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Citations for "Estimating Regression Models with Multiplicative Heteroscedasticity"

by Harvey, A C

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  1. Barabas, György & Kitlinski, Tobias & Schmidt, Christoph M. & Schmidt, Torsten & Siemers, Lars-H. & Brilon, Werner, 2010. "Verkehrsinfrastrukturinvestitionen: Wachstumsaspekte im Rahmen einer gestaltenden Finanzpolitik. Endbericht - Januar 2010. Forschungsprojekt im Auftrag des Bundesministeriums der Finanzen. Projektnumm," RWI Projektberichte, RWI - Leibniz-Institut für Wirtschaftsforschung, number 72601.
  2. Antle, John M., 1982. "Testing The Stochastic Structure Of Production: A Flexible Moment-Based Approach," Working Papers 225697, University of California, Davis, Department of Agricultural and Resource Economics.
  3. Tovar, Beatriz & Wall, Alan, 2014. "The impact of demand uncertainty on port infrastructure costs: Useful information for regulators?," Transport Policy, Elsevier, vol. 33(C), pages 176-183.
  4. Agrawal, Vipin & Kothare, Meeta & Rao, Ramesh K. S. & Wadhwa, Pavan, 2004. "Bid-ask spreads, informed investors, and the firm's financial condition," The Quarterly Review of Economics and Finance, Elsevier, vol. 44(1), pages 58-76, February.
  5. Céline Nauges & Christophe Bontemps, 2009. "Carafe ou bouteille ? Le rôle de la qualité de l’environnement dans la décision du consommateur," Économie et Prévision, Programme National Persée, vol. 188(2), pages 61-79.
  6. Atkinson, Anthony C. & Riani, Marco & Torti, Francesca, 2016. "Robust methods for heteroskedastic regression," Computational Statistics & Data Analysis, Elsevier, vol. 104(C), pages 209-222.
  7. Dufour, Jean-Marie & Khalaf, Lynda & Bernard, Jean-Thomas & Genest, Ian, 2004. "Simulation-based finite-sample tests for heteroskedasticity and ARCH effects," Journal of Econometrics, Elsevier, vol. 122(2), pages 317-347, October.
  8. Cerqueiro, Geraldo & Degryse, Hans & Ongena, Steven, 2007. "Rules versus Discretion in Loan Rate Setting," CEPR Discussion Papers 6450, C.E.P.R. Discussion Papers.
  9. Robert Innes & Abdoul G. Sam, 2008. "Voluntary Pollution Reductions and the Enforcement of Environmental Law: An Empirical Study of the 33/50 Program," Journal of Law and Economics, University of Chicago Press, vol. 51(2), pages 271-296, 05.
  10. Tassos Anastasatos & Ian R. Davidson, 2004. "How Homogenous are Currency Crises? A Panel Study using Multiple-Response Models," Discussion Paper Series 2004_23, Department of Economics, Loughborough University, revised Dec 2004.
  11. Håkan Eggert & Ragnar Tveteras, 2004. "Stochastic Production and Heterogeneous Risk Preferences: Commercial Fishers' Gear Choices," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 86(1), pages 199-212.
  12. Spierdijk, L., 2002. "An Empirical Analysis of the Role of the Trading Intensity in Information Dissemination on the NYSE," Discussion Paper 2002-30, Tilburg University, Center for Economic Research.
  13. Trevor A. Reeve, 2002. "Factor endowments and industrial structure," International Finance Discussion Papers 731, Board of Governors of the Federal Reserve System (U.S.).
  14. Witvorapong, Nopphol & Foshanji, Abo Ismael, 2016. "The impact of a conditional cash transfer program on the utilization of non-targeted services: Evidence from Afghanistan," Social Science & Medicine, Elsevier, vol. 152(C), pages 87-95.
  15. Murat Isik & Madhu Khanna, 2003. "Stochastic Technology, Risk Preferences, and Adoption of Site-Specific Technologies," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 85(2), pages 305-317.
  16. Rosegrant, Mark W. & Roumasset, James A., 1985. "The Effect Of Fertiliser On Risk: A Heteroscedastic Production Function With Measurable Stochastic Inputs," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 29(02), August.
