Donald Robertson
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Wikipedia or ReplicationWiki mentions
(Only mentions on Wikipedia that link back to a page on a RePEc service)- Robertson, D & Symons, J, 1992.
"Some Strange Properties of Panel Data Estimators,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(2), pages 175-189, April-Jun.
- Donald Robertson & James Symons, 1991. "Some Strange Properties of Panel Data Estimators," CEP Discussion Papers dp0044, Centre for Economic Performance, LSE.
Mentioned in:
- Some strange properties of panel data estimators (Journal of Applied Econometrics 1992) in ReplicationWiki ()
Working papers
- Attanasi, Giuseppe Marco & Dessi, Roberta & Moisan, Frédéric & Robertson, Donald, 2019.
"Public goods and future audiences,"
TSE Working Papers
17-860, Toulouse School of Economics (TSE), revised Dec 2023.
- Attanasi, Giuseppe & Dessí, Roberta & Moisan, Frédéric & Robertson, Donald, 2024. "Public goods and future audiences," Journal of Economic Behavior & Organization, Elsevier, vol. 224(C), pages 580-597.
- Giuseppe Attanasi & Roberta Dessi & Frederic Moisan & Donald Robertson, 2024. "Public goods and future audiences," Post-Print hal-04631301, HAL.
Cited by:
- Jan Schmitz, 2019. "When Two Become One: How Group Mergers Affect Solidarity," Games, MDPI, vol. 10(3), pages 1-42, July.
- Stephen Wright & James Mitchell & Donald Robertson, 2018.
"R2 bounds for predictive models: what univariate properties tell us about multivariate predictability,"
Birkbeck Working Papers in Economics and Finance
1804, Birkbeck, Department of Economics, Mathematics & Statistics.
- James Mitchell & Donald Robertson & Stephen Wright, 2019. "R2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(4), pages 681-695, October.
Cited by:
- Ana Beatriz Galvão & James Mitchell, 2019. "Measuring Data Uncertainty: An Application using the Bank of England's "Fan Charts" for Historical GDP Growth," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2019-08, Economic Statistics Centre of Excellence (ESCoE).
- Julien Champagne & Guillaume Poulin‐Bellisle & Rodrigo Sekkel, 2020. "Introducing the Bank of Canada staff economic projections database," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(1), pages 114-129, January.
- Tommaso Proietti, 2019.
"Predictability, Real Time Estimation, and the Formulation of Unobserved Components Models,"
CEIS Research Paper
455, Tor Vergata University, CEIS, revised 22 Mar 2019.
- Tommaso Proietti, 2021. "Predictability, real time estimation, and the formulation of unobserved components models," Econometric Reviews, Taylor & Francis Journals, vol. 40(5), pages 433-454, April.
- Mihaela-Eugenia VASILACHE, 2018. "Forecasting the Trend of Art Market," Computational Methods in Social Sciences (CMSS), "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences, vol. 6(1), pages 82-93, June.
- Bo Zhang & Joshua C.C. Chan & Jamie L. Cross, 2018.
"Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts,"
CAMA Working Papers
2018-32, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Zhang, Bo & Chan, Joshua C.C. & Cross, Jamie L., 2020. "Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1318-1328.
- DessÃ, Roberta & Attanasi, Giuseppe & Moisan, Frederic & Robertson, Donald, 2017.
"Public goods, role models and "sucker aversion": the audience matters,"
CEPR Discussion Papers
12413, C.E.P.R. Discussion Papers.
Cited by:
- Giuseppe Attanasi & Kene Boun My & Nikolaos Georgantzís & Miguel Ginés, 2019.
"Strategic Ethics: Altruism without the Other-regarding Confound,"
GREDEG Working Papers
2019-13, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Giuseppe Attanasi & Kene Boun My & Nikolaos Georgantzís & Miguel Ginés, 2019. "Strategic Ethics: Altruism without the Other-Regarding Confound," Revue économique, Presses de Sciences-Po, vol. 70(6), pages 967-998.
- Giuseppe Attanasi & Kene Boun My & Nikolaos Georgantzis & Miguel Ginés, 2020. "Strategic Ethics : Altruism without the Other-Regarding Confound," Working Papers hal-02512373, HAL.
- Giuseppe Attanasi & Kene Boun My & Nikolaos Georgantzís & Miguel Ginés, 2019.
"Strategic Ethics: Altruism without the Other-regarding Confound,"
GREDEG Working Papers
2019-13, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Robertson, D. & Tambakis, D., 2016.
"Long-Run Debt Ratios with Fiscal Fatigue,"
Cambridge Working Papers in Economics
1674, Faculty of Economics, University of Cambridge.
Cited by:
- Christos Shiamptanis, 2019.
"Tax Austerity: Does it avert solvency crises?,"
LCERPA Working Papers
ec0119, Laurier Centre for Economic Research and Policy Analysis.
- Christos Shiamptanis, 2024. "Tax Austerity: Does It Avert Solvency Crises?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(6), pages 1515-1543, September.
- Christos Shiamptanis, 2019. "Tax Austerity: Does it Avert Solvency Crises?," LCERPA Working Papers bm0126, Laurier Centre for Economic Research and Policy Analysis, revised 2021.
- Christos Shiamptanis, 2019.
"Tax Austerity: Does it avert solvency crises?,"
LCERPA Working Papers
ec0119, Laurier Centre for Economic Research and Policy Analysis.
- Isohätälä, Jukka & Milne, Alistair & Robertson, Donald, 2014.
"The net worth trap: investment and output dynamics in the presence of financing constraints,"
Bank of Finland Research Discussion Papers
26/2014, Bank of Finland.
- Jukka Isohätälä & Alistair Milne & Donald Robertson, 2020. "The Net Worth Trap: Investment and Output Dynamics in the Presence of Financing Constraints," Mathematics, MDPI, vol. 8(8), pages 1-32, August.
Cited by:
- Jukka Isohätälä & Feodor Kusmartsev & Alistair Milne & Donald Robertson, 2015.
"Leverage Constraints and Real Interest Rates,"
Manchester School, University of Manchester, vol. 83, pages 83-109, December.
- Isohätälä, Jukka & Kusmartsev, Feo & Milne, Alistair & Robertson, Donald, 2014. "Leverage constraints and real interest rates," Bank of Finland Research Discussion Papers 27/2014, Bank of Finland.
- Robertson, Donald & Sarafidis, Vasilis & Westerlund, Joakim, 2014.
"GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels,"
MPRA Paper
53419, University Library of Munich, Germany.
Cited by:
- Artūras Juodis & Vasilis Sarafidis, 2018.
"Fixed T dynamic panel data estimators with multifactor errors,"
Econometric Reviews, Taylor & Francis Journals, vol. 37(8), pages 893-929, September.
- Arturas Juodis & Sarafidis, V., 2014. "Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors," UvA-Econometrics Working Papers 14-07, Universiteit van Amsterdam, Dept. of Econometrics.
- Juodis, Arturas & Sarafidis, Vasilis, 2014. "Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors," MPRA Paper 57659, University Library of Munich, Germany.
- In Choi, 2019.
"Unit Root Tests for Dependent Micropanels,"
The Japanese Economic Review, Japanese Economic Association, vol. 70(2), pages 145-167, June.
- In Choi, 2019. "Unit Root Tests for Dependent Micropanels," The Japanese Economic Review, Springer, vol. 70(2), pages 145-167, June.
- Yiannis Karavias & Elias Tzavalis, 2014. "Testing for unit roots in panels with structural changes, spatial and temporal dependence when the time dimension is finite," Discussion Papers 14/03, University of Nottingham, Granger Centre for Time Series Econometrics.
- Arturas Juodis & Sarafidis, V., 2015.
"A Simple Estimator for Short Panels with Common Factors,"
UvA-Econometrics Working Papers
15-03, Universiteit van Amsterdam, Dept. of Econometrics.
- Juodis, Arturas & Sarafidis, Vasilis, 2015. "A Simple Estimator for Short Panels with Common Factors," MPRA Paper 68164, University Library of Munich, Germany.
- Artūras Juodis & Vasilis Sarafidis, 2018.
"Fixed T dynamic panel data estimators with multifactor errors,"
Econometric Reviews, Taylor & Francis Journals, vol. 37(8), pages 893-929, September.
- Donald Robertson & Stephen Wright, 2012.
"The Predictive Space, or, If x predicts y, what does y tell us about x?,"
Birkbeck Working Papers in Economics and Finance
1210, Birkbeck, Department of Economics, Mathematics & Statistics.
Cited by:
- Minford, Patrick & Meenagh, David & Le, Vo Phuong Mai, 2017.
"A note on news about the future: the impact on DSGE models and their VAR representation,"
CEPR Discussion Papers
11818, C.E.P.R. Discussion Papers.
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick, 2016. "A note on news about the future: the impact on DSGE models and their VAR representation," Cardiff Economics Working Papers E2016/11, Cardiff University, Cardiff Business School, Economics Section.
- Andrea Monticini & Francesco Ravazzolo, 2014.
"Forecasting the intraday market price of money,"
DISCE - Working Papers del Dipartimento di Economia e Finanza
def010, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Andrea Monticini & Francesco Ravazzolo, 2011. "Forecasting the intraday market price of money," Working Paper 2011/06, Norges Bank.
- Monticini, Andrea & Ravazzolo, Francesco, 2014. "Forecasting the intraday market price of money," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 304-315.
- Minford, Patrick & Meenagh, David & Le, Vo Phuong Mai, 2017.
"A note on news about the future: the impact on DSGE models and their VAR representation,"
CEPR Discussion Papers
11818, C.E.P.R. Discussion Papers.
- Robertson, Donald & Sarafidis, Vasilis & Symons, James, 2010.
"IV Estimation of Panels with Factor Residuals,"
MPRA Paper
26166, University Library of Munich, Germany.
- Robertson, Donald & Sarafidis, Vasilis, 2015. "IV estimation of panels with factor residuals," Journal of Econometrics, Elsevier, vol. 185(2), pages 526-541.
- Donald Robertson & Vasilis Sarafidis, 2013. "IV Estimation of Panels with Factor Residuals," Cambridge Working Papers in Economics 1321, Faculty of Economics, University of Cambridge.
Cited by:
- Arturas Juodis, 2014.
"Cointegration Testing in Panel VAR Models Under Partial Identification and Spatial Dependence,"
UvA-Econometrics Working Papers
14-08, Universiteit van Amsterdam, Dept. of Econometrics.
- Arturas Juodis, 2013. "Cointegration Testing in Panel VAR Models Under Partial Identification and Spatial Dependence," UvA-Econometrics Working Papers 13-08, Universiteit van Amsterdam, Dept. of Econometrics.
- Jörg Breitung & Philipp Hansen, 2021. "Alternative estimation approaches for the factor augmented panel data model with small T," Empirical Economics, Springer, vol. 60(1), pages 327-351, January.
- Sarafidis, Vasilis & Wansbeek, Tom, 2010.
"Cross-sectional Dependence in Panel Data Analysis,"
MPRA Paper
20367, University Library of Munich, Germany.
- Vasilis Sarafidis & Tom Wansbeek, 2012. "Cross-Sectional Dependence in Panel Data Analysis," Econometric Reviews, Taylor & Francis Journals, vol. 31(5), pages 483-531, September.
- Hayakawa, Kazuhiko, 2016. "Identification problem of GMM estimators for short panel data models with interactive fixed effects," Economics Letters, Elsevier, vol. 139(C), pages 22-26.
- Norkutė, Milda & Sarafidis, Vasilis & Yamagata, Takashi & Cui, Guowei, 2021.
"Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure,"
Journal of Econometrics, Elsevier, vol. 220(2), pages 416-446.
- Milda Norkute & Vasilis Sarafidis & Takashi Yamagata & Guowei Cui, 2019. "Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure," Monash Econometrics and Business Statistics Working Papers 32/19, Monash University, Department of Econometrics and Business Statistics.
- Milda Norkuté & Vasilis Sarafidis & Takashi Yamagata & Guowei Cui, 2018. "Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure," ISER Discussion Paper 1019r, Institute of Social and Economic Research, Osaka University, revised Apr 2019.
- G. Forchini & Bin Jiang & Bin Peng, 2015. "Consistent Estimation in Large Heterogeneous Panels with Multifactor Structure Endogeneity," Monash Econometrics and Business Statistics Working Papers 14/15, Monash University, Department of Econometrics and Business Statistics.
- Naima Chrid & Sami Saafi & Mohamed Chakroun, 2021. "Export Upgrading and Economic Growth: a Panel Cointegration and Causality Analysis," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 12(2), pages 811-841, June.
- Arturas Juodis & Yiannis Karavias & Vasilis Sarafidis, 2020.
"A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels,"
Monash Econometrics and Business Statistics Working Papers
32/20, Monash University, Department of Econometrics and Business Statistics.
- Artūras Juodis & Yiannis Karavias & Vasilis Sarafidis, 2021. "A homogeneous approach to testing for Granger non-causality in heterogeneous panels," Empirical Economics, Springer, vol. 60(1), pages 93-112, January.
- Juodis, Arturas & Karavias, Yiannis & Sarafidis, Vasilis, 2020. "A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels," MPRA Paper 102992, University Library of Munich, Germany.
- van Roye, Björn & Floro, Danvee, 2017.
"Threshold effects of financial stress on monetary policy rules: a panel data analysis,"
Working Paper Series
2042, European Central Bank.
- Floro, Danvee & van Roye, Björn, 2017. "Threshold effects of financial stress on monetary policy rules: A panel data analysis," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 599-620.
- Floro, Danvee & van Roye, Björn, 2015. "Threshold Effects of Financial Stress on Monetary Policy Rules: A Panel Data Analysis," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112840, Verein für Socialpolitik / German Economic Association.
- Hugo Freeman & Martin Weidner, 2021. "Linear Panel Regressions with Two-Way Unobserved Heterogeneity," Papers 2109.11911, arXiv.org, revised Aug 2022.
- Artūras Juodis & Vasilis Sarafidis, 2018.
"Fixed T dynamic panel data estimators with multifactor errors,"
Econometric Reviews, Taylor & Francis Journals, vol. 37(8), pages 893-929, September.
- Arturas Juodis & Sarafidis, V., 2014. "Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors," UvA-Econometrics Working Papers 14-07, Universiteit van Amsterdam, Dept. of Econometrics.
- Juodis, Arturas & Sarafidis, Vasilis, 2014. "Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors," MPRA Paper 57659, University Library of Munich, Germany.
- Juodis, Artūras & Sarafidis, Vasilis, 2022.
