General contact details of provider: http://edirc.repec.org/data/imegvjp.html .
We have no references for this item. You can help adding them by using this form .