  17. Rui Castro & Gian Luca Clementi & Glenn MacDonald, 2004. "Legal Institutions, Sectoral Heterogeneity, and Economic Development," 2004 Meeting Papers 162, Society for Economic Dynamics.
  18. Steven Andrew Culpepper, 2016. "An Improved Correction for Range Restricted Correlations Under Extreme, Monotonic Quadratic Nonlinearity and Heteroscedasticity," Psychometrika, Springer;The Psychometric Society, vol. 81(2), pages 550-564, June.
  19. Khayyat, Nabaz T. & Heshmati, Almas, 2014. "Production Risk, Energy Use Efficiency and Productivity of Korean Industries," IZA Discussion Papers 8081, Institute for the Study of Labor (IZA).
  20. Xu, Dengke & Zhang, Zhongzhan, 2013. "A semiparametric Bayesian approach to joint mean and variance models," Statistics & Probability Letters, Elsevier, vol. 83(7), pages 1624-1631.
  21. Tassos G. Anastasatos & Ian R. Davidson, 2006. "How Homogenous are Currency Crises? A Panel Study Using Multiple-Response Models," Working Papers 52, Bank of Greece.
  22. Jean-Pierre Lachaud, 2001. "Modélisation des déterminants de la mortalité des enfants et pauvreté aux Comores," Documents de travail 53, Groupe d'Economie du Développement de l'Université Montesquieu Bordeaux IV.
  23. Jean-Pierre Lachaud, 1999. "Envoi de fonds, inégalité et pauvreté au Burkina Faso," Documents de travail 40, Groupe d'Economie du Développement de l'Université Montesquieu Bordeaux IV.
  24. Roberto Basile & Anna Giunta & Jeffrey B. Nugent, 2003. "Foreign Expansion by Italian Manufacturing Firms in the Nineties: an Ordered Probit Analysis," Industrial Organization 0312001, EconWPA.
  25. Wesley M. Cohen & Richard C. Levin & David C. Mowery, 1987. "Firm Size and R&D Intensity: A Re-Examination," NBER Working Papers 2205, National Bureau of Economic Research, Inc.
  26. Simas, Alexandre B. & Barreto-Souza, Wagner & Rocha, Andréa V., 2010. "Improved estimators for a general class of beta regression models," Computational Statistics & Data Analysis, Elsevier, vol. 54(2), pages 348-366, February.
  27. Dong Jin Lee, 2009. "Testing Parameter Stability in Quantile Models: An Application to the U.S. Inflation Process," Working papers 2009-26, University of Connecticut, Department of Economics.
  28. Ragnar Tveteros, 1999. "Production Risk and Productivity Growth: Some Findings for Norwegian Salmon Aquaculture," Journal of Productivity Analysis, Springer, vol. 12(2), pages 161-179, September.
  29. Z. L. Yang Y. K. Tse, 2004. "Tests of Functional Form and Heteroscedasticity," Econometric Society 2004 Australasian Meetings 302, Econometric Society.
  30. Lien, G. & Stordal, S. & Hardaker, J.B. & Asheim, L.J., 2007. "Risk aversion and optimal forest replanting: A stochastic efficiency study," European Journal of Operational Research, Elsevier, vol. 181(3), pages 1584-1592, September.
  31. Cem Ertur & Julie Le Gallo, 2008. "Regional Growth and Convergence: Heterogenous reaction versus interaction in spatial econometric approaches," Working Papers hal-00463274, HAL.
  32. Carlos Esteban Posada & Luis Eduardo Arango, "undated". "La Participación Laboral en Colombia," Borradores de Economia 217, Banco de la Republica de Colombia.
  33. Peter Selb, 2008. "Supersized votes: ballot length, uncertainty, and choice in direct legislation elections," Public Choice, Springer, vol. 135(3), pages 319-336, June.
  34. Asche, Frank & Guttormsen, Atle G. & Roll, Kristin H., 2006. "Modelling Production Risk in Small Scale Subsistence Agriculture," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25574, International Association of Agricultural Economists.
