Manajemen | Fakultas Ekonomi Universitas Maritim Raja Ali Haji jbes%2E2009%2E08161
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The Monte Carlo comparisons use the CI approach to hypothesis testing, similar to the approach adopted by Biewen (2002) in studying the relative performance of asymptotic and
One can see that the alternative procedure detects the same types of predictability as our procedure in the Ukrainian, Polish, and Estonian stock markets, in four out of five cases
We highlight performance in mixed data settings, a feature that existing frequency-based methods do not handle well, and consider three estimators of the average treatment effect (‘‘
While the increasing availability of high frequency data provides a valuable opportunity for the calculation of model- free estimators of asset return volatility, the presence of
Given the NLSY sample, I showed that under the maintained joint MTR–MTS assumption and no assump- tions on the distribution of missing treatments, using drugs dur- ing work hours
As in Abel (1990), the measure of the external component of the habit is a weighted average of past consumption growth rates of other cross-sectional units; this type of external
While some papers contain theoretical results related to the fact that the variance and autocorrelations have similar properties under structural change and long memory, most of
To illustrate the response error mixture model with multi- plicative mean independence, we consider the problem of draw- ing inferences on the rate of illicit drug use in the
