Wald Tests and Systems of Stochastic Equations
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- Alok Bhargava, 2006. "Wald Tests And Systems Of Stochastic Equations," World Scientific Book Chapters, in: Econometrics, Statistics And Computational Approaches In Food And Health Sciences, chapter 2, pages 29-48, World Scientific Publishing Co. Pte. Ltd..
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Cited by:
- Alok Bhargava, 2006.
"Modelling the Health of Filipino Children,"
World Scientific Book Chapters, in: Econometrics, Statistics And Computational Approaches In Food And Health Sciences, chapter 11, pages 153-168,
World Scientific Publishing Co. Pte. Ltd..
- Alok Bhargava, 1994. "Modelling the Health of Filipino Children," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 157(3), pages 417-432, May.
- Erickson, Timothy & Jiang, Colin Huan & Whited, Toni M., 2014. "Minimum distance estimation of the errors-in-variables model using linear cumulant equations," Journal of Econometrics, Elsevier, vol. 183(2), pages 211-221.
- Blake, David & Caulfield, Tristan & Ioannidis, Christos & Tonks, Ian, 2014. "Improved inference in the evaluation of mutual fund performance using panel bootstrap methods," Journal of Econometrics, Elsevier, vol. 183(2), pages 202-210.
- Aït-Sahalia, Yacine & Laeven, Roger J.A. & Pelizzon, Loriana, 2014.
"Mutual excitation in Eurozone sovereign CDS,"
Journal of Econometrics, Elsevier, vol. 183(2), pages 151-167.
- Aït-Sahalia, Yacine & Laeven, Roger J. A. & Pelizzon, Loriana, 2014. "Mutual excitation in eurozone sovereign CDS," SAFE Working Paper Series 51, Leibniz Institute for Financial Research SAFE.
- Alok Bhargava, 2022. "Econometric modelling of carbon dioxide emissions and concentrations, ambient temperatures and ocean deoxygenation," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(1), pages 178-201, January.
- Bekaert, Geert & Hoerova, Marie, 2014.
"The VIX, the variance premium and stock market volatility,"
Journal of Econometrics, Elsevier, vol. 183(2), pages 181-192.
- Geert Bekaert & Marie Hoerova, 2013. "The VIX, the Variance Premium and Stock Market Volatility," NBER Working Papers 18995, National Bureau of Economic Research, Inc.
- Hoerova, Marie & Bekaert, Geert, 2014. "The VIX, the variance premium and stock market volatility," Working Paper Series 1675, European Central Bank.
- Alok Bhargava, 2013. "Executive compensation, share repurchases and investment expenditures: econometric evidence from US firms," Review of Quantitative Finance and Accounting, Springer, vol. 40(3), pages 403-422, April.
- Calzolari, Giorgio & Panattoni, Lorenzo, 1987. "Finite sample performance of the robust Wald test in simultaneous equation systems," MPRA Paper 22557, University Library of Munich, Germany.
- Charles G. Renfro, 2009. "The Practice of Econometric Theory," Advanced Studies in Theoretical and Applied Econometrics, Springer, number 978-3-540-75571-5, July-Dece.
- Bhargava, Alok, 2014. "Firms’ fundamentals, macroeconomic variables and quarterly stock prices in the US," Journal of Econometrics, Elsevier, vol. 183(2), pages 241-250.
- Maria Elena Bontempi & Jan Ditzen, 2023. "GMM-lev estimation and individual heterogeneity: Monte Carlo evidence and empirical applications," Papers 2312.00399, arXiv.org, revised Dec 2023.
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JEL classification:
- C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- Q18 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Agricultural Policy; Food Policy; Animal Welfare Policy
- Z18 - Other Special Topics - - Cultural Economics - - - Public Policy
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