  35. Salvanes, Kjell G. & Steen, Frode & Sorgard, Lars, 2005. "Hotelling in the air? Flight departures in Norway," Regional Science and Urban Economics, Elsevier, vol. 35(2), pages 193-213, March.
  36. Sucarrat, Genaro & Escribano, Álvaro, 2010. "The power log-GARCH model," UC3M Working papers. Economics we1013, Universidad Carlos III de Madrid. Departamento de Economía.
  37. Santos Silva, Joao M C & Tenreyro, Silvana, 2008. "Trading Partners and Trading Volumes:Implementing the Helpman-Melitz-Rubinstein Model Empirically," Economics Discussion Papers 3553, University of Essex, Department of Economics.
  38. Reichert, Arndt & Tauchmann, Harald, 2012. "When Outcome Heterogeneously Matters for Selection – A Generalized Selection Correction Estimator," Ruhr Economic Papers 372, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  39. David E. A. Giles, 2004. "Calculating a Standard Error for the Gini Coefficient: Some Further Results," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(3), pages 425-433, 07.
  40. Teemu Lyytikäinen, 2006. "Rent Control and Tenants' Welfare: The Effects of Deregulating Rental Markets in Finland," Discussion Papers 385, Government Institute for Economic Research Finland (VATT).
  41. Geraldo Cerqueiro & Hans Degryse & Steven Ongena, 2013. "Using heteroskedastic models to analyze the use of rules versus discretion in lending decisions," Chapters, in: Handbook of Research Methods and Applications in Empirical Finance, chapter 9, pages 216-237 Edward Elgar Publishing.
  42. King, Robert P. & Park, Timothy A., 2004. "Modeling Productivity In Supermarket Operations: Incorporating The Impacts Of Store Characteristics And Information Technologies," Journal of Food Distribution Research, Food Distribution Research Society, vol. 35(02), July.
  43. Juan Mora & Ana Moro-Egido, 2012. "Analyzing motives for money-transfers within families: the role of transfers for education," Empirical Economics, Springer, vol. 43(1), pages 357-378, August.
  44. Reitzig, Markus, 2004. "Improving patent valuations for management purposes--validating new indicators by analyzing application rationales," Research Policy, Elsevier, vol. 33(6-7), pages 939-957, September.
  45. Claudia M. Buch & Jörg Döpke & Kerstin Stahn, 2008. "Great Moderation at the Firm Level? Unconditional vs. Conditional Output Volatility," CESifo Working Paper Series 2324, CESifo Group Munich.
  46. Bolancé, Catalina & Guillén, Montserrat & Pinquet, Jean, 2008. "On the link between credibility and frequency premium," Insurance: Mathematics and Economics, Elsevier, vol. 43(2), pages 209-213, October.
  47. Zhang, Daowei & Nagubadi, Rao V., 2005. "The influence of urbanization on timberland use by forest type in the Southern United States," Forest Policy and Economics, Elsevier, vol. 7(5), pages 721-731, August.
  48. Stacy, Brian, 2014. "Left with Bias? Quantile Regression with Measurement Error in Left Hand Side Variables," EconStor Preprints 104744, ZBW - German National Library of Economics.
  49. Tedds, Lindsay, 2007. "Keeping it off the Books: An Empirical Investigation of Firms that Engage in Tax Evasion," MPRA Paper 4213, University Library of Munich, Germany.
  50. Freitag L., 2014. "Procyclicality and path dependence of sovereign credit ratings: The example of Europe," Research Memorandum 020, Maastricht University, Graduate School of Business and Economics (GSBE).
  51. Germa Manel Bel Queralt & Antonio Miralles, 2002. "Factors influencing privatization of urban solid waste collection: some evidence from Spain," Working Papers in Economics 74, Universitat de Barcelona. Espai de Recerca en Economia.
  52. Katja Zajc Kejžar, 2011. "The role of foreign direct investment in the host-country firm selection process: firm-level evidence from Slovenian manufacturing," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 147(1), pages 169-193, April.
  53. Kohn Karsten & Missong Martin, 2003. "Estimation of Quadratic Expenditure Systems Using German Household Budget Data / Schätzung Quadratischer Ausgabensysteme anhand der Daten der Einkommens- und Verbrauchsstichprobe," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 223(4), pages 422-448, August.