"An incidental parameters free inference approach for panels with common shocks,"
Journal of Econometrics, Elsevier, vol. 229(1), pages 19-54.
- Juodis, Arturas & Sarafidis, Vasilis, 2020. "An Incidental Parameters Free Inference Approach for Panels with Common Shocks," MPRA Paper 104906, University Library of Munich, Germany.
- Westerlund, Joakim, 2019. "Testing additive versus interactive effects in fixed-T panels," Economics Letters, Elsevier, vol. 174(C), pages 5-8.
- Artūras Juodis, 2022. "A regularization approach to common correlated effects estimation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(4), pages 788-810, June.
- Sarafidis, Vasilis & Yamagata, Takashi, 2010. "Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence," MPRA Paper 25182, University Library of Munich, Germany.
- Artūras Juodis & Vasilis Sarafidis, 2022.
"A Linear Estimator for Factor-Augmented Fixed-T Panels With Endogenous Regressors,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 1-15, January.
- Arturas Juodis & Vasilis Sarafidis, 2020. "A Linear Estimator for FactorAugmented Fixed-T Panels with Endogenous Regressors," Monash Econometrics and Business Statistics Working Papers 5/20, Monash University, Department of Econometrics and Business Statistics.
- Kazuhiko Hayakawa & Vanessa Smith & M. Hashem Pesaran, 2014.
"Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects,"
Cambridge Working Papers in Economics
1412, Faculty of Economics, University of Cambridge.
- Kazuhiko Hayakawa & M. Hashem Pesaran & L. Vanessa Smith, 2014. "Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects," CESifo Working Paper Series 4822, CESifo.
- Callaway, Brantly & Karami, Sonia, 2023.
"Treatment effects in interactive fixed effects models with a small number of time periods,"
Journal of Econometrics, Elsevier, vol. 233(1), pages 184-208.
- Brantly Callaway & Sonia Karami, 2020. "Treatment Effects in Interactive Fixed Effects Models with a Small Number of Time Periods," Papers 2006.15780, arXiv.org, revised Feb 2022.
- Guowei Cui & Vasilis Sarafidis & Takashi Yamagata, 2020. "IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude," Monash Econometrics and Business Statistics Working Papers 11/20, Monash University, Department of Econometrics and Business Statistics.
- Mohamed Chakroun & Naima Chrid & Sami Saafi, 2021. "Does export upgrading really matter to economic growth? Evidence from panel data for high‐, middle‐ and low‐income countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 5584-5609, October.
- Robertson, Donald & Sarafidis, Vasilis & Westerlund, Joakim, 2014. "GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels," MPRA Paper 53419, University Library of Munich, Germany.
- Hayakawa, Kazuhiko, 2019. "Alternative over-identifying restriction test in the GMM estimation of panel data models," Econometrics and Statistics, Elsevier, vol. 10(C), pages 71-95.
- Mingli Chen & Iv'an Fern'andez-Val & Martin Weidner, 2014.
"Nonlinear Factor Models for Network and Panel Data,"
Papers
1412.5647, arXiv.org, revised Oct 2019.
- Mingli Chen & Ivan Fernandez-Val & Martin Weidner, 2018. "Nonlinear factor models for network and panel data," CeMMAP working papers CWP38/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chen, Mingli & Fernández-Val, Iván & Weidner, Martin, 2021. "Nonlinear factor models for network and panel data," Journal of Econometrics, Elsevier, vol. 220(2), pages 296-324.
- Mingli Chen & Ivan Fernandez-Val & Martin Weidner, 2019. "Nonlinear factor models for network and panel data," CeMMAP working papers CWP18/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Yana Petrova & Joakim Westerlund, 2020. "Fixed effects demeaning in the presence of interactive effects in treatment effects regressions and elsewhere," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(7), pages 960-964, November.
- Shingal, ANIRUDH, 2010.
"Services growth and convergence: Getting India’s states together,"
MPRA Paper
32813, University Library of Munich, Germany.
- MILE 02, Anirudh Shingal, 2012. "Services growth and convergence: Getting India’s states together," Papers 304, World Trade Institute.
- Hsiao, Cheng, 2018. "Panel models with interactive effects," Journal of Econometrics, Elsevier, vol. 206(2), pages 645-673.
- Kazuhiko Hayakawa & M. Hashem Pesaran & L. Vanessa Smith, 2023. "Short T dynamic panel data models with individual, time and interactive effects," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(6), pages 940-967, September.
- Ye, Xiaoqing & Xu, Juan & Wu, Xiangjun, 2018. "Estimation of an unbalanced panel data Tobit model with interactive effects," Journal of choice modelling, Elsevier, vol. 28(C), pages 108-123.
- De Vos, Ignace & Westerlund, Joakim, 2019. "On CCE estimation of factor-augmented models when regressors are not linear in the factors," Economics Letters, Elsevier, vol. 178(C), pages 5-7.
- Giovanni Forchini & Bin Jiang & Bin Peng, 2015. "Consistent Estimation in Large Heterogeneous Panels with Multifactor Structure and Endogeneity," School of Economics Discussion Papers 0315, School of Economics, University of Surrey.
- Sarafidis, Vasilis, 2016. "Neighbourhood GMM estimation of dynamic panel data models," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 526-544.
- Hayakawa, Kazuhiko, 2024. "Recent development of covariance structure analysis in economics," Econometrics and Statistics, Elsevier, vol. 29(C), pages 31-48.
- Ignace De Vos & Gerdie Everaert, 2016. "Bias-Corrected Common Correlated Effects Pooled Estimation In Homogeneous Dynamic Panels," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 16/920, Ghent University, Faculty of Economics and Business Administration.
- Guowei Cui & Vasilis Sarafidis & Takashi Yamagata, 2023.
"IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk,"
The Econometrics Journal, Royal Economic Society, vol. 26(2), pages 124-146.
- Cui, Guowei & Sarafidis, Vasilis & Yamagata, Takashi, 2020. "IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude Toward Risk," MPRA Paper 102488, University Library of Munich, Germany.
- Arturas Juodis & Sarafidis, V., 2015.
"A Simple Estimator for Short Panels with Common Factors,"
UvA-Econometrics Working Papers
15-03, Universiteit van Amsterdam, Dept. of Econometrics.
- Juodis, Arturas & Sarafidis, Vasilis, 2015. "A Simple Estimator for Short Panels with Common Factors," MPRA Paper 68164, University Library of Munich, Germany.
- Robertson, Donald & Sarafidis, Vasilis & Symons, James, 2010.
"IV Estimation of Panels with Factor Residuals,"
MPRA Paper
26166, University Library of Munich, Germany.
- Robertson, Donald & Sarafidis, Vasilis, 2015. "IV estimation of panels with factor residuals," Journal of Econometrics, Elsevier, vol. 185(2), pages 526-541.
- Donald Robertson & Vasilis Sarafidis, 2013. "IV Estimation of Panels with Factor Residuals," Cambridge Working Papers in Economics 1321, Faculty of Economics, University of Cambridge.
- Matthew Harding & Carlos Lamarche & Chris Muris, 2022. "Estimation of a Factor-Augmented Linear Model with Applications Using Student Achievement Data," Papers 2203.03051, arXiv.org.
- G. Forchini & Bin Jiang & Bin Peng, 2015. "Common Shocks in panels with Endogenous Regressors," Monash Econometrics and Business Statistics Working Papers 8/15, Monash University, Department of Econometrics and Business Statistics.
- Freeman, Hugo & Weidner, Martin, 2023. "Linear panel regressions with two-way unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 237(1).
- Juodis, Artūras & Karabiyik, Hande & Westerlund, Joakim, 2021. "On the robustness of the pooled CCE estimator," Journal of Econometrics, Elsevier, vol. 220(2), pages 325-348.
- Joakim Westerlund, 2020. "A cross‐section average‐based principal components approach for fixed‐T panels," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(6), pages 776-785, September.
- Giovanni Forchini & Bin Jiang & Bin Peng, 2018. "TSLS and LIML Estimators in Panels with Unobserved Shocks," Econometrics, MDPI, vol. 6(2), pages 1-12, April.
- Hugo Freeman & Martin Weidner, 2021. "Linear panel regressions with two-way unobserved heterogeneity," CeMMAP working papers CWP39/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Artūras Juodis, 2018. "Pseudo Panel Data Models With Cohort Interactive Effects," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(1), pages 47-61, January.
- HORIE, Tetsushi & 堀江, 哲史 & YAMAMOTO, Yohei & 山本, 庸平, 2016. "Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets," Discussion Papers 2016-04, Graduate School of Economics, Hitotsubashi University.
- Li, Qi & Sarafidis, Vasilis & Westerlund, Joakim, 2020. "Essays in Honor of Professor Badi H Baltagi: Editorial," MPRA Paper 104751, University Library of Munich, Germany.
- Salinas, Aldo & Ortiz, Cristian & Changoluisa, Javier & Muffatto, Moreno, 2023. "Testing three views about the determinants of informal economy: New evidence at global level and by country groups using the CS-ARDL approach," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 438-455.
- Yan Sun & Wei Huang, 2022. "Quasi-maximum likelihood estimation of short panel data models with time-varying individual effects," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 85(1), pages 93-114, January.
- Anirudh Shingal, 2014. "Services globalization and sub-national demand linkages: The case of India," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 5(01), pages 1-23.
- Westerlund, Joakim & Norkute, Milda, 2014. "A Factor Analytical Method to Interactive Effects Dynamic Panel Models with or without Unit Root," Working Papers 2014:12, Lund University, Department of Economics.
- Robert F. Phillips & Benjamin D. Williams, 2024. "A Simple Interactive Fixed Effects Estimator for Short Panels," Papers 2410.12709, arXiv.org.
- Anthony Garratt & Donald Robertson & Stephen Wright, 2005.
"Permanent vs Transitory Components and Economic Fundamentals,"
Birkbeck Working Papers in Economics and Finance
0501, Birkbeck, Department of Economics, Mathematics & Statistics.
- Donald Robertson & Anthony Garratt & Stephen Wright, 2006. "Permanent vs transitory components and economic fundamentals," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(4), pages 521-542.
- Anthony Garratt & Donald Robertson & Stephen Wright, 2006. "Permanent vs transitory components and economic fundamentals," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(4), pages 521-542, May.
Cited by:
- Smith, Ron P. & Pesaran, Mohammad Hashem, 2007. "Monetary Policy Transmission and the Phillips Curve in a Global Context," Kiel Working Papers 1366, Kiel Institute for the World Economy (IfW Kiel).
- Dées, Stéphane & Pesaran, Hashem & Smith, Vanessa & Smith, Ron P., 2010.
"Supply, demand and monetary policy shocks in a multi-country New Keynesian Model,"
Working Paper Series
1239, European Central Bank.
- Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2010. "Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model," CESifo Working Paper Series 3081, CESifo.
- Matteo Barigozzi & Matteo Luciani, 2017. "Common Factors, Trends, and Cycles in Large Datasets," Finance and Economics Discussion Series 2017-111, Board of Governors of the Federal Reserve System (U.S.).
- Antonio Ribba, 2011.
"On some neglected implications of the Fisher effect,"
Empirical Economics, Springer, vol. 40(2), pages 451-470, April.
- Antonio Ribba, 2009. "On Some Neglected Implications of the Fisher Effect," Center for Economic Research (RECent) 033, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Antonio RIBBA, 2008. "On Some Neglected Implications of the Fisher Effect," EcoMod2008 23800114, EcoMod.
- Robert F. Mulligan, 2016. "An Empirical Comparison of Canadian-American Business Cycle Fluctuations with Special Reference to the Phillips Curve," Advances in Austrian Economics, in: Studies in Austrian Macroeconomics, volume 20, pages 163-194, Emerald Group Publishing Limited.
- Dees, Stephane & Pesaran, M. Hashem & Smith, L. Vanessa & Smith, Ron P., 2008.
"Identification of New Keynesian Phillips Curves from a Global Perspective,"
IZA Discussion Papers
3298, Institute of Labor Economics (IZA).
- Dees, S. & Pesaran, M.H. & Smith, L.V. & Smith, R.P., 2008. "Identification of New Keynesian Phillips Curves from a Global Perspective," Cambridge Working Papers in Economics 0803, Faculty of Economics, University of Cambridge.
- Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2009. "Identification of New Keynesian Phillips Curves from a Global Perspective," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(7), pages 1481-1502, October.
- Dées, Stéphane & Pesaran, Hashem & Smith, Vanessa & Smith, Ron P., 2008. "Identification of new Keynesian Phillips Curves from a global perspective," Working Paper Series 892, European Central Bank.
- Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2009. "Identification of New Keynesian Phillips Curves from a Global Perspective," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(7), pages 1481-1502, October.
- Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2008. "Identification of New Keynesian Phillips Curves from a Global Perspective," CESifo Working Paper Series 2219, CESifo.
- Mardi Dungey & Denise R Osborn, 2009.
"Modelling International Linkages for Large Open Economies: US and Euro Area,"
Centre for Growth and Business Cycle Research Discussion Paper Series
121, Economics, The University of Manchester.
- Mardi Dungey & Denise Osborn, 2009. "Modelling International Linkages for Large Open Economies: US and Euro Area," CAMA Working Papers 2009-24, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Attfield, Cliff & Temple, Jonathan R.W., 2010.
"Balanced growth and the great ratios: New evidence for the US and UK,"
Journal of Macroeconomics, Elsevier, vol. 32(4), pages 937-956, December.
- Cliff L. F. Attfield & Jonathan R. W. Temple, 2006. "Balanced growth and the great ratios: new evidence for the US and UK," Centre for Growth and Business Cycle Research Discussion Paper Series 75, Economics, The University of Manchester.
- Zachłod-Jelec, Magdalena, 2010.
"Interrelations between consumption and wealth in Poland,"
MF Working Papers
3, Ministry of Finance in Poland, revised 07 Jan 2010.
- Magdalena Zachłód-Jelec, 2010. "Interrelations between Consumption and Wealth in Poland," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 2(1), pages 37-58, January.
- Geweke, John F. & Horowitz, Joel L. & Pesaran, M. Hashem, 2006.
"Econometrics: A Bird's Eye View,"
IZA Discussion Papers
2458, Institute of Labor Economics (IZA).
- John Geweke & Joel Horowitz & M. Hashem Pesaran, 2006. "Econometrics: A Bird’s Eye View," CESifo Working Paper Series 1870, CESifo.
- Geweke, J. & Joel Horowitz & Pesaran, M.H., 2006. "Econometrics: A Bird’s Eye View," Cambridge Working Papers in Economics 0655, Faculty of Economics, University of Cambridge.
