Economic variables are often measured with an error and may be endogenous. In this paper, we give new identification results for the ratio of partial effects in ...
https://doi.org/10.15609/annaeconstat2009.121-122.359 • https://www.jstor.org/stable/10.15609/annaeconstat2009.121-122.359 Copy URL This paper uses an estimated ...
Financial econometrics is a dynamic discipline that applies advanced statistical and econometric methods to the analysis of financial markets. It integrates time series, panel data and cross‐sectional ...