  54. Eric Hillebrand, 2003. "Overlaying Time Scales and Persistence Estimation in GARCH(1,1) Models," Econometrics 0301003, EconWPA.
  55. Christian Cordellier, 1998. "Dix ans de revenus des indépendants : effets temporels et individuels," Économie et Statistique, Programme National Persée, vol. 319(1), pages 53-87.
  56. Belasco, Eric J. & Taylor, Mykel R. & Goodwin, Barry K., 2006. "Probabilistic Models of Yield, Price, and Revenue Risks for Fed Cattle Production," 2006 Annual meeting, July 23-26, Long Beach, CA 21265, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  57. Cheng, Tsung-Chi, 2012. "On simultaneously identifying outliers and heteroscedasticity without specific form," Computational Statistics & Data Analysis, Elsevier, vol. 56(7), pages 2258-2272.
  58. Lien, Gudbrand & Stordal, Stale & Hardaker, J. Brian, 12. "Risk Aversion and Optimal Rotation: a Stochastic Efficiency Approach," Scandinavian Forest Economics: Proceedings of the Biennial Meeting of the Scandinavian Society of Forest Economics, Scandinavian Society of Forest Economics, issue 40, May.
  59. Bassanini, Andrea & Brunello, Giorgio, 2008. "Is training more frequent when the wage premium is smaller? Evidence from the European Community Household Panel," Labour Economics, Elsevier, vol. 15(2), pages 272-290, April.
  60. Sousa-Poza, Alfonso & Sousa-Poza, Andres A., 2000. "Well-being at work: a cross-national analysis of the levels and determinants of job satisfaction," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 29(6), pages 517-538, November.
  61. L. Baele & V. De Bruyckere & O. De Jonghe & R. Vander Vennet, 2012. "Do Stock Markets Discipline US Bank Holding Companies: Just Monitoring, or also In?uencing?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 12/827, Ghent University, Faculty of Economics and Business Administration.
  62. Nick Wills-Johnson, 2010. "Lessons for sustainability from the world’s most sustainable culture," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 12(6), pages 909-925, December.
  63. Loughin, Thomas M. & Rodríguez, Jorge E., 2011. "Computational issues with fitting joint location/dispersion models in unreplicated 2k factorials," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 491-497, January.
  64. Carlos Carreira & Paulino Teixeira, 2011. "The shadow of death: analysing the pre-exit productivity of Portuguese manufacturing firms," Small Business Economics, Springer, vol. 36(3), pages 337-351, April.
  65. repec:kap:iaecre:v:14:y:2008:i:1:p:76-89 is not listed on IDEAS
  66. Ricardo Smith, 2006. "Measuring the Effects of Working-Land Conservation Programs on Adoption of Soil-Erosion Reducing Practices and Permanent Vegetative Cover," Working papers DTE 369, CIDE, División de Economía.
  67. Djunaidi, Harjanto & Young, Kenneth B. & Wailes, Eric J. & Hoffman, Linwood A. & Childs, Nathan W., 2001. "Spatial Pricing Efficiency: The Case Of U.S. Long Grain Rice," 2001 Annual meeting, August 5-8, Chicago, IL 20457, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  68. Romano, Joseph P. & Wolf, Michael, 2017. "Resurrecting weighted least squares," Journal of Econometrics, Elsevier, vol. 197(1), pages 1-19.
  69. Tveteras, Ragnar & Flaten, Ola & Lien, Gudbrand D., 2008. "Production risk in multi-output industries: estimates from Norwegian dairy farms," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 43958, European Association of Agricultural Economists.
  70. Andrea Bellucci & Alexander Borisov & Alberto Zazzaro, 2013. "Do Banks Price Discriminate Spatially? Evidence from Small Business Lending in Local Credit Markets," Working Papers CASMEF 1303, Dipartimento di Economia e Finanza, LUISS Guido Carli.
  71. Berg, Claudia & Emran, M. Shahe & Shilpi, Forhad, 2013. "Microfinance and moneylenders : long-run effects of MFIs on informal credit market in Bangladesh," Policy Research Working Paper Series 6619, The World Bank.