- Tovonony Razafindrabe, 2014. "A multi-country DSGE model with incomplete Exchange Rate Pass-through: application for the Euro area," Working Papers hal-04141363, HAL.
- Katsuyuki Shibayama, 2015. "Trend Dominance in Macroeconomic Fluctuations," Studies in Economics 1518, School of Economics, University of Kent.
- Yasutomo Murasawa, 2014. "Measuring the natural rates, gaps, and deviation cycles," Empirical Economics, Springer, vol. 47(2), pages 495-522, September.
- Yasutomo Murasawa, 2016. "The Beveridge–Nelson decomposition of mixed-frequency series," Empirical Economics, Springer, vol. 51(4), pages 1415-1441, December.
- Tovonony Razafindrabe, 2014.
"A multi-country DSGE model with incomplete Exchange Rate Passthrough: application for the Euro area,"
Working Papers
2014-83, Department of Research, Ipag Business School.
- Razafindrabe, Tovonony M., 2016. "A multi-country DSGE model with incomplete exchange rate pass-through: An application for the Euro-area," Economic Modelling, Elsevier, vol. 52(PA), pages 78-100.
- Tovonony Razafindrabe, 2014. "A multi-country DSGE model with incomplete Exchange Rate Pass-through: application for the Euro area," EconomiX Working Papers 2014-6, University of Paris Nanterre, EconomiX.
- M. Hashem Pesaran & Ron Smith, 2006.
"Macroeconometric Modelling with a Global Perspective,"
IEPR Working Papers
06.43, Institute of Economic Policy Research (IEPR).
- M. Hashem Pesaran & Ron Smith, 2006. "Macroeconometric Modelling With A Global Perspective," Manchester School, University of Manchester, vol. 74(s1), pages 24-49, September.
- Pesaran, M.H. & Smith, R., 2006. "Macroeconometric Modelling with a Global Perspective," Cambridge Working Papers in Economics 0604, Faculty of Economics, University of Cambridge.
- M. Hashem Pesaran & Ron P. Smith, 2006. "Macroeconometric Modelling with a Global Perspective," CESifo Working Paper Series 1659, CESifo.
- Garratt, Anthony & Lee, Kevin & Shields, Kalvinder, 2016. "Information rigidities and the news-adjusted output gap," Journal of Economic Dynamics and Control, Elsevier, vol. 70(C), pages 1-17.
- Sven Schreiber, 2011.
"Estimating the natural rate of unemployment in euro-area countries with co-integrated systems,"
Post-Print
hal-00671241, HAL.
- Sven Schreiber, 2012. "Estimating the natural rate of unemployment in euro-area countries with co-integrated systems," Applied Economics, Taylor & Francis Journals, vol. 44(10), pages 1315-1335, April.
- Morley, James & Wong, Benjamin, 2018.
"Estimating and Accounting for the Output Gap with Large Bayesian Vector Autoregressions,"
Working Papers
2018-04, University of Sydney, School of Economics, revised Feb 2019.
- James Morley & Benjamin Wong, 2020. "Estimating and accounting for the output gap with large Bayesian vector autoregressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(1), pages 1-18, January.
- James Morley & Benjamin Wong, 2017. "Estimating and accounting for the output gap with large Bayesian vector autoregressions," CAMA Working Papers 2017-46, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Qingsong Tian & Lukas Cechura & J. Stephen Clark & Yan Yu, 2023. "Induced innovation and spillover effects of US and Canadian research expenditures in Canadian agriculture," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 71(2), pages 153-169, June.
- Kai Liu, 2014. "Public Finances, Business Cycles and Structural Fiscal Balances," Cambridge Working Papers in Economics 1411, Faculty of Economics, University of Cambridge.
- Tobias Hartl & Rolf Tschernig & Enzo Weber, 2020. "Fractional trends and cycles in macroeconomic time series," Papers 2005.05266, arXiv.org, revised May 2020.
- Murasawa, Yasutomo, 2015.
"The multivariate Beveridge--Nelson decomposition with I(1) and I(2) series,"
MPRA Paper
66319, University Library of Munich, Germany.
- Murasawa, Yasutomo, 2015. "The multivariate Beveridge–Nelson decomposition with I(1) and I(2) series," Economics Letters, Elsevier, vol. 137(C), pages 157-162.
- Gang Chen & Brett Inder & Paula Lorgelly & Bruce Hollingsworth, 2013. "The Cyclical Behaviour Of Public And Private Health Expenditure In China," Health Economics, John Wiley & Sons, Ltd., vol. 22(9), pages 1071-1092, September.
- Murasawa, Yasutomo, 2019.
"Bayesian multivariate Beveridge--Nelson decomposition of I(1) and I(2) series with cointegration,"
MPRA Paper
91979, University Library of Munich, Germany.
- Murasawa Yasutomo, 2022. "Bayesian multivariate Beveridge–Nelson decomposition of I(1) and I(2) series with cointegration," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(3), pages 387-415, June.
- Adom, Philip Kofi & Insaidoo, Michael & Minlah, Michael Kaku & Abdallah, Abdul-Mumuni, 2017. "Does renewable energy concentration increase the variance/uncertainty in electricity prices in Africa?," Renewable Energy, Elsevier, vol. 107(C), pages 81-100.
- Anthony Garratt & Donald Robertson & Stephen Wright, 2004.
"Inside the black box: permanent vs transitory components and economic fundamentals,"
Money Macro and Finance (MMF) Research Group Conference 2003
35, Money Macro and Finance Research Group.
Cited by:
- Attfield, Clifford & Temple, Jonathan, 2004.
"Measuring Trend Output: How Useful Are the Great Ratios?,"
CEPR Discussion Papers
4796, C.E.P.R. Discussion Papers.
- Cliff L.F. Attfield & Jonathan R.W. Temple, 2003. "Measuring trend output: how useful are the Great Ratios?," Bristol Economics Discussion Papers 03/555, School of Economics, University of Bristol, UK.
- Attfield, Clifford & Temple, Jonathan, 2004.
"Measuring Trend Output: How Useful Are the Great Ratios?,"
CEPR Discussion Papers
4796, C.E.P.R. Discussion Papers.
- Manfred Keil & Donald Robertson & James Symons, 2001.
"Minimum Wages and Employment,"
CEP Discussion Papers
dp0497, Centre for Economic Performance, LSE.
- Keil, Manfred & Robertson, Donald & Symons, James, 2001. "Minimum wages and employment," LSE Research Online Documents on Economics 20119, London School of Economics and Political Science, LSE Library.
Cited by:
- Kalenkoski, Charlene M. & Lacombe, Donald J., 2011.
"Minimum Wages and Teen Employment: A Spatial Panel Approach,"
IZA Discussion Papers
5933, Institute of Labor Economics (IZA).
- Charlene Kalenkoski & Donald Lacombe, 2011. "Minimum Wages and Teen Employment: A Spatial Panel Approach," Working Papers Working Paper 2011-08, Regional Research Institute, West Virginia University.
- Charlene M. Kalenkoski & Donald J. Lacombe, 2013. "Minimum wages and teen employment: A spatial panel approach," Papers in Regional Science, Wiley Blackwell, vol. 92(2), pages 407-417, June.
- Pia M. Orrenius & Madeline Zavodny, 2008.
"The Effect of Minimum Wages on Immigrants' Employment and Earnings,"
ILR Review, Cornell University, ILR School, vol. 61(4), pages 544-563, July.
- Pia M. Orrenius & Madeline Zavodny, 2008. "The effect of minimum wages on immigrants' employment and earnings," Working Papers 0805, Federal Reserve Bank of Dallas.
- Orrenius, Pia M. & Zavodny, Madeline, 2008. "The Effect of Minimum Wages on Immigrants’ Employment and Earnings," IZA Discussion Papers 3499, Institute of Labor Economics (IZA).
- Projektgruppe Gemeinschaftsdiagnose, 2014. "Gemeinschaftsdiagnose Frühjahr 2014: Deutsche Konjunktur im Aufschwung – aber Gegenwind von der Wirtschaftspolitik," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 67(08), pages 03-64, April.
- Christl, Michael & Köppl Turyna, Monika & Kucsera, Denes, 2015. "Employment effects of minimum wages in Europe revisited," MPRA Paper 65761, University Library of Munich, Germany.
- Calavrezo, Oana & Pelek, Selin, 2011. "Qui sont les salariés payés au niveau du salaire minimum? Une analyse empirique à partir de données turques," GIAM Working Papers 11-2, Galatasaray University Economic Research Center, revised 13 Feb 2011.
- Knabe Andreas & Schöb Ronnie & Thum Marcel, 2014.
"Der flächendeckende Mindestlohn,"
Perspektiven der Wirtschaftspolitik, De Gruyter, vol. 15(2), pages 133-157, June.
- Knabe, Andreas & Schöb, Ronnie & Thum, Marcel, 2014. "Der flächendeckende Mindestlohn," Discussion Papers 2014/4, Free University Berlin, School of Business & Economics.
- Jellal, Mohamed, 2012. "Maroc salaire minimum emploi et pauvreté [Morocco minimum wage employment and poverty]," MPRA Paper 38491, University Library of Munich, Germany.
- Fang, Tony & Lin, Carl, 2013.
"Minimum Wages and Employment in China,"
IZA Discussion Papers
7813, Institute of Labor Economics (IZA).
- Tony Fang & Carl Lin, 2015. "Minimum wages and employment in China," IZA Journal of Labor Policy, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 4(1), pages 1-30, December.
- David Neumark & William Wascher, 2006.
"Minimum Wages and Employment: A Review of Evidence from the New Minimum Wage Research,"
Working Papers
060708, University of California-Irvine, Department of Economics, revised Jan 2007.
- David Neumark & William Wascher, 2006. "Minimum Wages and Employment: A Review of Evidence from the New Minimum Wage Research," NBER Working Papers 12663, National Bureau of Economic Research, Inc.
- Fenstemacher, Kory Alan & Fisher, Jared Harrison & Hadzalic, Zerina & Hillebrandt, Brenda, 2019. "Estimating the Economic Impact of Increases in the Minimum Wage," SocArXiv xduw4, Center for Open Science.
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- David Neumark & Peter Shirley, 2022.
"Myth or measurement: What does the new minimum wage research say about minimum wages and job loss in the United States?,"
Industrial Relations: A Journal of Economy and Society, Wiley Blackwell, vol. 61(4), pages 384-417, October.
- David Neumark & Peter Shirley, 2021. "Myth or Measurement: What Does the New Minimum Wage Research Say about Minimum Wages and Job Loss in the United States?," NBER Working Papers 28388, National Bureau of Economic Research, Inc.
- Stephen Bazen & Velayoudom Marimoutou, 2002. "Looking for a Needle in a Haystack? A Re‐examination of the Time Series Relationship between Teenage Employment and Minimum Wages in the United States," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 64(supplemen), pages 699-725, December.
- Roberta Dessí & Donald Robertson, 2000.
"Debt, Incentives and Performance: Evidence from UK Panel Data,"
FMG Discussion Papers
dp344, Financial Markets Group.
- Roberta DessÌ & Donald Robertson, 2003. "Debt, Incentives and Performance: Evidence from UK Panel Data," Economic Journal, Royal Economic Society, vol. 113(490), pages 903-919, October.
- Dessi, Roberta & Robertson, Donald, 2000. "Debt, incentives and performance: evidence from UK panel data," LSE Research Online Documents on Economics 119107, London School of Economics and Political Science, LSE Library.
Cited by:
- Pierre Durand, 2018. "Impact du financement par fonds de pension sur la performance des entreprises du CAC 40," EconomiX Working Papers 2018-4, University of Paris Nanterre, EconomiX.
- Calcagno, R. & Renneboog, L.D.R., 2004.
"Capital Structure and Managerial Compensation : The Effects of Remuneration Seniority,"
Other publications TiSEM
afd90cc1-f881-4875-bbcd-e, Tilburg University, School of Economics and Management.
- Calcagno, R. & Renneboog, L.D.R., 2004. "Capital Structure and Managerial Compensation : The Effects of Remuneration Seniority," Discussion Paper 2004-015, Tilburg University, Tilburg Law and Economic Center.
- Calcagno, R. & Renneboog, L.D.R., 2004. "Capital Structure and Managerial Compensation : The Effects of Renumeration Seniority," Other publications TiSEM 509b3b8c-a04b-42c3-8991-e, Tilburg University, School of Economics and Management.
- Calcagno, R. & Renneboog, L.D.R., 2004. "Capital Structure and Managerial Compensation : The Effects of Renumeration Seniority," Discussion Paper 2004-120, Tilburg University, Center for Economic Research.
- Nur Ainna Ramli & Gilbert Nartea, 2016. "Mediation Effects of Firm Leverage in Malaysia: Partial Least Squares - Structural Equation Modeling," International Journal of Economics and Financial Issues, Econjournals, vol. 6(1), pages 301-307.
- Chen, Yenn-Ru & Lee, Bong Soo, 2010. "A dynamic analysis of executive stock options: Determinants and consequences," Journal of Corporate Finance, Elsevier, vol. 16(1), pages 88-103, February.
- Yenn‐Ru Chen, 2008. "Corporate Governance and Cash Holdings: Listed New Economy versus Old Economy Firms," Corporate Governance: An International Review, Wiley Blackwell, vol. 16(5), pages 430-442, September.
- Badi H. Baltagi, 2013.
"Dynamic panel data models,"
Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 10, pages 229-248,
Edward Elgar Publishing.
- Badi H. Baltagi, 2021. "Dynamic Panel Data Models," Springer Texts in Business and Economics, in: Econometric Analysis of Panel Data, edition 6, chapter 0, pages 187-228, Springer.
- Abubakr Saeed & Yacine Belghitar & Ephraim Clark, 2017. "Political connections and firm operational efficiencies: evidence from a developing country," Review of Managerial Science, Springer, vol. 11(1), pages 191-224, January.
- Nguyen Vinh Khuong & Dinh Thi Thu Thao, 2016. "The impact of capital structure choice on firm’s financial performance: An empirical analysis of delisted firms in Viet Nam," HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE - ECONOMICS AND BUSINESS ADMINISTRATION, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, vol. 6(2), pages 42-54.
- Pierre Durand, 2018. "Impact du financement par fonds de pension sur la performance des entreprises du CAC 40 ?," Working Papers hal-04141801, HAL.
- Douglas J. Cumming & J. Ari Pandes & Michael J. Robinson, 2015. "The Role of Agents in Private Entrepreneurial Finance," Entrepreneurship Theory and Practice, , vol. 39(2), pages 345-374, March.
