C51 - Model Construction and Estimation

Contributing journals to this collection:
Review of Finance, European Review of Agriculture Economics, The World Bank Economic Review, Journal of Economic Geography, Cambridge Journal of Regions, Economy and Society, American Law and Economics Review, Industrial and Corporate Change, CESifo Economic Studies, The Review of Financial Studies, Contributions to Political Economy, Journal of Financial Econometrics, Journal of Law, Economics, and Organization, Journal of African Economies, Socio-Economic Review, Oxford Economic Papers, The World Bank Research Observer, Oxford Review of Economic Policy, Cambridge Journal of Economics, Journal of Competition Law and Economics, and Review of Environmental Economics and Policy

Citations 1-10 of 56 total displayed.

Most recent content

Articles
Targets, zones, and asymmetries: a flexible nonlinear model of recent UK monetary policy

Virginie Boinet and Christopher Martin
Oxf. Econ. Pap. 2008; 60: 423-439. [Abstract] [Full text] [PDF]  

Past content

Articles
Time-Varying Arrival Rates of Informed and Uninformed Trades

David Easley, Robert F. Engle, Maureen O'Hara, and Liuren Wu
J. Financial Econometrics 2008; 6: 171-207. [Abstract] [Full text] [PDF]  

Articles
Technical Efficiency Analysis of Micro-enterprises: Theoretical and Methodological Approach of the Stochastic Frontier Production Functions Applied to Nigerian Data

Igbekele A. Ajibefun
J. Afr. Econ. 2008; 17: 161-206. [Abstract] [Full text] [PDF]  

Articles
Nonparametric Estimation of Expected Shortfall

Song Xi Chen
J. Financial Econometrics 2008; 6: 87-107. [Abstract] [Full text] [PDF]  

Articles
Estimating credit constraints among US households

Charles Grant
Oxf. Econ. Pap. 2007; 59: 583-605. [Abstract] [Full text] [PDF]  

Articles
Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations

A. S. Hurn, J. I. Jeisman, and K. A. Lindsay
J. Financial Econometrics 2007; 5: 390-455. [Abstract] [Full text] [PDF]  

Articles
Estimating Cointegrated Panels with Common Factors and the Forward Rate Unbiasedness Hypothesis

Joakim Westerlund
J. Financial Econometrics 2007; 5: 491-522. [Abstract] [Full text] [PDF]  

Articles
Stock Return Predictability: Is it There?

Andrew Ang and Geert Bekaert
Rev. Financ. Stud. 2007; 20: 651-707. [Abstract] [Full text] [PDF]  

Articles
Growth and Risk: Methodology and Micro Evidence

Chris Elbers, Jan Willem Gunning, and Bill Kinsey
World Bank Econ. Rev. 2007; 21: 1-20. [Abstract] [Full text] [PDF] [ Supplementary Data ]  

Articles
Estimating Latent Variables and Jump Diffusion Models Using High-Frequency Data

George J. Jiang and Roel C. A. Oomen
J. Financial Econometrics 2007; 5: 1-30. [Abstract] [Full text] [PDF]  

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