  72. Roberto Dell'Anno & Désirée Teobaldelli, 2012. "Keeping both Corruption and the Shadow Economy in Check: The Role of Decentralization," Working Papers 1213, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2012.
  73. Chen, Songnian & Khan, Shakeeb, 2000. "Estimating censored regression models in the presence of nonparametric multiplicative heteroskedasticity," Journal of Econometrics, Elsevier, vol. 98(2), pages 283-316, October.
  74. Wang-Sheng Lee, 2013. "Propensity score matching and variations on the balancing test," Empirical Economics, Springer, vol. 44(1), pages 47-80, February.
  75. Nolan, Elizabeth & Santos, Paulo, 2012. "Insurance premiums and GM traits," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 125942, International Association of Agricultural Economists.
  76. Chen, Songnian & Khan, Shakeeb, 2003. "Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models," Journal of Econometrics, Elsevier, vol. 117(2), pages 245-278, December.
  77. Pierre Monnin & Terhi Jokipii, 2010. "The Impact of Banking Sector Stability on the Real Economy," Working Papers 2010-05, Swiss National Bank.
  78. Claudia Buch & Martin Schlotter, 2013. "Regional origins of employment volatility: evidence from German states," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 40(1), pages 1-19, February.
  79. Abdelrasaq Na-Allah, 2011. "Determinants of Industrial Embeddedness Evidence from African Manufacturing Firms," WIDER Working Paper Series 008, World Institute for Development Economic Research (UNU-WIDER).
  80. Dong Jin Lee & Jai Hyung Yoon, 2012. "The New Keynesian Phillips Curves in Multiple Quantiles and the Asymmetry of Monetary Policy," Working papers 2012-03, University of Connecticut, Department of Economics.
  81. Luis Eduardo Arango & Carlos Esteban Posada & Alejandro Charry, "undated". "La Participación Laboral en Colombia según la Nueva Encuesta: ¿Cambian sus determinantes?," Borradores de Economia 250, Banco de la Republica de Colombia.
  82. Anjum, Zeba & Burke, Paul J. & Gerlagh, Reyer & Stern, David I., "undated". "Modeling the Emissions-Income Relationship Using Long-Run Growth Rates," Working Papers 249422, Australian National University, Centre for Climate Economics & Policy.
  83. Li, Kim-Hung & Chan, Nai Ng, 2000. "Degeneracy in Heteroscedastic Regression Models," Journal of Multivariate Analysis, Elsevier, vol. 74(2), pages 282-295, August.
  84. Schnepf, Randall D. & Goodwin, Barry K., 1999. "Long-Run Price Risk In U.S. Agricultural Markets," 1999 Annual meeting, August 8-11, Nashville, TN 21687, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  85. Orea, Luis & Wall, Alan, 2002. "Decomposing Productivity Growth under Production Risk," Efficiency Series Papers 2002/12, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG).
  86. Pope, Rulon D. & Just, Richard E., 1977. "On The Competitive Firm Under Production Uncertainty," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 21(02), August.
  87. William H. Greene & David A. Hensher, 2008. "Modeling Ordered Choices: A Primer and Recent Developments," Working Papers 08-26, New York University, Leonard N. Stern School of Business, Department of Economics.
  88. Carlsson, Magnus & Fumarco, Luca & Rooth, Dan-Olof, 2013. "Artifactual Evidence of Discrimination in Correspondence Studies? A Replication of the Neumark Method," IZA Discussion Papers 7619, Institute for the Study of Labor (IZA).
  89. Decker, Ryan & D'Erasmo, Pablo & Moscoso Boedo, Herman J., 2014. "Market exposure and endogenous firm volatility over the business cycle," Working Papers 14-12, Federal Reserve Bank of Philadelphia.
  90. Tiziana Laureti, 2008. "Modelling Exogenous Variables in Human Capital Formation through a Heteroscedastic Stochastic Frontier," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 14(1), pages 76-89, February.