- Alan Schwartz, "undated". "A Normative Theory of Business Bankruptcy," American Law & Economics Association Annual Meetings 1037, American Law & Economics Association.
- Aggarwal, Raj & Zhao, Xinlei, 2007. "The leverage-value relationship puzzle: An industry effects resolution," Journal of Economics and Business, Elsevier, vol. 59(4), pages 286-297.
- Zaheda Daruwala, 2023. "Influence of Financial Leverage on Corporate Profitability: Does it Really Matter?," International Journal of Economics and Financial Issues, Econjournals, vol. 13(4), pages 37-46, July.
- Ramli, Nur Ainna & Latan, Hengky & Solovida, Grace T., 2019. "Determinants of capital structure and firm financial performance—A PLS-SEM approach: Evidence from Malaysia and Indonesia," The Quarterly Review of Economics and Finance, Elsevier, vol. 71(C), pages 148-160.
- Ropero Moriones, Eva, 2005. "Limited liability in business groups," DEE - Working Papers. Business Economics. WB wb057617, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa.
- Donald Robertson & James Symons, 2000.
"Factor Residuals in SUR Regressions: Estimating Panels Allowing for Cross Sectional Correlation,"
CEP Discussion Papers
dp0473, Centre for Economic Performance, LSE.
- Robertson, Donald & Symons, James, 2000. "Factor residuals in SUR regressions: estimating panels allowing for cross sectional correlation," LSE Research Online Documents on Economics 20163, London School of Economics and Political Science, LSE Library.
Cited by:
- Dilawar Khan & Nihal Ahmed & Bahtiyar Mehmed & Ihtisham ul Haq, 2021. "Assessing the Impact of Policy Measures in Reducing the COVID-19 Pandemic: A Case Study of South Asia," Sustainability, MDPI, vol. 13(20), pages 1-12, October.
- Pesaran, M. Hashem & Tosetti, Elisa, 2007.
"Large Panels with Common Factors and Spatial Correlations,"
IZA Discussion Papers
3032, Institute of Labor Economics (IZA).
- M. Hashem Pesaran & Elisa Tosetti, 2007. "Large Panels with Common Factors and Spatial Correlations," CESifo Working Paper Series 2103, CESifo.
- M. Hashem Pesaran & Elisa Tosetti, 2011. "Large panels with common factors and spatial correlation," Post-Print hal-00796743, HAL.
- Pesaran, M.H. & Tosetti, E., 2007. "Large Panels with Common Factors and Spatial Correlations," Cambridge Working Papers in Economics 0743, Faculty of Economics, University of Cambridge.
- Pesaran, M. Hashem & Tosetti, Elisa, 2011. "Large panels with common factors and spatial correlation," Journal of Econometrics, Elsevier, vol. 161(2), pages 182-202, April.
- M. Hashem Pesaran, 2004.
"Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure,"
CESifo Working Paper Series
1331, CESifo.
- M. Hashem Pesaran, 2006. "Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure," Econometrica, Econometric Society, vol. 74(4), pages 967-1012, July.
- Massié, Camille & Belaïd, Fateh, 2024. "Estimating the direct rebound effect for residential electricity use in seventeen European countries: Short and long-run perspectives," Energy Economics, Elsevier, vol. 134(C).
- Arnab Bhattacharjee & Sean Holly, 2013.
"Understanding Interactions in Social Networks and Committees,"
Spatial Economic Analysis, Taylor & Francis Journals, vol. 8(1), pages 23-53, March.
- Bhattacharjee, Arnab & Holly, Sean, 2009. "Understanding Interactions in Social Networks and Committees," SIRE Discussion Papers 2009-53, Scottish Institute for Research in Economics (SIRE).
- Bhattacharjee, A. & Holly, S., 2010. "Understanding Interactions in Social Networks and Committees," Cambridge Working Papers in Economics 1003, Faculty of Economics, University of Cambridge.
- Cheng Hsiao & M. Hashem Pesaran, 2004.
"Random Coefficient Panel Data Models,"
IEPR Working Papers
04.2, Institute of Economic Policy Research (IEPR).
- Hsiao, Cheng & Pesaran, M. Hashem, 2004. "Random Coefficient Panel Data Models," IZA Discussion Papers 1236, Institute of Labor Economics (IZA).
- Hsiao, C. & Pesaran, M.H., 2004. "‘Random Coefficient Panel Data Models’," Cambridge Working Papers in Economics 0434, Faculty of Economics, University of Cambridge.
- Cheng Hsiao & M. Hashem Pesaran, 2004. "Random Coefficient Panel Data Models," CESifo Working Paper Series 1233, CESifo.
- Azzam, Islam, 2010. "Stock exchange demutualization and performance," Global Finance Journal, Elsevier, vol. 21(2), pages 211-222.
- Moscone, F. & Tosetti, E., 2010. "Testing for error cross section independence with an application to US health expenditure," Regional Science and Urban Economics, Elsevier, vol. 40(5), pages 283-291, September.
- Onyebuchi Iwegbu & Leonardo Bornacki Mattos, 2022. "Financial development, trade globalisation and agricultural output performance among BRICS and WAMZ member countries," SN Business & Economics, Springer, vol. 2(8), pages 1-27, August.
- Xinhua Gu & Bihong Huang, 2014. "Does Inequality Lead to a Financial Crisis? Revisited," Review of Development Economics, Wiley Blackwell, vol. 18(3), pages 502-516, August.
- Bin Peng & Giovanni Forchini, 2012. "Consistent Estimation of Panel Data Models with a Multi-factor Error Structure," School of Economics Discussion Papers 0112, School of Economics, University of Surrey.
- Mariam Camarero & Sergi Moliner & Cecilio Tamarit, 2022.
"Which are the long-run determinants of US outward FDI? Evidence using large long-memory panels,"
Working Papers
2022.08, International Network for Economic Research - INFER.
- Mariam Camarero & Sergi Moliner & Cecilio Tamarit, 2022. "Which are the long-run determinants of US outward FDI? Evidence using large long-memory panels," Working Papers 2210, Department of Applied Economics II, Universidad de Valencia.
- Burgess, Simon & Turon, Helene, 2000.
"Unemployment dynamics, duration and equilibrium: evidence from Britain,"
LSE Research Online Documents on Economics
20162, London School of Economics and Political Science, LSE Library.
- Burgess, Simon & Turon, Hélène, 2000. "Unemployment Dynamics, Duration and Equilibrium: Evidence from Britain," CEPR Discussion Papers 2490, C.E.P.R. Discussion Papers.
- Simon Burgess & H Turon, 2000. "Unemployment Dynamics, Duration and Equilibrium: Evidence from Britain," CEP Discussion Papers dp0474, Centre for Economic Performance, LSE.
- Bin Peng & Giovanni Forchini, 2014. "Consistent Estimation of Panel Data Models with a Multifactor Error Structure when the Cross Section Dimension is Large," Working Paper Series 20, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- A. Di Liberto & J. Symons, 1999.
"Some Econometric Issues In Convergence Regressions,"
Working Paper CRENoS
199904, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
- Adriana Di Liberto & James Symons, 2003. "Some Econometric Issues in Convergence Regressions," Manchester School, University of Manchester, vol. 71(3), pages 293-307, June.
- Bokosi, Fanwell Kenala, 2022. "The Effects of Industrialisation on Economic Growth: Panel data evidence for SADC countries," African Journal of Economic Review, African Journal of Economic Review, vol. 10(3), June.
- Fateh Belaïd & Maha Harbaoui Zrelli, 2016. "Renewable and Non-Renewable Electricity Consumption, Carbon Emissions and GDP: Evidence From Mediterranean Countries," Working Papers 1037, Economic Research Forum, revised Aug 2016.
- Belaïd, Fateh & Zrelli, Maha Harbaoui, 2019. "Renewable and non-renewable electricity consumption, environmental degradation and economic development: Evidence from Mediterranean countries," Energy Policy, Elsevier, vol. 133(C).
- Shah, Syed Ale Raza & Naqvi, Syed Asif Ali & Riaz, Sabahat & Anwar, Sofia & Abbas, Nasir, 2020. "Nexus of biomass energy, key determinants of economic development and environment: A fresh evidence from Asia," Renewable and Sustainable Energy Reviews, Elsevier, vol. 133(C).
- Sarafidis, Vasilis, 2009. "GMM Estimation of Short Dynamic Panel Data Models With Error Cross-Sectional Dependence," MPRA Paper 25176, University Library of Munich, Germany.
- Jushan Bai & Chihwa Kao, 2005. "On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence," Center for Policy Research Working Papers 75, Center for Policy Research, Maxwell School, Syracuse University.
- Keil, Manfred & Robertson, Donald & Symons, James, 2001.
"Minimum wages and employment,"
LSE Research Online Documents on Economics
20119, London School of Economics and Political Science, LSE Library.
- Manfred Keil & Donald Robertson & James Symons, 2001. "Minimum Wages and Employment," CEP Discussion Papers dp0497, Centre for Economic Performance, LSE.
- Coakley, Jerry & Fuertes, Ana-Maria & Smith, Ron, 2006.
"Unobserved heterogeneity in panel time series models,"
Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2361-2380, May.
- Jerry Coakley & Ana-Maria Fuertes & Ron Smith, 2004. "Unobserved Heterogeneity in Panel Time Series Models," Birkbeck Working Papers in Economics and Finance 0403, Birkbeck, Department of Economics, Mathematics & Statistics.
- G. Forchini & Bin Jiang & Bin Peng, 2015. "Common Shocks in panels with Endogenous Regressors," Monash Econometrics and Business Statistics Working Papers 8/15, Monash University, Department of Econometrics and Business Statistics.
- M. Hashem Pesaran, 2003.
"Estimation and Inference in Large Heterogenous Panels with Cross Section Dependence,"
CESifo Working Paper Series
869, CESifo.
- Pesaran, H.M., 2003. "Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence," Cambridge Working Papers in Economics 0305, Faculty of Economics, University of Cambridge.
- Amèvi Rocard Kouwoaye, 2019. "Trade tax reforms and poverty in developing countries: Why do some countries benefit and others lose?," WIDER Working Paper Series wp-2019-66, World Institute for Development Economic Research (UNU-WIDER).
- Simona Andreea Apostu & Valentina Vasile & Erika Marin & Elena Bunduchi, 2022. "Factors Influencing Physicians Migration—A Case Study from Romania," Mathematics, MDPI, vol. 10(3), pages 1-24, February.
- A. Di Liberto, 2004. "Convergence clubs and the role of human capital in Spanish Regional Growth," Working Paper CRENoS 200418, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
- De la Peña Zarzuelo, Ignacio & Freire-Seoane, María Jesús & López-Bermúdez, Beatriz, 2020. "The effects of maritime container transport on economic growth in the countries on the west coast of Latin America," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
- Adedoyin, Festus Fatai & Erum, Naila & Ozturk, Ilhan, 2022. "Does higher innovation intensity matter for abating the climate crisis in the presence of economic complexities? Evidence from a Global Panel Data," Technological Forecasting and Social Change, Elsevier, vol. 181(C).
- Baz, Khan & Xu, Deyi & Cheng, Jinhua & Zhu, Yongguang & Huaping, Sun & Ali, Hashmat & Abbas, Khizar & Ali, Imad, 2022. "Effect of mineral resource complexity and fossil fuel consumption on economic growth: A new study based on the product complexity index from emerging Asian economies," Energy, Elsevier, vol. 261(PB).
- Danta, Subal & Rath, Badri Narayan, 2024. "Do institutional quality and human capital matter for innovation in case of Asian region?," Innovation and Green Development, Elsevier, vol. 3(3).
- Suwastika Naidu & Anand Chand & Atishwar Pandaram & Sunia Vosikata, 2024. "Electricity Consumption, Renewable Energy Production, and Current Account of Organisation for Economic Co-Operation and Development Countries: Implications for Sustainability," Sustainability, MDPI, vol. 16(9), pages 1-21, April.
- Sarafidis, Vasilis & Yamagata, Takashi & Robertson, Donald, 2009. "A test of cross section dependence for a linear dynamic panel model with regressors," Journal of Econometrics, Elsevier, vol. 148(2), pages 149-161, February.
- Delwar Hossain, 2014. "Differential Impacts of Foreign Capital and Remittance Inflows on Domestic Savings in the Developing Countries: A Dynamic Heterogeneous Panel Analysis," Departmental Working Papers 2014-07, The Australian National University, Arndt-Corden Department of Economics.
- L Feinstein & Donald Robertson & James Symons, 1998.
"Pre-School Education and Attainment in the NCDS and BCS,"
CEP Discussion Papers
dp0382, Centre for Economic Performance, LSE.
Cited by:
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"The impact of pre-school on adolescents’ outcomes: Evidence from a recent English cohort,"
Economics of Education Review, Elsevier, vol. 37(C), pages 183-199.
- Apps, Patricia & Mendolia, Silvia & Walker, Ian, 2012. "The Impact of Pre-school on Adolescents' Outcomes: Evidence from a Recent English Cohort," IZA Discussion Papers 6971, Institute of Labor Economics (IZA).
- L Feinstein, 1998. "Pre-school Educational Inequality? British Children in the 1970 Cohort," CEP Discussion Papers dp0404, Centre for Economic Performance, LSE.
- Schütz, Gabriela & Ursprung, Heinrich W. & Woessmann, Ludger, 2005.
"Education Policy and Equality of Opportunity,"
IZA Discussion Papers
1906, Institute of Labor Economics (IZA).
- Gabriela Schütz & Heinrich W. Ursprung & Ludger Wößmann, 2008. "Education Policy and Equality of Opportunity," Kyklos, Wiley Blackwell, vol. 61(2), pages 279-308, May.
- Schütz, Gabriela & Ursprung, Heinrich W. & Wößmann, Ludger, 2008. "Education policy and equality of opportunity," Munich Reprints in Economics 19901, University of Munich, Department of Economics.
- Gabriela Schütz & Heinrich Ursprung & Ludger Woessmann, 2005. "Education Policy and Equality of Opportunity," CESifo Working Paper Series 1518, CESifo.
- Fernando Galindo-Rueda & Anna Vignoles, 2003.
"Class Ridden or Meritocratic? An Economic Analysis of Recent Changes in Britain,"
CEE Discussion Papers
0032, Centre for the Economics of Education, LSE.
- Galindo-Rueda, Fernando & Vignoles, Anna, 2002. "Class Ridden or Meritocratic? An Economic Analysis of Recent Changes in Britain," IZA Discussion Papers 677, Institute of Labor Economics (IZA).
