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Regression Analysis: A Theoretical Approach

Journal of Statistical and Econometric Methods
The main objective of this document is to provide a comprehensive understanding in the area of simple regression, especially for undergraduate students majoring in economics, finance and statistics.
Teshome Hailemeskel Abebe
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Fed’s Dual Mandate: Maximum Employment and Price Stability

Journal of Applied Finance & Banking
In this paper, we look at the dual mandate (price stability and maximum employment) as policy objectives of the central bank (the Fed) and we test mostly the effectiveness of policy instruments on these two ultimate objectives. We start from 1978 to 2008
Ioannis N. Kallianiotis
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Stocks, Gold and Crude Oil: How Valuable are Volatility and Correlation Timing?

Journal of Applied Finance & Banking
We study the sources of portfolio returns under parameter uncertainty arising from allocation strategies based on holdings of the NASDAQ index, WTI crude oil and gold.
P. Zagaglia
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Debt Overhang and Deleveraging in the US Household Sector: Gauging the Impact on Consumption

Social Science Research Network, 2015
Using a novel dataset for the US states, this paper examines whether household debt and the protracted debt deleveraging help explain the dismal performance of US consumption since 2007 in the aftermath of the housing bubble.
Bruno Albuquerque, G. Krustev
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The stochastic dynamics of business evaluations using Markov models

, 2020
Current assessments of credit and financial risk based on deterministic analyses provide only a limited understanding of current and future solvency rates.
Marco Desogus
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Scale Heterogeneity and Its Implications for Discrete Choice Analysis

Land Economics, 2019
This paper shows how researchers can make incorrect interpretations of models that include heterogeneity in error variance (scale) if they do not recognize the implications of parameter estimates being conflated with scale.
K. Davis, M. Burton, M. Kragt
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The Information Content of Real-Time Output Gap Estimates: An Application to the Euro Area

Social Science Research Network, 2002
The paper investigates real-time output gap estimates for the euro artea obtained from various unobserved components (UOC) models. Based on a state space modelling framework, three criteria are used to evaluate real-time estimates, I.e.
Gerhard Rünstler
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IMPROVING PUPIL PERFORMANCE IN ENGLISH SECONDARY SCHOOLS: EXCELLENCE IN CITIES

, 2004
This paper reports on the short run impact of one of the U.K. government's flagship education policies, the Excellence in Cities (EiC) program. EiC is aimed specifically at alleviating poor student achievement in inner city areas.
S. Machin, S. Mcnally, C. Meghir
semanticscholar   +1 more source

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Identification of Non-Additive Fixed Effects Models: Is the Return to Teacher Quality Homogeneous?

Social Science Research Network, 2023
Panel or grouped data are often used to allow for unobserved individual heterogeneity in econometric models via fixed effects. In this paper, we discuss identification of a panel data model in which the unobserved heterogeneity both enters additively and
J. Hahn, J. Singleton, Neşe Yıldız
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Cost of Illiquidity: Marketability and Liquidity Discounts in a Margrabe Exchange Option Framework

Journal of Forensic Accounting Research, 2023
Market declines of 2008–2009 and 2022–2023 brought renewed attention to the issue of illiquidity and the attendant costs faced by the stockholders. Margrabe exchange option-based models have been employed widely for estimating the cost of illiquidity ...
Ashok Bhardwaj Abbott
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