  91. Arsenault, E. & Bernard, J.T. & Carr, C.W. & Genest-Laplante, E., 1993. "A Total Energy Demand Model of Quebec: Forecasting Properties," Papers 9329, Laval - Recherche en Energie.
  92. Arthur Brooks & Jan Ondrich, 2007. "Quality, service level, or empire: which is the objective of the nonprofit arts firm?," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 31(2), pages 129-142, June.
  93. Andres Felipe Hoyos Martin, 2015. "Uso de los estimadores HC en presencia de heterocedasticidad multiplicativa," ICESI ECONOMICS WORKING PAPERS 014564, UNIVERSIDAD ICESI.
  94. Rodriguez, Xose Anton & Arias, Carlos, 2008. "The effects of resource depletion on coal mining productivity," Energy Economics, Elsevier, vol. 30(2), pages 397-408, March.
  95. Mihailo Radoman & Marcel-Cristian Voia, 2015. "Internal Promotion in Competitive Sports: Evidence from the English Premier League," Carleton Economic Papers 15-09, Carleton University, Department of Economics.
  96. Juan Mora López & Ana I. Moro, 2003. "Motives For Money-Transfers Within Families: The Role Of Transfers On Education," Working Papers. Serie AD 2003-37, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  97. Almus, Matthias, 2000. "What Characterizes a Fast Growing Firm?," ZEW Discussion Papers 00-64, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  98. Wu, Zai Bin & Yeung, Godfrey & Mok, Vincent & Han, Zhaozhou, 2007. "Firm-specific knowledge and technical efficiency of watch and clock manufacturing firms in China," International Journal of Production Economics, Elsevier, vol. 107(2), pages 317-332, June.
  99. Podlich, Natalia & Wedow, Michael, 2014. "Crossborder financial contagion to Germany: How important are OTC dealers?," International Review of Financial Analysis, Elsevier, vol. 33(C), pages 1-9.
  100. Spierdijk, L. & Nijman, T.E. & van Soest, A.H.O., 2002. "Modeling Comovements in Trading Intensities to Distinguish Sector and Stock Specific News," Discussion Paper 2002-69, Tilburg University, Center for Economic Research.
  101. He, Senhui & White, Fred C. & Fletcher, Stanley M., 2003. "The Effects Of Research On Wheat Yields And Yield Variances," 2003 Annual Meeting, February 1-5, 2003, Mobile, Alabama 35155, Southern Agricultural Economics Association.
  102. Ahrendsen, Bruce L. & Bierlen, Ralph W. & Langemeier, Larry N. & Dixon, Bruce L., 1999. "Land Leasing And Debt On Farms: Substitutes Or Complements?," 1999 Annual meeting, August 8-11, Nashville, TN 21671, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  103. Tsung-Shan Tsou, 2005. "Inferences of variance function - a parametric robust way," Journal of Applied Statistics, Taylor & Francis Journals, vol. 32(8), pages 785-796.
  104. Joseph P. Romano & Michael Wolf, 2014. "Resurrecting weighted least squares," ECON - Working Papers 172, Department of Economics - University of Zurich, revised Nov 2014.
  105. Carlsson, Fredrik & Kataria, Mitesh & Krupnick, Alan & Lampi, Elina & Löfgren, Åsa & Qin, Ping & Sterner, Thomas & Chung, Susie, 2010. "The Truth, the Whole Truth, and Nothing but the Truth - A Multiple Country Test of an Oath Script," Working Papers in Economics 473, University of Gothenburg, Department of Economics.
  106. Brown, Sarah & Greene, William H. & Harris, Mark N. & Taylor, Karl, 2015. "An inverse hyperbolic sine heteroskedastic latent class panel tobit model: An application to modelling charitable donations," Economic Modelling, Elsevier, vol. 50(C), pages 228-236.
  107. van Bommel, Jos & Vermaelen, Theo, 2003. "Post-IPO capital expenditures and market feedback," Journal of Banking & Finance, Elsevier, vol. 27(2), pages 275-305, February.
  108. Jenkins, Robin R. & Martinez, Salvador A. & Palmer, Karen & Podolsky, Michael J., 2003. "The determinants of household recycling: a material-specific analysis of recycling program features and unit pricing," Journal of Environmental Economics and Management, Elsevier, vol. 45(2), pages 294-318, March.