- Di Liberto, Adriana & Symons, James, 2001.
"Education and Italian regional development,"
LSE Research Online Documents on Economics
20121, London School of Economics and Political Science, LSE Library.
- Adriana Di Liberto & James Symons, 2001. "Education and Italian Regional Development," CEP Discussion Papers dp0496, Centre for Economic Performance, LSE.
- Di Liberto, Adriana, 2008. "Education and Italian regional development," Economics of Education Review, Elsevier, vol. 27(1), pages 94-107, February.
- Ludger Woessmann, 2006.
"Efficiency and Equity of European Education and Training Policies,"
CESifo Working Paper Series
1779, CESifo.
- Ludger Wößmann, 2008. "Efficiency and equity of European education and training policies," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 15(2), pages 199-230, April.
- Wößmann, Ludger, 2008. "Efficiency and equity of European education and training policies," Munich Reprints in Economics 19667, University of Munich, Department of Economics.
- Graham Hobbs & Anna Vignoles, 2007.
"Is Free School Meal Status a Valid Proxy for Socio-Economic Status (in Schools Research)?,"
CEE Discussion Papers
0084, Centre for the Economics of Education, LSE.
- Hobbs, Graham & Vignoles, Anna, 2007. "Is free school meal status a valid proxy for socio-economic status (in schools research)?," LSE Research Online Documents on Economics 19385, London School of Economics and Political Science, LSE Library.
- Apps, Patricia & Mendolia, Silvia & Walker, Ian, 2013.
"The impact of pre-school on adolescents’ outcomes: Evidence from a recent English cohort,"
Economics of Education Review, Elsevier, vol. 37(C), pages 183-199.
- Robertson, Donald & Wright, Stephen, 1998.
"The Good News and the Bad News about Long-run Stock Market Returns,"
Cambridge Working Papers in Economics
9822, Faculty of Economics, University of Cambridge.
Cited by:
- Pierre Lafourcade, 2004. "Valuation, investment and the pure profit share," Finance and Economics Discussion Series 2004-08, Board of Governors of the Federal Reserve System (U.S.).
- Abramov, Alexander & Radygin, Alexander & Chernova, Maria, 2015.
"Long-term portfolio investments: New insight into return and risk,"
Russian Journal of Economics, Elsevier, vol. 1(3), pages 273-293.
- A. Abramov & A. Radygin & M. Chernova, 2015. "Long-term Portfolio investment: New insight into Return and Risk," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 10.
- Laimutė Urbšienė & Andrius Bugajevas & Marekas Pipiras, 2016. "The Impact Of Investment Horizon On The Return And Risk Of Investments In Securities In Lithuania," Organizations and Markets in Emerging Economies, Faculty of Economics, Vilnius University, vol. 7(2).
- Christopher Lynch & Benjamin Mestel, 2019. "Change-Point Analysis Of Asset Price Bubbles With Power-Law Hazard Function," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 22(07), pages 1-24, November.
- Anthony Garratt & Donald Robertson & Stephen Wright, 2004. "Inside the black box: permanent vs transitory components and economic fundamentals," Money Macro and Finance (MMF) Research Group Conference 2003 35, Money Macro and Finance Research Group.
- Pratten, C. F. & Robertson, D. & Tatch, J. R., 1997.
"A Study of the Factors Affecting Participation in Post-compulsory, Full-time Education and Government Supported Training by 16-18 year-olds in England and Wales,"
Cambridge Working Papers in Economics
9711, Faculty of Economics, University of Cambridge.
Cited by:
- Elena Casquel & Ezequiel Uriel Jiménez, 2007. "The Effects Of Labor Market Conditions And Family Backgrounds On Education Attainment Of Spanish Youngsters," Working Papers. Serie EC 2007-15, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Donald Robertson & James Symons, 1996.
"Self-Selection in The State School System,"
CEP Discussion Papers
dp0312, Centre for Economic Performance, LSE.
- Donald Robertson & James Symons, 2003. "Self-selection in the state school system," Education Economics, Taylor & Francis Journals, vol. 11(3), pages 259-272.
Cited by:
- Szulkin, Ryszard & Hällsten, Martin, 2009. "Families, neighborhoods, and the future: The transition to adulthood of children of native and immigrant origin in Sweden," SULCIS Working Papers 2009:9, Stockholm University, Linnaeus Center for Integration Studies - SULCIS.
- Edward P. Lazear, 2001.
"Educational Production,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 116(3), pages 777-803.
- Edward P. Lazear, 1999. "Educational Production," NBER Working Papers 7349, National Bureau of Economic Research, Inc.
- Szulkin, Ryszard & Jonsson, Jan O., 2007. "Ethnic Segregation and Educational Outcomes in Swedish Comprehensive Schools," SULCIS Working Papers 2007:2, Stockholm University, Linnaeus Center for Integration Studies - SULCIS.
- Bergh, Andreas & Fink, Günther, 2009. "Higher education, elite institutions and inequality," European Economic Review, Elsevier, vol. 53(3), pages 376-384, April.
- Neymotin, Florence, 2009. "Immigration and its effect on the college-going outcomes of natives," Economics of Education Review, Elsevier, vol. 28(5), pages 538-550, October.
- Donald Robertson & James Symons, 1996. "Do peer Groups Matter? Peer Groups versus Schooling Effects on Academic Attainment," CEP Discussion Papers dp0311, Centre for Economic Performance, LSE.
- Donald Robertson & James Symons, 1996.
"Do peer Groups Matter? Peer Groups versus Schooling Effects on Academic Attainment,"
CEP Discussion Papers
dp0311, Centre for Economic Performance, LSE.
Cited by:
- Fertig, Michael, 2003.
"Educational Production, Endogenous Peer Group Formation and Class Composition - Evidence from the PISA 2000 Study,"
Royal Economic Society Annual Conference 2003
76, Royal Economic Society.
- Fertig, Michael, 2003. "Educational Production, Endogenous Peer Group Formation and Class Composition - Evidence From the PISA 2000 Study," RWI Discussion Papers 2, RWI - Leibniz-Institut für Wirtschaftsforschung.
- Fertig, Michael, 2003. "Educational Production, Endogenous Peer Group Formation and Class Composition – Evidence from the PISA 2000 Study," IZA Discussion Papers 714, Institute of Labor Economics (IZA).
- Maria Iacovou, 2002.
"Class Size in the Early Years: Is Smaller Really Better?,"
Education Economics, Taylor & Francis Journals, vol. 10(3), pages 261-290.
- Iacovou, Maria, 2001. "Class size in the early years: is smaller really better?," ISER Working Paper Series 2001-10, Institute for Social and Economic Research.
- Dustmann, Christian, 2001. "Parental Background, Primary to Secondary School Transitions, and Wages," IZA Discussion Papers 367, Institute of Labor Economics (IZA).
- Bratti, M., 2001.
"Does the choice of university matter? A study of the differences across uk universities in life sciences students' degree performance,"
The Warwick Economics Research Paper Series (TWERPS)
584, University of Warwick, Department of Economics.
- Massimiliano Bratti, 2001. "Does the Choice of University Matter? A Study of the Differences across UK Universites in Life Sciences Students' Degree Performance," HEW 0012003, University Library of Munich, Germany.
- Bratti, Massimiliano, 2002. "Does the choice of university matter?: a study of the differences across UK universities in life sciences students' degree performance," Economics of Education Review, Elsevier, vol. 21(5), pages 431-443, October.
- Bratti, Massimiliano, 2001. "Does the Choice of University Matter? A Study of the Differences across UK Universities in Life Sciences Students’ Degree Performance," Economic Research Papers 269355, University of Warwick - Department of Economics.
- Dustmann, C. & Rajah, N. & van Soest, A.H.O., 1998.
"School Quality, Exam Performance and Career Choice,"
Discussion Paper
1998-16, Tilburg University, Center for Economic Research.
- Dustmann, C. & Rajah, N. & van Soest, A., 1998. "School Quality, Exam Performance, and Career Choice," Economics Working Papers eco98/14, European University Institute.
- Dustmann, C. & Rajah, N. & van Soest, A.H.O., 1998. "School Quality, Exam Performance and Career Choice," Other publications TiSEM a00aaabe-3eb5-4c67-8d1a-2, Tilburg University, School of Economics and Management.
- Overman, Henry G. & Heath, Alex, 2000. "The influence of neighbourhood effects on education decisions in a nationally funded education system : the case of Australia," LSE Research Online Documents on Economics 678, London School of Economics and Political Science, LSE Library.
- Steve Bradley & Rob Crouchley, 2020. "The effects of test scores and truancy on youth unemployment and inactivity: a simultaneous equations approach," Empirical Economics, Springer, vol. 59(4), pages 1799-1831, October.
- L Feinstein, 1998. "Pre-school Educational Inequality? British Children in the 1970 Cohort," CEP Discussion Papers dp0404, Centre for Economic Performance, LSE.
- Patrick McEwan, 2001. "The Effectiveness of Public, Catholic, and Non-Religious Private Schools in Chile's Voucher System," Education Economics, Taylor & Francis Journals, vol. 9(2), pages 103-128.
- Gordon Winston & David Zimmerman, 2004.
"Peer Effects in Higher Education,"
NBER Chapters, in: College Choices: The Economics of Where to Go, When to Go, and How to Pay For It, pages 395-424,
National Bureau of Economic Research, Inc.
- Gordon C. Winston & David J. Zimmerman, 2003. "Peer Effects in Higher Education," NBER Working Papers 9501, National Bureau of Economic Research, Inc.
- Gordon C. Winston & David J. Zimmerman, 2003. "Peer Effects in Higher Education," Williams Project on the Economics of Higher Education DP-64, Department of Economics, Williams College.
- Joan Rosselló-Villalonga, 2012.
"Stratification of public universities and students's segretation,"
DEA Working Papers
45, Universitat de les Illes Balears, Departament d'Economía Aplicada.
- Joan Rosselló Villalonga, 2013. "Stratification of Public Universities and Students’ Segregation," Hacienda Pública Española / Review of Public Economics, IEF, vol. 205(2), pages 99-124, June.
- Dustmann, Christian & Rajah, Najma & van Soest, Arthur, 2002.
"Class Size, Education, and Wages,"
IZA Discussion Papers
501, Institute of Labor Economics (IZA).
- Christian Dustmann & Najma Rajah & Arthur van Soest, 2003. "Class Size, Education, and Wages," Economic Journal, Royal Economic Society, vol. 113(485), pages 99-120, February.
- Dustmann, Christian & van Soest, Arthur & Rajah, Najma, 2002. "Class Size, Education and Wages," CEPR Discussion Papers 3397, C.E.P.R. Discussion Papers.
- Dennis Epple & Richard Romano & Holger Sieg, 2003. "The Practice and Proscription of Affirmative Action in Higher Education:An Equilibrium Analysis," NBER Working Papers 9799, National Bureau of Economic Research, Inc.
- Luis Fernando Gamboa, 2014. "Pre-school contributions to future achievements," Documentos de Trabajo 11084, Universidad del Rosario.
- Jo Sparkes, 1999. "Schools, Education and Social Exclusion," CASE Papers 029, Centre for Analysis of Social Exclusion, LSE.
- Adnett, Nick & Bougheas, Spiros & Davies, Peter, 2002.
"Market-based reforms of public schooling: some unpleasant dynamics,"
Economics of Education Review, Elsevier, vol. 21(4), pages 323-330, August.
- Nick Adnett & Spiros Bougheas & Peter Davies, "undated". "Market-Based Reforms of Public Schooling: Some Unpleasant Dynamics," Working Papers 994, Staffordshire University, Business School.
- Entorf, Horst & Lauk, Martina, 2006. "Peer effects, social multipliers and migration at school: An international comparison," HWWI Research Papers 3-3, Hamburg Institute of International Economics (HWWI).
- Bouzouita, Anis & Vierstraete, Valérie & Kouki, Mokhtar, 2012.
"L’évaluation de l’efficience des institutions d’enseignement supérieur en Tunisie : le cas des Instituts supérieurs des études technologiques (ISET),"
L'Actualité Economique, Société Canadienne de Science Economique, vol. 88(3), pages 347-360, Septembre.
- Anis Bouzouita & Valérie Vierstraete, 2011. "L'évaluation de l'efficience des institutions d'enseignement supérieur en Tunisie : le cas des Instituts Supérieurs des Études Technologiques (ISET)," Cahiers de recherche 11-14, Departement d'économique de l'École de gestion à l'Université de Sherbrooke.
- John Sawkins, 2002. "Examination performance in Scottish secondary schools: an ordered logit approach," Applied Economics, Taylor & Francis Journals, vol. 34(16), pages 2031-2041.
- Lanzi, Diego, 2007. "Capabilities, human capital and education," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 36(3), pages 424-435, June.
- Jorge Calero & Josep-Oriol Escardíbul, 2007.
"Evaluación de servicios educativos: el rendimiento en los centros públicos y privados medido en PISA-2003,"
Hacienda Pública Española / Review of Public Economics, IEF, vol. 183(4), pages 33-66, december.
- Jorge Calero & Josep-Oriol Escardíbul, 2007. "Evaluación de servicios educativos: El rendimiento en los centros públicos y privados medido en PISA-2003," Working Papers 2007/7, Institut d'Economia de Barcelona (IEB).
- L Feinstein & James Symons, 1997. "Attainment in Secondary School," CEP Discussion Papers dp0341, Centre for Economic Performance, LSE.
- Janet Currie & Duncan Thomas, 1999. "Early Test Scores, Socioeconomic Status and Future Outcomes," NBER Working Papers 6943, National Bureau of Economic Research, Inc.
- Epple, Dennis & Figlio, David & Romano, Richard, 2004.
"Competition between private and public schools: testing stratification and pricing predictions,"
Journal of Public Economics, Elsevier, vol. 88(7-8), pages 1215-1245, July.
- Dennis Epple & David Figlio & Richard Romano, 2000. "Competition Between Private and Public Schools: Testing Stratification and Pricing Predictions," NBER Working Papers 7956, National Bureau of Economic Research, Inc.
- Steven Bradley & Robert Crouchley, 2017. "The effects of test scores and truancy on youth unemployment and inactivity: A simultaneous equations approach," Working Papers 189398493, Lancaster University Management School, Economics Department.
- Bradley, Steve & Johnes, Geraint & Millington, Jim, 2001. "The effect of competition on the efficiency of secondary schools in England," European Journal of Operational Research, Elsevier, vol. 135(3), pages 545-568, December.
