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Citations for "Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Financial Data"

by Froot, Kenneth A.

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  1. Nicolas Berman & Jérôme Héricourt, 2008. "Financial Factors and the Margins of Trade: Evidence from Cross-Country Firm-Level Data," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00321632, HAL.
  2. Jessica Tjornhom Donohue & Kenneth A. Froot, 2002. "The Persistence of Emerging Market Equity Flows," NBER Working Papers 9241, National Bureau of Economic Research, Inc.
  3. Jézabel Couppey-Soubeyran & Jérôme Héricourt, 2011. "The relationship between trade credit, bank credit and financial structure : from firm-level non-linearities to financial development heterogeneity. A study on MENA firm-level data," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00609625, HAL.
  4. Dimitra Michala & Theoharry Grammatikos & Sara Ferreira Filipe, 2013. "Forecasting distress in European SME portfolios," LSF Research Working Paper Series 13-2, Luxembourg School of Finance, University of Luxembourg.
  5. Driffield, Nigel & Pal, Sarmistha, 2008. "Evolution of Capital Structure in East Asia: Corporate Inertia or Endeavours?," IZA Discussion Papers 3426, Institute for the Study of Labor (IZA).
  6. Caseette, Aurélie & Farvaque, Etienne, 2013. "Are Elections Debt Brakes? Evidence from French Municipalities," MPRA Paper 48808, University Library of Munich, Germany.
  7. Meuleman, Miguel & Wright, Mike, 2011. "Cross-border private equity syndication: Institutional context and learning," Journal of Business Venturing, Elsevier, vol. 26(1), pages 35-48, January.
  8. Joel Slemrod & Thor Olav Thoresen & Erlend Eide Bø, 2013. "Taxes on the Internet: Deterrence Effects of Public Disclosure," CESifo Working Paper Series 4107, CESifo Group Munich.
  9. Oskenbayev, Yessengali & Yilmaz, Mesut & Abdulla, Kanat, 2013. "Resource concentration, institutional quality and the natural resource curse," Economic Systems, Elsevier, vol. 37(2), pages 254-270.
  10. Richard Dietrich, J. & Harris, Mary S. & MullerIII, Karl A., 2000. "The reliability of investment property fair value estimates," Journal of Accounting and Economics, Elsevier, vol. 30(2), pages 125-158, October.
  11. Cassette, Aurélie & Farvaque, Etienne & Héricourt, Jérôme, 2011. "Two-round elections, one-round determinants? Evidence from the French municipal elections," MPRA Paper 34675, University Library of Munich, Germany.
  12. Samuel Lucas, 2014. "An inconvenient dataset: bias and inappropriate inference with the multilevel model," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(3), pages 1619-1649, May.
  13. Fischer, Paul E. & Gramlich, Jeffrey D. & Miller, Brian P. & White, Hal D., 2009. "Investor perceptions of board performance: Evidence from uncontested director elections," Journal of Accounting and Economics, Elsevier, vol. 48(2-3), pages 172-189, December.
  14. Christian Growitsch & Marcus Stronzik, 2014. "Ownership unbundling of natural gas transmission networks: empirical evidence," Journal of Regulatory Economics, Springer, vol. 46(2), pages 207-225, October.
  15. Saffi, Pedro, 2008. "Differences of opinion, information and the timing of trades," IESE Research Papers D/747, IESE Business School.
  16. James G. MacKinnon, 2012. "Thirty Years of Heteroskedasticity-Robust Inference," Working Papers 1268, Queen's University, Department of Economics.
  17. Dorn, David & Sousa-Poza, Alfonso, 2007. "'Voluntary' and 'Involuntary' Early Retirement: An International Analysis," IZA Discussion Papers 2714, Institute for the Study of Labor (IZA).
  18. Nicolas Berman & Antoine Berthou & Jérôme Héricourt, 2012. "Export dynamics and sales at home," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00988194, HAL.
  19. Daniel Benjamin & James Choi & A. Strickland, 2008. "Social Identity and Preferences," Yale School of Management Working Papers amz2634, Yale School of Management.
  20. Silvester van Koten & Andreas Ortmann, 2007. "The Unbundling Regime for Electricity Utilities in the EU: A Case of Legislative and Regulatory Capture?," CERGE-EI Working Papers wp328, The Center for Economic Research and Graduate Education - Economic Institute, Prague.
  21. João Pinto & Manuel Marques & William Megginson, 2013. "A Comparative Analysis Of Ex Ante Credit Spreads: Structured Finance Versus Straight Debt Finance," Working Papers de Economia (Economics Working Papers) 05, Faculdade de Economia e Gestão, Universidade Católica Portuguesa (Porto).
  22. Héricourt & Spielvogel, 2014. "Beliefs, media exposure and policy preferences on immigration: evidence from Europe," Applied Economics, Taylor & Francis Journals, vol. 46(2), pages 225-239, January.