  109. Howard, Donald D. & English, Burton C. & Larson, James A. & Roberts, Roland K. & Walters, Jeremy T., 2004. "Effects Of Risk, Disease, And Nitrogen Source On Optimal Nitrogen Fertilization Rates In Winter Wheat Production," 2004 Annual Meeting, February 14-18, 2004, Tulsa, Oklahoma 34688, Southern Agricultural Economics Association.
  110. Maria Grydaki & Stilianos Fountas, 2010. "What Explains Output Volatility? Evidence from the G3," Discussion Paper Series 2010_09, Department of Economics, University of Macedonia, revised Jul 2010.
  111. Sam, Abdoul G. & Innes, Robert & Khanna, Madhu, 2006. "How do Voluntary Pollution Reduction Programs (VPRs) Work? An Empirical Study of Links between VPRs, Environmental Management, and Environmental Performance," 2006 Annual meeting, July 23-26, Long Beach, CA 21192, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  112. Iannotta, Giuliano & Navone, Marco, 2012. "The cross-section of mutual fund fee dispersion," Journal of Banking & Finance, Elsevier, vol. 36(3), pages 846-856.
  113. Vishal Gaur & Saravanan Kesavan & Ananth Raman & Marshall L. Fisher, 2007. "Estimating Demand Uncertainty Using Judgmental Forecasts," Manufacturing & Service Operations Management, INFORMS, vol. 9(4), pages 480-491, April.
  114. Morais, Bernardo, 2015. "Risk, Financial Development and Firm Dynamics," International Finance Discussion Papers 1134, Board of Governors of the Federal Reserve System (U.S.).
  115. Ncube, Mthuli, 1996. "Modelling implied volatility with OLS and panel data models," Journal of Banking & Finance, Elsevier, vol. 20(1), pages 71-84, January.
  116. Efstathios Panayi & Gareth W. Peters & Jon Danielsson & Jean-Pierre Zigrand, 2015. "Designating market maker behaviour in Limit Order Book markets," Papers 1508.04348, arXiv.org.
  117. Dylan Molenaar, 2015. "Heteroscedastic Latent Trait Models for Dichotomous Data," Psychometrika, Springer;The Psychometric Society, vol. 80(3), pages 625-644, September.
  118. Liucang Wu & Huiqiong Li, 2012. "Variable selection for joint mean and dispersion models of the inverse Gaussian distribution," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 75(6), pages 795-808, August.
  119. Stößlein, Martin & Kanet, John Jack & Gorman, Mike & Minner, Stefan, 2014. "Time-phased safety stocks planning and its financial impacts: Empirical evidence based on European econometric data," International Journal of Production Economics, Elsevier, vol. 149(C), pages 47-55.
  120. Katja Zajc Kej??ar, 2006. "The Role Of Foreign Direct Investment In The Firm Selection Process In A Host Country: Evidence From Slovenia," William Davidson Institute Working Papers Series wp841, William Davidson Institute at the University of Michigan.
  121. Podlich, Natalia & Wedow, Michael, 2011. "Credit contagion between financial systems," Discussion Paper Series 2: Banking and Financial Studies 2011,15, Deutsche Bundesbank, Research Centre.
  122. Hause, John C. & Du Rietz, Gunnar, 1983. "Entry, Industry Growth and the Micro Dynamics of Industry Supply," Working Paper Series 108, Research Institute of Industrial Economics.
  123. Vander Vennet Rudi & De Jonghe Olivier & De Bruyckere Valerie & Baele Lieven, 2011. "Enhancing Bank Transparency: Risk Ineffciency as a Market Disciplining Mechanism," 2011 Meeting Papers 559, Society for Economic Dynamics.
  124. Nwaeze, Emeka T., 2005. "Replacement versus adaptation investments and equity value," Journal of Corporate Finance, Elsevier, vol. 11(3), pages 523-549, June.
  125. Iannotta, Giuliano & Nocera, Giacomo & Resti, Andrea, 2013. "Do investors care about credit ratings? An analysis through the cycle," Journal of Financial Stability, Elsevier, vol. 9(4), pages 545-555.