- V. Vandenberghe, 2002. "Evaluating the magnitude and the stakes of peer effects analysing science and math achievement across OECD," Applied Economics, Taylor & Francis Journals, vol. 34(10), pages 1283-1290.
- Datar, Ashlesha, 2006. "Does delaying kindergarten entrance give children a head start?," Economics of Education Review, Elsevier, vol. 25(1), pages 43-62, February.
- Peter Davies & Nick Adnett, "undated". "QUASI-MARKET REFORMS AND VOCATIONAL SCHOOLING IN ENGLAND AND WALES: an economic analysis," Working Papers 98-11, Staffordshire University, Business School.
- McEwan, Patrick J., 2003. "Peer effects on student achievement: evidence from Chile," Economics of Education Review, Elsevier, vol. 22(2), pages 131-141, April.
- Fertig, Michael, 2003.
"Educational Production, Endogenous Peer Group Formation and Class Composition - Evidence from the PISA 2000 Study,"
Royal Economic Society Annual Conference 2003
76, Royal Economic Society.
- Donald Robertson & James Symons, 1993.
"Real Interest Rates and Index Linked Gilts,"
CEP Discussion Papers
dp0181, Centre for Economic Performance, LSE.
- Robertson, Donald & Symons, James, 1997. "Real Interest Rates and Index-Linked Gilts," The Manchester School of Economic & Social Studies, University of Manchester, vol. 65(1), pages 25-43, January.
- Robertson, D. & Symons, J., 1993. "Real interest rates and index linked gilts," LSE Research Online Documents on Economics 20923, London School of Economics and Political Science, LSE Library.
Cited by:
- Colin Lizieri & Steven Satchell & Elaine Worzala & Roberto Dacco', 1998.
"Real Interest Regimes and Real Estate Performance: A Comparison of U.K. and U.S. Markets,"
Journal of Real Estate Research, Taylor & Francis Journals, vol. 16(3), pages 339-356, January.
- Conlin Lizieri & Steven Satchell & Elaine Worzala & Roberto Dacco', 1998. "Real Interest Regimes and Real Estate Performance: A Comparison of UK and US Markets," Journal of Real Estate Research, American Real Estate Society, vol. 16(3), pages 339-356.
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- Kanas, Angelos, 2014. "Bond futures, inflation-indexed bonds, and inflation risk premium," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 28(C), pages 82-99.
- Donald Robertson & James Symons, 1993.
"Five Weeks in the Life of the Pound: Interest Rates,"
CEP Discussion Papers
dp0133, Centre for Economic Performance, LSE.
- Robertson, D. & Symons, J., 1993. "Five weeks in the life of the pound: interest rates," LSE Research Online Documents on Economics 20983, London School of Economics and Political Science, LSE Library.
- Donald Robertson & James Symons, 1991.
"Some Strange Properties of Panel Data Estimators,"
CEP Discussion Papers
dp0044, Centre for Economic Performance, LSE.
- Robertson, D & Symons, J, 1992. "Some Strange Properties of Panel Data Estimators," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(2), pages 175-189, April-Jun.
Cited by:
- Milan Nedeljkovic & Gonzalo Varela & Michele Savini Zangrandi, 2015. "Indonesia Current Account Assessment," World Bank Publications - Reports 22340, The World Bank Group.
- McKenzie, D.J.David J., 2004. "Asymptotic theory for heterogeneous dynamic pseudo-panels," Journal of Econometrics, Elsevier, vol. 120(2), pages 235-262, June.
- Kapetanios, G. & Price, S. & Tasiou, M. & Ventouri, A., 2020.
"State-level wage Phillips curves,"
Working Papers
20/08, Department of Economics, City University London.
- George Kapetanios & Simon Price & Menelaos Tasiou & Alexia Ventouri, 2020. "State-level wage Phillips curves," CAMA Working Papers 2020-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kapetanios, George & Price, Simon & Tasiou, Menelaos & Ventouri, Alexia, 2021. "State-level wage Phillips curves," Econometrics and Statistics, Elsevier, vol. 18(C), pages 1-11.
- Kapetanios, George & Tasiou, Menelaos & Price, Simon & Ventouri, Alexia, 2018. "State-level wage Phillips curves," Essex Finance Centre Working Papers 23707, University of Essex, Essex Business School.
- Konrad Lyncker & Rasmus Thoennessen, 2017. "Regional club convergence in the EU: evidence from a panel data analysis," Empirical Economics, Springer, vol. 52(2), pages 525-553, March.
- Donald G. Freeman, 2000. "Alternative Panel Estimates of Alcohol Demand, Taxation, and the Business Cycle," Southern Economic Journal, John Wiley & Sons, vol. 67(2), pages 325-344, October.
- Dybczak, Kamil & Melecky, Martin, 2014.
"EU fiscal stance vulnerability: Are the old members the gold members?,"
Economic Modelling, Elsevier, vol. 38(C), pages 87-101.
- Dybczak, Kamil & Melecky, Martin, 2012. "EU Fiscal Stance Vulnerability: Are the Old Members the Gold Members?," MPRA Paper 42837, University Library of Munich, Germany.
- Marwân-Al-Qays Bousmah & Daria Onori, 2016.
"Financial Openess Aggregate Consumption and Threshold Effects,"
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- Marwân-Al-Qays Bousmah & Daria Onori, 2015. "Financial Openness, Aggregate Consumtion and Threshold Effects," Working Papers halshs-01204784, HAL.
- Marwân-Al‐qays Bousmah & Daria Onori, 2016. "Financial Openness, Aggregate Consumption and Threshold Effects," Post-Print hal-01477194, HAL.
- Marwân-al-Qays Bousmah & Daria Onori, 2016. "Financial Openness, Aggregate Consumption and Threshold Effects," Pacific Economic Review, Wiley Blackwell, vol. 21(3), pages 358-380, August.
- Marwân-al-Qays BOUSMAH & Daria ONORI, 2015. "Financial Openness, Aggregate Consumption, and Threshold Effects," LEO Working Papers / DR LEO 1967, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Per Pettersson, 2000. "Do Parties Matter for Fiscal Policy Choices," Econometric Society World Congress 2000 Contributed Papers 1373, Econometric Society.
- Baltagi, Badi H. & Griffin, James M., 1997. "Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline," Journal of Econometrics, Elsevier, vol. 77(2), pages 303-327, April.
- F. De Graeve & O. De Jonghe & R. Vander Vennet, 2004.
"Competition, transmission and bank pricing policies: Evidence from Belgian loan and deposit markets,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
04/261, Ghent University, Faculty of Economics and Business Administration.
- De Graeve, Ferre & De Jonghe, Olivier & Vennet, Rudi Vander, 2007. "Competition, transmission and bank pricing policies: Evidence from Belgian loan and deposit markets," Journal of Banking & Finance, Elsevier, vol. 31(1), pages 259-278, January.
- Manes, Eran & Schneider, Friedrich & Tchetchik, Anat, 2016. "On the Boundaries of the Shadow Economy: An Empirical Investigation," IZA Discussion Papers 10067, Institute of Labor Economics (IZA).
- Alessandra Venturini & Riccardo Faini, 2008. "Development and Migration: Lessons from Southern Europe," CHILD Working Papers wp10_08, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY.
- Kaufmann, Robert K., 2019. "Pass-through of motor gasoline taxes: Efficiency and efficacy of environmental taxes," Energy Policy, Elsevier, vol. 125(C), pages 207-215.
- Cavallaro, Eleonora & Villani, Ilaria, 2021. "Real income convergence and the patterns of financial integration in the EU," The North American Journal of Economics and Finance, Elsevier, vol. 56(C).
- Salisu, Afees A. & Vo, Xuan Vinh, 2021. "Firm-specific news and the predictability of Consumer stocks in Vietnam," Finance Research Letters, Elsevier, vol. 41(C).
- Brissimis, Sophocles N. & Kosma, Theodora S., 2007. "Market power and exchange rate pass-through," International Review of Economics & Finance, Elsevier, vol. 16(2), pages 202-222.
- Ali Mehrabani & Aman Ullah, 2020.
"Improved Average Estimation in Seemingly Unrelated Regressions,"
Econometrics, MDPI, vol. 8(2), pages 1-22, April.
- Ali Mehrabani & Aman Ullah, 2020. "Improved Average Estimation in Seemingly Unrelated Regressions," Working Papers 202013, University of California at Riverside, Department of Economics, revised Jun 2020.
- Cavallaro, Eleonora & Villani, Ilaria, 2022. "Beyond financial deepening: Rethinking the finance-growth relationship in an uneven world," Economic Modelling, Elsevier, vol. 116(C).
- Marta Simões, 2004. "The Education-growth Nexus Across OECD Countries: Schooling Levels and Parameter Heterogeneity," DEGIT Conference Papers c009_029, DEGIT, Dynamics, Economic Growth, and International Trade.
- César Calderón & Norman Loayza & Luis Servén, 2001. "International Portfolio Diversification: The Role of Risk and Return," Working Papers Central Bank of Chile 94, Central Bank of Chile.
- Brücker, Herbert & Siliverstovs, Boriss, 2005.
"On the Estimation and Forecasting of International Migration: How Relevant Is Heterogeneity Across Countries?,"
IZA Discussion Papers
1710, Institute of Labor Economics (IZA).
- Herbert Brücker & Boriss Siliverstovs, 2006. "On the estimation and forecasting of international migration: how relevant is heterogeneity across countries?," Empirical Economics, Springer, vol. 31(3), pages 735-754, September.
- Andreas Steiner, 2011. "Do dynamics and heterogeneity in panel data models matter?," Empirical Economics, Springer, vol. 40(1), pages 165-176, February.
- Badi H. Baltagi & Chihwa Kao, 2000. "Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey," Center for Policy Research Working Papers 16, Center for Policy Research, Maxwell School, Syracuse University.
- Ehsan Rajabi & Junaina Muhammad, 2014. "Does The Government Size Cause Economic Growth? Empirical Evidence from Selected ASEAN Countries," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 3-20.
- Calderon, Cesar & Loayza, Norman & Serven, Luis, 2004. "Greenfield foreign direct investment and mergers and acquisitions - feedback and macroeconomic effects," Policy Research Working Paper Series 3192, The World Bank.
- Norman Loayza & Mr. Romain Ranciere, 2005.
"Financial Development, Financial Fragility, and Growth,"
IMF Working Papers
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- Norman Loayza & Romain Ranciere, 2002. "Financial Development, Financial Fragility, and Growth," CESifo Working Paper Series 684, CESifo.
- Loayza, Norman V. & Ranciere, Romain, 2006. "Financial Development, Financial Fragility, and Growth," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(4), pages 1051-1076, June.
- Loayza, Norman & Ranciere, Romain, 2004. "Financial development, financial fragility, and growth," Policy Research Working Paper Series 3431, The World Bank.
- Norman Loayza & Romain Rancière, 2004. "Financial development, financial fragility and growth," Economics Working Papers 855, Department of Economics and Business, Universitat Pompeu Fabra.
- Norman Loayza & Romain Rancière, 2006. "Financial Development, Financial Fragility, and Growth," Post-Print halshs-00754128, HAL.
- Romain Ranciere & Norman Loayza, 2004. "Financial Development, Financial Fragility and Growth," Working Papers 192, Barcelona School of Economics.
- Norman Loayza & Romain Ranciere, 2002. "Financial Development, Financial Fragility, and Growth," Working Papers Central Bank of Chile 145, Central Bank of Chile.
- Marika Karanassou & Hector Sala & Dennis J. Snower, 2002.
"Unemployment in the European Union: A Dynamic Reappraisal,"
Working Papers
480, Queen Mary University of London, School of Economics and Finance.
- Karanassou, Marika & Sala, Hector & Snower, Dennis, 2003. "Unemployment in the European Union: a dynamic reappraisal," Economic Modelling, Elsevier, vol. 20(2), pages 237-273, March.
- Karanassou, Marika & Sala, Hector & Snower, Dennis J., 2002. "Unemployment in the European Union: A Dynamic Reappraisal," IZA Discussion Papers 531, Institute of Labor Economics (IZA).
- Karanassou, Marika & Sala, Héctor & Snower, Dennis J., 2003. "Unemployment in the European Union: A dynamic reappraisal," Open Access Publications from Kiel Institute for the World Economy 2933, Kiel Institute for the World Economy (IfW Kiel).
- Carter Patrick, 2013. "Does Foreign Aid Displace Domestic Taxation?," Journal of Globalization and Development, De Gruyter, vol. 4(1), pages 1-47, August.
- Badi H. Baltagi, 2008.
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Articles
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Mathematics, MDPI, vol. 8(8), pages 1-32, August.
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"Banking sector development and economic growth in developing countries: a bootstrap panel Granger causality analysis,"
Empirical Economics, Springer, vol. 58(6), pages 2817-2836, June.
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"Cross-sectional Dependence in Panel Data Analysis,"
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20367, University Library of Munich, Germany.
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"Chicken or egg? The PVAR econometrics of transportation,"
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- Ahlfeldt, Gabriel M. & Moeller, Kristoffer & Wendland, Nicolai, 2014. "Chicken or egg? the PVAR econometrics of transportation," LSE Research Online Documents on Economics 59205, London School of Economics and Political Science, LSE Library.
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"Neglected dynamics and spatial dependence on panel data: consequences for convergence of the usual static model estimators,"
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- Miao Wang & Hong Zhuang, 2021. "FDI and educational outcomes in developing countries," Empirical Economics, Springer, vol. 61(6), pages 3505-3539, December.
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- Mitze, Timo & Reinkowski, Janina, 2010. "Testing the Validity of the Neoclassical Migration Model: Overall and Age-Group Specific Estimation Results for German Spatial Planning Regions," MPRA Paper 23616, University Library of Munich, Germany.
- Hendricks, Nathan P. & Smith, Aaron D., 2012. "Comparing the Bias of Dynamic Panel Estimators in Multilevel Panels: Individual versus Grouped Data," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124548, Agricultural and Applied Economics Association.
- Delwar Hossain, 2014. "Differential Impacts of Foreign Capital and Remittance Inflows on Domestic Savings in the Developing Countries: A Dynamic Heterogeneous Panel Analysis," Departmental Working Papers 2014-07, The Australian National University, Arndt-Corden Department of Economics.
- Krinichansky, Konstantin & Yurevich, Maksim, 2023. "Finance and growth: Nonlinearity and structural shifts," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 72, pages 5-22.
- Rafael E. De Hoyos & Vasilis Sarafidis, 2006. "Testing for cross-sectional dependence in panel-data models," Stata Journal, StataCorp LP, vol. 6(4), pages 482-496, December.