  23. repec:dgr:kubcen:200963 is not listed on IDEAS
  24. Zand, Fardad & Van Beers, Cees & Van Leeuwen, George, 2011. "Information technology, organizational change and firm productivity: A panel study of complementarity effects and clustering patterns in Manufacturing and Services," MPRA Paper 46469, University Library of Munich, Germany.
  25. Mueller, Dennis C. & Peev, Evgeni, 2007. "Corporate governance and investment in Central and Eastern Europe," Journal of Comparative Economics, Elsevier, vol. 35(2), pages 414-437, June.
  26. Silvester van Koten & Andreas Ortmann, 2011. "Structural versus Behavioral Measures in the Deregulation of Electricity Markets: An Experimental Investigation Guided by Theory and Policy Concerns," RSCAS Working Papers 2011/07, European University Institute.
  27. David Y. Albouy, 2012. "The Colonial Origins of Comparative Development: An Empirical Investigation: Comment," American Economic Review, American Economic Association, vol. 102(6), pages 3059-76, October.
  28. Eric Isenberg Heinrich Hock, 2011. "Design of Value-Added Models for IMPACT and TEAM in DC Public Schools, 2010-2011 School Year," Mathematica Policy Research Reports 885c9869ad064392aaa24d9e4, Mathematica Policy Research.
  29. Driscoll, John & Kraay, Aart, 1995. "Spatial correlations in panel data," Policy Research Working Paper Series 1553, The World Bank.
  30. Jochem, Axel, 2008. "International financial competitiveness and incentives to foreign direct investment," Discussion Paper Series 1: Economic Studies 2008,29, Deutsche Bundesbank, Research Centre.
  31. Beck, T.H.L. & Behr, P. & Guttler, A., 2009. "Gender and Banking : Are Women Better Loan Officers?," Discussion Paper 2009-63, Tilburg University, Center for Economic Research.
  32. Millo, Giovanni, 2014. "Robust standard error estimators for panel models: a unifying approach," MPRA Paper 54954, University Library of Munich, Germany.
  33. Kathy R. Petroni & Douglas A. Shackelford, 1998. "Managing Annual Accounting Reports to Avoid State Taxes: An Analysis of Property-Casualty Insurers," NBER Working Papers 6590, National Bureau of Economic Research, Inc.
  34. repec:hal:journl:halshs-00609625 is not listed on IDEAS
  35. Martin Halla & Friedrich Schneider & Alexander Wagner, 2013. "Satisfaction with democracy and collective action problems: the case of the environment," Public Choice, Springer, vol. 155(1), pages 109-137, April.
  36. Tsai, Alexander C. & Bangsberg, David R. & Frongillo, Edward A. & Hunt, Peter W. & Muzoora, Conrad & Martin, Jeffrey N. & Weiser, Sheri D., 2012. "Food insecurity, depression and the modifying role of social support among people living with HIV/AIDS in rural Uganda," Social Science & Medicine, Elsevier, vol. 74(12), pages 2012-2019.
  37. Vaaler, Paul M. & Schrage, Burkhard N., 2007. "Residual State Factors, Policy Stability and Financial Performance Following Strategic Decisions by Privatizing Telecoms," Working Papers 07-0102, University of Illinois at Urbana-Champaign, College of Business.
  38. Kenneth A. Froot & Tarun Ramadorai, 2001. "The Information Content of International Portfolio Flows," NBER Working Papers 8472, National Bureau of Economic Research, Inc.
  39. Gropp, R. & Grundl, C. & Guttler, A., 2010. "The Impact of Public Guarantees on Bank Risk Taking : Evidence from a Natural Experiment," Discussion Paper 2010-69S, Tilburg University, Center for Economic Research.
  40. Daniel J. Benjamin & James J. Choi & Geoffrey W. Fisher, 2010. "Religious Identity and Economic Behavior," NBER Working Papers 15925, National Bureau of Economic Research, Inc.
  41. Henisz, Witold J. & Zelner, Bennet A., 2006. "Interest Groups, Veto Points, and Electricity Infrastructure Deployment," International Organization, Cambridge University Press, vol. 60(01), pages 263-286, January.
  42. Alex Y. Chen & José Escarce, 2007. "Family Structure and the Treatment of Childhood Asthma," NBER Working Papers 13461, National Bureau of Economic Research, Inc.
  43. Eric Nauenberg, 2014. "Changing healthcare capital-to-labor ratios: evidence and implications for bending the cost curve in Canada and beyond," International Journal of Health Care Finance and Economics, Springer, vol. 14(4), pages 339-353, December.
  44. Malmendier, Ulrike & Shanthikumar, Devin, 2007. "Are small investors naive about incentives?," Journal of Financial Economics, Elsevier, vol. 85(2), pages 457-489, August.