  126. LE GALLO, Julie, 2000. "Econométrie spatiale 2 -Hétérogénéité spatiale," LATEC - Document de travail - Economie (1991-2003) 2001-01, LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne.
  127. Kuhn, Johan Moritz, 2007. "My Pay is Too Bad (I Quit). Your Pay is Too Good (You're Fired)," Working Papers 07-5, University of Aarhus, Aarhus School of Business, Department of Economics.
  128. Gill, H. Leroy & Haurin, Donald R., 2001. "The choice of tax base by local authorities: voter preferences, special interest groups, and tax base diversification," Regional Science and Urban Economics, Elsevier, vol. 31(6), pages 733-749, November.
  129. repec:zbw:rwirep:0372 is not listed on IDEAS
  130. Avi Weiss & Joshua Sherman, 2014. "An Empirical Analysis of Search Costs and Price Dispersion," Working Papers 2014-06, Bar-Ilan University, Department of Economics.
  131. Kelbore, Zerihun Getachew, 2012. "An Analysis of the Impacts of Climate Change on Crop Yield and Yield Variability in Ethiopia," MPRA Paper 49466, University Library of Munich, Germany.
  132. repec:imd:wpaper:wp2010-25 is not listed on IDEAS
  133. Cysneiros, Francisco José A. & Paula, Gilberto A. & Galea, Manuel, 2007. "Heteroscedastic symmetrical linear models," Statistics & Probability Letters, Elsevier, vol. 77(11), pages 1084-1090, June.
  134. Steven Ross & Yves Zenou, 2003. "Shirking, Commuting and Labor Market Outcomes," Working papers 2003-41, University of Connecticut, Department of Economics.
  135. Stacy, Brian, 2014. "Ranking Teachers when Teacher Value-Added is Heterogeneous Across Students," EconStor Preprints 104743, ZBW - German National Library of Economics.
  136. Cheng, Tsung-Chi, 2011. "Robust diagnostics for the heteroscedastic regression model," Computational Statistics & Data Analysis, Elsevier, vol. 55(4), pages 1845-1866, April.
  137. Martina Cioni & Marco savioli, 2011. "Accidents and illnesses at the workplace Evidence from Italy," Department of Economics University of Siena 608, Department of Economics, University of Siena.
  138. Dupont, Diane P. & Bateman, Ian J., 2012. "Political affiliation and willingness to pay: An examination of the nature of benefits and means of provision," Ecological Economics, Elsevier, vol. 75(C), pages 43-51.
  139. Sucarrat, Genaro & Grønneberg, Steffen & Escribano, Alvaro, 2016. "Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 582-594.
  140. Buch, Claudia M. & Döpke, Jörg & Stahn, Kerstin, 2008. "Great moderation at the firm level? Unconditional versus conditional output volatility," Discussion Paper Series 1: Economic Studies 2008,13, Deutsche Bundesbank, Research Centre.
  141. repec:rwi:repape:0372 is not listed on IDEAS
  142. INUI Tomohiko & ITO Keiko & MIYAKAWA Daisuke & SHOJI Keishi, 2013. "Firms' Export Behavior and the Role of Bank' Overseas Information," ESRI Discussion paper series 297, Economic and Social Research Institute (ESRI).
  143. Schüller, David & Tauchmann, Harald & Upmann, Thorsten & Weimar, Daniel, 2014. "Pro-social behavior in the TV show “Come Dine With Me”: An empirical investigation," Journal of Economic Psychology, Elsevier, vol. 45(C), pages 44-55.
  144. Tambi, N. E. & Mukhebi, W. A. & Maina, W. O. & Solomon, H. -M., 1999. "Probit analysis of livestock producers' demand for private veterinary services in the high potential agricultural areas of Kenya," Agricultural Systems, Elsevier, vol. 59(2), pages 163-176, February.
  145. Jean-Pierre Lachaud, 1999. "Le différentiel spatial de pauvreté au Burkina Faso : " capabilities " versus dépenses," Documents de travail 36, Groupe d'Economie du Développement de l'Université Montesquieu Bordeaux IV.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.