- Saroja Selvanathan & Maneka Jayasinghe & Eliyathamby A. Selvanathan, 2023. "Deteriorating Australia-China relations and prospects for the Australian tourism industry: A dynamic demand analysis," Tourism Economics, , vol. 29(8), pages 2012-2031, December.
- Stojanovikj, Martin, 2022. "Can inflation targeting reduce price information asymmetry and alleviate corruptive behavior? Evidence from developing countries," Economic Systems, Elsevier, vol. 46(3).
- Nikeel N Kumar & Arvind Patel & Rup Singh, 2022. "Modelling tourism competitiveness in small Pacific island countries," Tourism Economics, , vol. 28(3), pages 692-713, May.
- Khalil Mhadhbi & Chokri Terzi & Ali Bouchrika, 2020.
"Banking sector development and economic growth in developing countries: a bootstrap panel Granger causality analysis,"
Empirical Economics, Springer, vol. 58(6), pages 2817-2836, June.
- Piergiorgio Alessandri & Donald Robertson & Stephen Wright, 2008.
"Miller and Modigliani, Predictive Return Regressions and Cointegration,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(2), pages 181-207, April.
Cited by:
- Donald Robertson & Stephen Wright, 2006. "Dividends, Total Cash Flow to Shareholders, and Predictive Return Regressions," The Review of Economics and Statistics, MIT Press, vol. 88(1), pages 91-99, February.
- Robertson, Donald & Symons, James, 2007.
"Maximum likelihood factor analysis with rank-deficient sample covariance matrices,"
Journal of Multivariate Analysis, Elsevier, vol. 98(4), pages 813-828, April.
Cited by:
- Natalia Bailey & Sean Holly & M. Hashem Pesaran, 2016.
"A Two‐Stage Approach to Spatio‐Temporal Analysis with Strong and Weak Cross‐Sectional Dependence,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(1), pages 249-280, January.
- Natalia Bailey & Sean Holly & N. Hashem Pesaran, 2013. "A Two Stage Approach to Spatiotemporal Analysis with Strong and weak cross Sectional Dependence," Cambridge Working Papers in Economics 1362, Faculty of Economics, University of Cambridge.
- Natalia Bailey & Sean Holly & M. Hashem Pesaran, 2014. "A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence," CESifo Working Paper Series 4592, CESifo.
- Sarafidis, Vasilis & Wansbeek, Tom, 2010.
"Cross-sectional Dependence in Panel Data Analysis,"
MPRA Paper
20367, University Library of Munich, Germany.
- Vasilis Sarafidis & Tom Wansbeek, 2012. "Cross-Sectional Dependence in Panel Data Analysis," Econometric Reviews, Taylor & Francis Journals, vol. 31(5), pages 483-531, September.
- Pesaran, M. Hashem & Tosetti, Elisa, 2007.
"Large Panels with Common Factors and Spatial Correlations,"
IZA Discussion Papers
3032, Institute of Labor Economics (IZA).
- M. Hashem Pesaran & Elisa Tosetti, 2007. "Large Panels with Common Factors and Spatial Correlations," CESifo Working Paper Series 2103, CESifo.
- M. Hashem Pesaran & Elisa Tosetti, 2011. "Large panels with common factors and spatial correlation," Post-Print hal-00796743, HAL.
- Pesaran, M.H. & Tosetti, E., 2007. "Large Panels with Common Factors and Spatial Correlations," Cambridge Working Papers in Economics 0743, Faculty of Economics, University of Cambridge.
- Pesaran, M. Hashem & Tosetti, Elisa, 2011. "Large panels with common factors and spatial correlation," Journal of Econometrics, Elsevier, vol. 161(2), pages 182-202, April.
- Sundberg, Rolf & Feldmann, Uwe, 2016. "Exploratory factor analysis—Parameter estimation and scores prediction with high-dimensional data," Journal of Multivariate Analysis, Elsevier, vol. 148(C), pages 49-59.
- Rudrani Bhattacharya & Bornali Bhandari & Sudipto Mundle, 2023. "Nowcasting India’s Quarterly GDP Growth: A Factor-Augmented Time-Varying Coefficient Regression Model (FA-TVCRM)," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(1), pages 213-234, March.
- Amèvi Rocard Kouwoaye, 2019. "Trade tax reforms and poverty in developing countries: Why do some countries benefit and others lose?," WIDER Working Paper Series wp-2019-66, World Institute for Development Economic Research (UNU-WIDER).
- Giovanni Forchini & Bin Peng, 2016. "A Conditional Approach to Panel Data Models with Common Shocks," Econometrics, MDPI, vol. 4(1), pages 1-12, January.
- Gilhooly, Robert & Weale, Martin & Wieladek, Tomasz, 2015. "Estimation of short dynamic panels in the presence of cross-sectional dependence and dynamic eterogeneity," Discussion Papers 38, Monetary Policy Committee Unit, Bank of England.
- Natalia Bailey & Sean Holly & M. Hashem Pesaran, 2016.
"A Two‐Stage Approach to Spatio‐Temporal Analysis with Strong and Weak Cross‐Sectional Dependence,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(1), pages 249-280, January.
- Donald Robertson & Stephen Wright, 2006.
"Dividends, Total Cash Flow to Shareholders, and Predictive Return Regressions,"
The Review of Economics and Statistics, MIT Press, vol. 88(1), pages 91-99, February.
Cited by:
- Chava, Sudheer & Gallmeyer, Michael & Park, Heungju, 2015. "Credit conditions and stock return predictability," Journal of Monetary Economics, Elsevier, vol. 74(C), pages 117-132.
- Chang-Jin Kim & Cheolbeom Park, 2012.
"Disappearing Dividends: Implications for the Dividend-Price Ratio and Return Predictability,"
Discussion Paper Series
1205, Institute of Economic Research, Korea University.
- Chang‐Jin Kim & Cheolbeom Park, 2013. "Disappearing Dividends: Implications for the Dividend–Price Ratio and Return Predictability," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(5), pages 933-952, August.
- Chang-Jin Kim & Cheolbeom Park, 2013. "Disappearing Dividends: Implications for the Dividend-Price Ratio and Return Predictability," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(5), pages 933-952, August.
- Ilaria Piatti & Fabio Trojani, 2020.
"Dividend Growth Predictability and the Price–Dividend Ratio,"
Management Science, INFORMS, vol. 66(1), pages 130-158, January.
- Ilaria Piatti & Fabio Trojani, 2012. "Dividend Growth Predictability and the Price-Dividend Ratio," Swiss Finance Institute Research Paper Series 12-42, Swiss Finance Institute.
- Borja Larrain & Motohiro Yogo, 2007.
"Does Firm Value Move Too Much to be Justified by Subsequent Changes in Cash Flow?,"
NBER Working Papers
12847, National Bureau of Economic Research, Inc.
- Borja Larrain & Motohiro Yogo, 2005. "Does firm value move too much to be justified by subsequent changes in cash flow?," Working Papers 05-18, Federal Reserve Bank of Boston.
- Larrain, Borja & Yogo, Motohiro, 2008. "Does firm value move too much to be justified by subsequent changes in cash flow," Journal of Financial Economics, Elsevier, vol. 87(1), pages 200-226, January.
- Carmelo Giaccotto & Alain Krapl, 2014. "Good News and Bad News about Firm-Level Stock Returns of Internationally Exposed Firms," International Review of Finance, International Review of Finance Ltd., vol. 14(4), pages 523-550, December.
- Jakob B. Madsen & E. Philip Davis, 2004.
"Equity Prices, Productivity Growth, and the 'New Economy',"
EPRU Working Paper Series
04-05, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
- Jakob B Madsen & E Philip Davis, 2003. "Equity Prices, Productivity Growth, And ‘The New Economy’," Public Policy Discussion Papers 03-04, Economics and Finance Section, School of Social Sciences, Brunel University.
- Jakob B. Madsen & E. Philip Davis, 2004. "Equity Prices, Productivity Growth and 'The New Economy," FRU Working Papers 2004/11, University of Copenhagen. Department of Economics. Finance Research Unit.
- Jakob B Madsen & E Philip Davis, 2006. "Equity Prices, Productivity Growth and 'The New Economy'," Economic Journal, Royal Economic Society, vol. 116(513), pages 791-811, July.
- Jakob B Madsen & E Philip Davis, 2003. "Equity Prices, Productivity Growth, And ‘The New Economy’," Economics and Finance Discussion Papers 03-04, Economics and Finance Section, School of Social Sciences, Brunel University.
- Piergiorgio Alessandri & Donald Robertson & Stephen Wright, 2008. "Miller and Modigliani, Predictive Return Regressions and Cointegration," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(2), pages 181-207, April.
- Kwang Hun Choi & Chang‐Jin Kim & Cheolbeom Park, 2017. "Regime Shifts in Price‐Dividend Ratios and Expected Stock Returns: A Present‐Value Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(2-3), pages 417-441, March.
- Nebojsa Dimic & Vitaly Orlov & Janne Äijö, 2019. "Bond–Equity Yield Ratio Market Timing in Emerging Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 18(1), pages 52-79, April.
- Park, Cheolbeom, 2010. "When does the dividend-price ratio predict stock returns?," Journal of Empirical Finance, Elsevier, vol. 17(1), pages 81-101, January.
- Helmut Herwartz & Malte Rengel & Fang Xu, 2016. "Local Trends in Price‐to‐Dividend Ratios—Assessment, Predictive Value, and Determinants," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(8), pages 1655-1690, December.
- Issam Samiri, 2021. "Macroeconomic Effects of Firms' Underspending in Times of Abundant Credit," BCAM Working Papers 2102, Birkbeck Centre for Applied Macroeconomics.
- Demetrios Eliades & Olaf Weeken, 2005. "The stock market and capital accumulation: an application to UK data," Bank of England working papers 251, Bank of England.
- Long Chen & Zhi Da & Richard Priestley, 2012. "Dividend Smoothing and Predictability," Management Science, INFORMS, vol. 58(10), pages 1834-1853, October.
- Donald Robertson & Anthony Garratt & Stephen Wright, 2006.
"Permanent vs transitory components and economic fundamentals,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(4), pages 521-542.
- Anthony Garratt & Donald Robertson & Stephen Wright, 2006. "Permanent vs transitory components and economic fundamentals," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(4), pages 521-542, May.
See citations under working paper version above.- Anthony Garratt & Donald Robertson & Stephen Wright, 2005. "Permanent vs Transitory Components and Economic Fundamentals," Birkbeck Working Papers in Economics and Finance 0501, Birkbeck, Department of Economics, Mathematics & Statistics.
- Donald Robertson & James Symons, 2003.
"Self-selection in the state school system,"
Education Economics, Taylor & Francis Journals, vol. 11(3), pages 259-272.
See citations under working paper version above.
- Donald Robertson & James Symons, 1996. "Self-Selection in The State School System," CEP Discussion Papers dp0312, Centre for Economic Performance, LSE.
- Roberta DessÌ & Donald Robertson, 2003.
"Debt, Incentives and Performance: Evidence from UK Panel Data,"
Economic Journal, Royal Economic Society, vol. 113(490), pages 903-919, October.
See citations under working paper version above.
- Roberta Dessí & Donald Robertson, 2000. "Debt, Incentives and Performance: Evidence from UK Panel Data," FMG Discussion Papers dp344, Financial Markets Group.
- Dessi, Roberta & Robertson, Donald, 2000. "Debt, incentives and performance: evidence from UK panel data," LSE Research Online Documents on Economics 119107, London School of Economics and Political Science, LSE Library.
- Leon Feinstein & Donald Robertson & James Symons, 1999.
"Pre-school Education and Attainment in the National Child Developement Study and British Cohort Study,"
Education Economics, Taylor & Francis Journals, vol. 7(3), pages 209-234.
Cited by:
- Schütz, Gabriela & Ursprung, Heinrich W. & Woessmann, Ludger, 2005.
"Education Policy and Equality of Opportunity,"
IZA Discussion Papers
1906, Institute of Labor Economics (IZA).
- Gabriela Schütz & Heinrich W. Ursprung & Ludger Wößmann, 2008. "Education Policy and Equality of Opportunity," Kyklos, Wiley Blackwell, vol. 61(2), pages 279-308, May.
- Schütz, Gabriela & Ursprung, Heinrich W. & Wößmann, Ludger, 2008. "Education policy and equality of opportunity," Munich Reprints in Economics 19901, University of Munich, Department of Economics.
- Gabriela Schütz & Heinrich Ursprung & Ludger Woessmann, 2005. "Education Policy and Equality of Opportunity," CESifo Working Paper Series 1518, CESifo.
- Ludger Woessmann, 2006.
"Efficiency and Equity of European Education and Training Policies,"
CESifo Working Paper Series
1779, CESifo.
- Ludger Wößmann, 2008. "Efficiency and equity of European education and training policies," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 15(2), pages 199-230, April.
- Wößmann, Ludger, 2008. "Efficiency and equity of European education and training policies," Munich Reprints in Economics 19667, University of Munich, Department of Economics.
- Rosemary Elkins & Stefanie Schurer, 2020. "Exploring the role of parental engagement in non-cognitive skill development over the lifecourse," Journal of Population Economics, Springer;European Society for Population Economics, vol. 33(3), pages 957-1004, July.
- Schütz, Gabriela & Ursprung, Heinrich W. & Woessmann, Ludger, 2005.
"Education Policy and Equality of Opportunity,"
IZA Discussion Papers
1906, Institute of Labor Economics (IZA).
- Barber, Colin & Robertson, Donald & Scott, Andrew, 1997.
"Property and Inflation: The Hedging Characteristics of U.K. Commercial Property, 1967-1994,"
The Journal of Real Estate Finance and Economics, Springer, vol. 15(1), pages 59-76, July.
Cited by:
- Charles Nelson & Jeremy Piger & Eric Zivot, 1999.
"Unit Root Tests in the Presence of Markov Regime-Switching,"
Discussion Papers in Economics at the University of Washington
0040, Department of Economics at the University of Washington.
- Charles Nelson & Jeremy Piger & Eric Zivot, 1999. "Unit Root Tests in the Presence of Markov Regime-Switching," Working Papers 0040, University of Washington, Department of Economics.
- Gary John Rangel & Jason Wei Jian Ng, 2017. "Macroeconomic Drivers of Singapore Private Residential Prices: A Markov-Switching Approach," Capital Markets Review, Malaysian Finance Association, vol. 25(2), pages 15-31.
- Charles Nelson & Jeremy Piger & Eric Zivot, 1999.
"Unit Root Tests in the Presence of Markov Regime-Switching,"
Discussion Papers in Economics at the University of Washington
0040, Department of Economics at the University of Washington.
