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Efficiency, environmental contaminants and farm size : testing for links using stochastic production frontiers
Hadri, Kaddour; Whittaker, J. - 1995
Persistent link: https://www.econbiz.de/10000943448
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Forecasting (LOG) volatility models
Christodoulakis, George A.; Satchell, Stephen - 1998
Persistent link: https://www.econbiz.de/10000998647
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A large poisson currency crises game : towards a theory of both the onset and the swiftness of currency attacks
Makrēs, Miltiadēs - 2000
Persistent link: https://www.econbiz.de/10001542544
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Irrational analysts' expectations as a cause of excess volatility in stock prices
Bulkley, George; Harris, Richard D. F. - 1996
Persistent link: https://www.econbiz.de/10000943010
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Inference for unit roots in dynamic panels in the presence of deterministic trends
Harris, Richard D. F.; Tzavalis, Elias - 1997
Persistent link: https://www.econbiz.de/10000966505
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Regression-based tests for persistence in conditional variances
Psaradakis, Zacharias G.; Tzavalis, Elias - 1995
Persistent link: https://www.econbiz.de/10000912747
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The joint density of two functionals of a Brownian motion
Abadir, Karim Maher - 1994
Persistent link: https://www.econbiz.de/10000895295
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Why does the ratio of book to market value of equity explain cross-section stock returns?
Bulkley, George; Harris, Richard D. F. - 1996
Persistent link: https://www.econbiz.de/10000943015
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The guilt-equity yield ratio and the predictability of UK and US equity returns
Harris, Richard D. F.; Sanchez-Valle, René - 1998
Persistent link: https://www.econbiz.de/10000998646
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Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models
Kiviet, J. F.; Phillips, Garry D. A. - 1998
Persistent link: https://www.econbiz.de/10000168159