  45. Whitney Witt & Kristin Litzelman & Carmen Mandic & Lauren Wisk & John Hampton & Paul Creswell & Carissa Gottlieb & Ronald Gangnon, 2011. "Healthcare-Related Financial Burden Among Families in the U.S.: The Role of Childhood Activity Limitations and Income," Journal of Family and Economic Issues, Springer, vol. 32(2), pages 308-326, June.
  46. Frazis, Harley & Loewenstein, Mark A., 2003. "Estimating linear regressions with mismeasured, possibly endogenous, binary explanatory variables," Journal of Econometrics, Elsevier, vol. 117(1), pages 151-178, November.
  47. Froot, Kenneth A. & Donohue, Jessica Tjornhom, 2004. "Decomposing the persistence of international equity flows," Finance Research Letters, Elsevier, vol. 1(3), pages 154-170, September.
  48. Muehlfeld, Katrin & Weitzel, Utz & van Witteloostuijn, Arjen, 2011. "Mergers and acquisitions in the global food processing industry in 1986-2006," Food Policy, Elsevier, vol. 36(4), pages 466-479, August.
  49. Eric Isenberg Heinrich Hock, 2010. "Measuring School and Teacher Value Added for IMPACT and TEAM in DC Public Schools," Mathematica Policy Research Reports 42dd1ff2d7eb46948f98d8e9c, Mathematica Policy Research.
  50. Van Houtven, George & Powers, John & Pattanayak, Subhrendu K., 2007. "Valuing water quality improvements in the United States using meta-analysis: Is the glass half-full or half-empty for national policy analysis?," Resource and Energy Economics, Elsevier, vol. 29(3), pages 206-228, September.
  51. Moy, Ronald L. & Lee, Ahyee & Chen, Thomas P., 1997. "Multivariate tests of the capm under heteroskedasticity: A note," International Review of Economics & Finance, Elsevier, vol. 6(4), pages 431-439.
  52. Behr, Patrick & Norden, Lars & Noth, Felix, 2013. "Financial constraints of private firms and bank lending behavior," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3472-3485.
  53. Silvester van Koten, 2014. "Do Emission Trading Schemes Facilitate Efficient Abatement Investments? An Experimental Study," CERGE-EI Working Papers wp503, The Center for Economic Research and Graduate Education - Economic Institute, Prague.
  54. Héricourt, Jérôme & Poncet, Sandra, 2009. "FDI and credit constraints: Firm-level evidence from China," Economic Systems, Elsevier, vol. 33(1), pages 1-21, March.
  55. David Dorn & Alfonso Sousa-Poza, 2005. "Early Retirement: Free Choice or Forced Decision," CESifo Working Paper Series 1542, CESifo Group Munich.
  56. Sandra Poncet & Jérôme Héricourt, 2013. "Exchange Rate Volatility, Financial Constraints and Trade: Empirical Evidence from Chinese Firms," PSE - G-MOND WORKING PAPERS halshs-00960664, HAL.
  57. G.U. Weitzel & S. Berns, 2006. "Cross-border takeovers, corruption, and related aspects of governance," Working Papers 06-03, Utrecht School of Economics.
  58. Michael C. Burda & Bernd Fitzenberger & Alexander Lembcke & Thorsten Vogel, 2008. "Unionization, Stochastic Dominance, and Compression of the Wage Distribution: Evidence from Germany," SFB 649 Discussion Papers SFB649DP2008-041, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  59. repec:hal:cesptp:halshs-00960664 is not listed on IDEAS
  60. Jeffrey Milyo & David M. Primo & Matthew L. Jacobsmeier, 2006. "Estimating the Impact of State Policies and Institutions with Mixed-Level Data," Working Papers 0603, Department of Economics, University of Missouri.
  61. Konstantin M. Wacker, 2011. "The Impact of Foreign Direct Investment on Developing Countries’ Terms of Trade," Working Paper Series UNU-WIDER Working Paper W, World Institute for Development Economic Research (UNU-WIDER).
  62. Eric Nauenberg, 2014. "Changing Healthcare Capital-To-Labor Ratios: Evidence and Implications for Bending the Cost Curve in Canada and Beyond," Working Papers 140002, Canadian Centre for Health Economics, revised Jul 2014.
  63. Tsai, Alexander C. & Bangsberg, David R. & Emenyonu, Nneka & Senkungu, Jude K. & Martin, Jeffrey N. & Weiser, Sheri D., 2011. "The social context of food insecurity among persons living with HIV/AIDS in rural Uganda," Social Science & Medicine, Elsevier, vol. 73(12), pages 1717-1724.
  64. Ferreira Filipe, Sara & Grammatikos, Theoharry & Michala, Dimitra, 2014. "Forecasting Distress in European SME Portfolios," MPRA Paper 53572, University Library of Munich, Germany.
  65. Behr, Patrick & Entzian, Annekathrin & Güttler, Andre, 2011. "How do lending relationships affect access to credit and loan conditions in microlending?," Journal of Banking & Finance, Elsevier, vol. 35(8), pages 2169-2178, August.
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