- Robertson, Donald & Wickens, M R, 1997.
"Measuring Real and Nominal Macroeconomic Shocks and Their International Transmission under Different Monetary Systems,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 59(1), pages 5-27, February.
See citations under working paper version above.
- Donald Robertson & Michael Wickens, "undated". "Measuring the Real and Nominal Macroeconomic Shocks and their International Transmission under Different Monetary Systems," Discussion Papers 95/34, Department of Economics, University of York.
- Hall, Stephen G & Robertson D & Wickens, M R, 1997.
"Measuring Economic Convergence,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 2(2), pages 131-143, April.
Cited by:
- Carmignani, Fabrizio, 2007.
"A note on income converge effects in regional integration agreements,"
Economics Letters, Elsevier, vol. 94(3), pages 361-366, March.
- Fabrizio Carmignani, 2005. "A Note On Income Converge Effects In Regional Integration Agreements," International Trade 0506005, University Library of Munich, Germany.
- Azadian, Farshid & Vasigh, Bijan, 2019. "The blurring lines between full-service network carriers and low-cost carriers: A financial perspective on business model convergence," Transport Policy, Elsevier, vol. 75(C), pages 19-26.
- Giulio Palomba & Emma Sarno & Alberto Zazzaro, 2009. "Testing similarities of short-run inflation dynamics among EU-25 countries after the Euro," Empirical Economics, Springer, vol. 37(2), pages 231-270, October.
- Olivier Basdevant, 2003. "Learning process and rational expectations: an analysis using a small macroeconomic model for New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2003/05, Reserve Bank of New Zealand.
- Buch, Claudia M. & Döpke, Jörg, 1999. "Real and Financial Integration in Europe - Evidence for the Accession States and for the Pre-Ins," Kiel Working Papers 917, Kiel Institute for the World Economy (IfW Kiel).
- Bettina Becker & Stephen G. Hall, 2009.
"How Far From the Euro Area? Measuring Convergence of Inflation Rates in Eastern Europe,"
Discussion Paper Series
2009_05, Department of Economics, Loughborough University, revised Mar 2009.
- Bettina Becker & Stephen G. Hall, 2009. "How Far From the Euro Area? Measuring Convergence of Inflation Rates in Eastern Europe," Discussion Papers in Economics 09/1, Division of Economics, School of Business, University of Leicester.
- Becker, Bettina & Hall, Stephen G., 2009. "How far from the Euro Area? Measuring convergence of inflation rates in Eastern Europe," Economic Modelling, Elsevier, vol. 26(4), pages 788-798, July.
- Terence D. Agbeyegbe, 2008.
"On the feasibility of a monetary union in the Southern Africa Development Community,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(2), pages 150-157.
- Terence D.Agbeyegbe, 2003. "On the feasibility of a monetary union in the Southern Africa Development Community," Economics Working Paper Archive at Hunter College 306, Hunter College Department of Economics, revised 2003.
- Arakelian, Veni & Moschos, Demetrios, 2008. "Modeling pairwise convergence: A Bayesian approach with an application to Greek inflation," Economics Letters, Elsevier, vol. 99(2), pages 340-344, May.
- Emiliano Santoro & Damjan Pfajfar, 2006. "Heterogeneity and learning in inflation expectation formation: an empirical assessment," Department of Economics Working Papers 0607, Department of Economics, University of Trento, Italia.
- Stephen Hall & Sérgio Lagoa, 2014. "Inflation and Business Cycle Convergence in the Euro Area: Empirical Analysis Using an Unobserved Component Model," Open Economies Review, Springer, vol. 25(5), pages 885-908, November.
- Basdevant, Olivier, 2005. "Learning process and rational expectations: An analysis using a small macro-economic model for New Zealand," Economic Modelling, Elsevier, vol. 22(6), pages 1074-1089, December.
- Bettina Becker & Stephen G. Hall, 2007.
"A New Look at Economic Convergence in Europe: A Common Factor Approach,"
Discussion Paper Series
2007_09, Department of Economics, Loughborough University, revised Feb 2007.
- Bettina Becker & Stephen G. Hall, 2009. "A new look at economic convergence in Europe: a common factor approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(1), pages 85-97.
- Damjan Pfajfar & Emiliano Santoro, 2007. "Heterogeneity, Asymmetries and Learning in InfIation Expectation Formation: An Empirical Assessment," Money Macro and Finance (MMF) Research Group Conference 2006 123, Money Macro and Finance Research Group.
- Giulio PALOMBA & Emma SARNO & Alberto ZAZZARO, 2007. "Testing similarities of short-run inflation dynamics among EU countries after the Euro," Working Papers 289, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Carmignani, Fabrizio, 2007.
"A note on income converge effects in regional integration agreements,"
Economics Letters, Elsevier, vol. 94(3), pages 361-366, March.
- Robertson, Donald & Symons, James, 1997.
"Real Interest Rates and Index-Linked Gilts,"
The Manchester School of Economic & Social Studies, University of Manchester, vol. 65(1), pages 25-43, January.
See citations under working paper version above.
- Donald Robertson & James Symons, 1993. "Real Interest Rates and Index Linked Gilts," CEP Discussion Papers dp0181, Centre for Economic Performance, LSE.
- Robertson, D. & Symons, J., 1993. "Real interest rates and index linked gilts," LSE Research Online Documents on Economics 20923, London School of Economics and Political Science, LSE Library.
- Milne, Alistair & Robertson, Donald, 1996.
"Firm behaviour under the threat of liquidation,"
Journal of Economic Dynamics and Control, Elsevier, vol. 20(8), pages 1427-1449, August.
Cited by:
- Saltari, Enrico & Giuseppe, Travaglini, 2011. "Optimal capital stock and financing constraints," MPRA Paper 35094, University Library of Munich, Germany.
- Koussis, Nicos & Martzoukos, Spiros H. & Trigeorgis, Lenos, 2017. "Corporate liquidity and dividend policy under uncertainty," Journal of Banking & Finance, Elsevier, vol. 81(C), pages 221-235.
- Betty C. Daniel & John Bailey Jones, 2001.
"Financial liberalization and banking crises in emerging economies,"
Pacific Basin Working Paper Series
2001-03, Federal Reserve Bank of San Francisco.
- Daniel, Betty C. & Jones, John Bailey, 2007. "Financial liberalization and banking crises in emerging economies," Journal of International Economics, Elsevier, vol. 72(1), pages 202-221, May.
- Betty Daniel & John Bailey Jones, 2001. "Financial Liberalization and Banking Crises in Emerging Economies," Discussion Papers 01-04, University at Albany, SUNY, Department of Economics.
- Winter, Joachim, 1998.
"Does firms' financial status affect plant-level investment and exit decisions?,"
Papers
98-48, Sonderforschungsbreich 504.
- Joachim K Winter, 1999. "Does Firms' Financial Status Affect Plant-Level Investment and Exit Decisions?," Working Papers 99-3, Center for Economic Studies, U.S. Census Bureau.
- Winter, Joachim, 1998. "Does Firms` Financial Status Affect Plant-Level Investment and Exit Decision," Sonderforschungsbereich 504 Publications 98-48, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
- Yao, Jing-Shing & Chen, Miao-Sheng & Lu, Huei-Fu, 2006. "A fuzzy stochastic single-period model for cash management," European Journal of Operational Research, Elsevier, vol. 170(1), pages 72-90, April.
- Tian, Suhua & Yang, Yunhong & Zhang, Gaiyan, 2013. "Bank capital, interbank contagion, and bailout policy," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 2765-2778.
- Jukka Isohätälä & Alistair Milne & Donald Robertson, 2020.
"The Net Worth Trap: Investment and Output Dynamics in the Presence of Financing Constraints,"
Mathematics, MDPI, vol. 8(8), pages 1-32, August.
- Isohätälä, Jukka & Milne, Alistair & Robertson, Donald, 2014. "The net worth trap: investment and output dynamics in the presence of financing constraints," Bank of Finland Research Discussion Papers 26/2014, Bank of Finland.
- CREPON Bruno & DUGUET Emmanuel, 2004. "Bank loans, start-up subsidies and the survival of the new firms: an econometric analysis at the entrepreneur level," Labor and Demography 0411004, University Library of Munich, Germany.
- Song, Jeongseop & Zhang, Fan, 2024. "Regional market uncertainty and corporate investment," The North American Journal of Economics and Finance, Elsevier, vol. 69(PB).
- Jones, John B, 2003.
"The Dynamic Effects of Firm-Level Borrowing Constraints,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 35(5), pages 743-762, October.
- John Bailey Jones, 2000. "The Dynamic Effects of Firm Level Borrowing Constraints," Discussion Papers 00-02, University at Albany, SUNY, Department of Economics.
- Opler, Tim & Pinkowitz, Lee & Stulz, Rene & Williamson, Rohan, 1999.
"The determinants and implications of corporate cash holdings,"
Journal of Financial Economics, Elsevier, vol. 52(1), pages 3-46, April.
- Tim Opler & Lee Pinkowitz & Rene Stulz & Rohan Williamson, 1997. "The Determinants and Implications of Corporate Cash Holdings," NBER Working Papers 6234, National Bureau of Economic Research, Inc.
- Moretto, Michele & Tamborini, Roberto, 2007. "Firm value, illiquidity risk and liquidity insurance," Journal of Banking & Finance, Elsevier, vol. 31(1), pages 103-120, January.
- Perry, David & Stadje, Wolfgang, 2000. "Risk analysis for a stochastic cash management model with two types of customers," Insurance: Mathematics and Economics, Elsevier, vol. 26(1), pages 25-36, February.
- Nishihara, Michi & Shibata, Takashi, 2013.
"The effects of external financing costs on investment timing and sizing decisions,"
Journal of Banking & Finance, Elsevier, vol. 37(4), pages 1160-1175.
- Michi NISHIHARA & Takashi SHIBATA, 2012. "The effects of external financing costs on investment timing and sizing decisions," Discussion Papers in Economics and Business 12-07, Osaka University, Graduate School of Economics.
- Alistair Milne & A Elizabeth Whalley, 1999. "Bank capital and risk taking," Bank of England working papers 90, Bank of England.
- Abel Elizalde, 2007. "From Basel I to Basel II: An Analysis of the Three Pillars," Working Papers wp2007_0704, CEMFI.
- Dai, Min & Huang, Shan & Keppo, Jussi, 2019. "Opaque bank assets and optimal equity capital," Journal of Economic Dynamics and Control, Elsevier, vol. 100(C), pages 369-394.
- Pauli Murto & Marko Terviö, 2014. "Exit Options And Dividend Policy Under Liquidity Constraints," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55(1), pages 197-221, February.
- Epstein, D. & Mayor, N. & Schonbucher, P. & Whalley, A. E. & Wilmott, P., 1998.
"The valuation of a firm advertising optimally,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 38(2), pages 149-166.
- D. Epstein & N.Mayor & P.Schonbucher & A.E. Whalley & P. Wilmott, 1999. "The Valuation of a Firm Advertising Optimally," OFRC Working Papers Series 1999mf01, Oxford Financial Research Centre.
- Dadang Muljawan & Humayon Dar & Maximilian Hall, 2004. "A capital adequacy framework for Islamic banks: the need to reconcile depositors' risk aversion with managers' risk taking," Applied Financial Economics, Taylor & Francis Journals, vol. 14(6), pages 429-441.
- Jean-Charles Rochet & Stéphane Villeneuve, 2005. "Corporate portfolio management," Annals of Finance, Springer, vol. 1(3), pages 225-243, August.
- Milne, Alistair, 1996. "Financing constraints and reordering rules," International Journal of Production Economics, Elsevier, vol. 45(1-3), pages 65-75, August.
- Klimenko, Nataliya & Moreno-Bromberg, Santiago, 2016. "The shadow costs of repos and bank liability structure," Journal of Economic Dynamics and Control, Elsevier, vol. 65(C), pages 1-29.
- Vercammen, James, 2003. "A Stochastic Dynamic Programming Model Of Direct Subsidy Payments And Agricultural Investment," Working Papers 15847, University of British Columbia, Food and Resource Economics.
- Samu Peura & Esa Jokivuolle, 2004. "Simulation-based stress testing of banks’ regulatory capital adequacy," Finance 0405003, University Library of Munich, Germany.
- Michi Nishihara & Takashi Sshibata, 2011. "Investment timing with fixed and proportional costs of external financing," Discussion Papers in Economics and Business 11-29, Osaka University, Graduate School of Economics.
- Richard W P Holt, 2000.
"Investment and Dividends under Irreversibility and Financial Constraints,"
Edinburgh School of Economics Discussion Paper Series
55, Edinburgh School of Economics, University of Edinburgh.
- Holt, Richard W. P., 2003. "Investment and dividends under irreversibility and financial constraints," Journal of Economic Dynamics and Control, Elsevier, vol. 27(3), pages 467-502, January.
- Peura, Samu & Jokivuolle, Esa, 2003. "Simulation-based stress testing of banks' regulatory capital adequacy," Bank of Finland Research Discussion Papers 4/2003, Bank of Finland.
- Coculescu, Delia, 2011. "Dividends and leverage: How to optimally exploit a non-renewable investment," Journal of Economic Dynamics and Control, Elsevier, vol. 35(3), pages 312-329, March.
- Perry, David & Berg, M. & Posner, M. J. M., 2001. "Stochastic models for broker inventory in dealership markets with a cash management interpretation," Insurance: Mathematics and Economics, Elsevier, vol. 29(1), pages 23-34, August.
- Peura, Samu & Jokivuolle, Esa, 2004. "Simulation based stress tests of banks' regulatory capital adequacy," Journal of Banking & Finance, Elsevier, vol. 28(8), pages 1801-1824, August.
- Shibata, Takashi & Nishihara, Michi, 2012. "Investment timing under debt issuance constraint," Journal of Banking & Finance, Elsevier, vol. 36(4), pages 981-991.
- Keppo, Jussi & Kofman, Leonard & Meng, Xu, 2010. "Unintended consequences of the market risk requirement in banking regulation," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 2192-2214, October.
- A. Bruinshoofd & C.J.M. Kool, 2006.
"Non-linear Target Adjustment in Corporate Liquidity Management: An Endogenous Thresholds Approach,"
Working Papers
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- Robertson, Donald & Symons, James, 1997.
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See citations under working paper version above.
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- Robertson, D & Symons, J, 1992.
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See citations under working paper version above.
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- Robertson, Donald, 1992.
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Borradores de Economia
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CEP Discussion Papers
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See citations under working paper version above.
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Chapters
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