RobHayward's econometrics [34 articles] Export

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	Mandelbrot and the Stable Paretian Hypothesis [My Copy] The Journal of Business, Vol. 36, No. 4. (1963), pp. 420-429. by Eugene F. Fama posted to volatility risk finance econometrics by RobHayward on 2009-10-09 09:29:19 as along with 1 person skheller
	The Adjustment of Stock Prices to New Information [My Copy] International Economic Review, Vol. 10, No. 1. (1969), pp. 1-21. by Eugene F. Fama, Lawrence Fisher, Michael C. Jensen, Richard Roll posted to finance emh econometrics by RobHayward on 2009-10-01 12:47:31 as along with 3 people csbliu ltzehua ChristianRauh
	The Event Study Methodology Since 1969 [My Copy] Review of Quantitative Finance and Accounting, Vol. 11, No. 2. (1 September 1998), pp. 111-137. by John Binder posted to finance econometrics by RobHayward on 2009-10-01 12:41:07 as along with 1 person ChristianRauh
	Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Financial Data [My Copy] The Journal of Financial and Quantitative Analysis, Vol. 24, No. 3. (1989), pp. 333-355. by Kenneth A. Froot posted to econometrics by RobHayward on 2009-09-11 14:20:12 as
	Testing for market timing ability A framework for forecast evaluation [My Copy] Journal of Financial Economics, Vol. 19, No. 1. (September 1987), pp. 169-189. by R. Cumby posted to econometrics sentiment trading by RobHayward on 2009-05-15 14:53:46 as
	Can the real exchange rate be stationary within a band of inaction? [My Copy] Working Paper by Deokwoo Nam posted to econometrics fx ppp by RobHayward on 2008-08-14 07:31:55 as
	Investor sentiment in the US-dollar: Longer-term, non-linear orientation on PPP [My Copy] Journal of Empirical Finance, Vol. 15, No. 3. (June 2008), pp. 455-467. by Lukas Menkhoff, Rafael R. Rebitzky posted to econometrics fx momentum sentiment survey by RobHayward on 2008-06-18 22:02:08 as
	The behaviour of the real exchange rate: Evidence from regression quantiles [My Copy] Journal of Banking & Finance, Vol. 32, No. 5. (May 2008), pp. 664-679. by Kleopatra Nikolaou posted to econometrics fx ppp by RobHayward on 2008-05-25 16:23:21 as
	Testing for a unit root in time series regression [My Copy] Biometrika, Vol. 75, No. 2. (1 June 1988), pp. 335-346. by Peter C. Phillips, Pierre Perron posted to econometrics time-series by RobHayward on 2008-05-19 15:18:59 as along with 1 person ChristianRauh
	A Primer for Panel Data Analysis [My Copy] Connect: Information and Technology In A Primer for Panel Data Analysis, No. Fall. (2003) by Robert Yaffee posted to econometrics by RobHayward on 2008-05-13 13:44:44 as
	Are stationarity and cointegration restrictions really necessary for the intertemporal budget constraint? [My Copy] Journal of Monetary Economics, Vol. 54, No. 7. (October 2007), pp. 1837-1847. by Henning Bohn posted to econometrics economics open-economy by RobHayward on 2007-10-24 18:39:11 as
	Measuring security price performance [My Copy] Journal of Financial Economics, Vol. 8, No. 3. (September 1980), pp. 205-258. by Stephen J. Brown, Jerold B. Warner posted to capm econometrics emh by RobHayward on 2007-08-17 09:13:25 as along with 2 people jchau ChristianRauh
	How Not to Lie with Statistics: Avoiding Common Mistakes in Quantitative Political Science [My Copy] American Journal of Political Science, Vol. 30, No. 3. (1986), pp. 666-687. by Gary King posted to econometrics by RobHayward on 2007-08-03 14:14:26 as along with 5 people and 1 group ekey176 brian klouie long RolandKappe Glimcher_Lab
	Border Effect or Country Effect? Seattle is 110 Miles from Vancouver After All. [My Copy] (August 2006) by Y. Gorodnichenko, L. Tesar posted to econometrics fx lop by RobHayward on 2007-04-18 08:52:21 as
	Are international value premiums driven by the same set of fundamentals? [My Copy] International Review of Economics & Finance, Vol. 16, No. 1. (2007), pp. 113-129. by Angela J. Black, Patricia Fraser, David G. Mcmillan posted to capital econometrics equity momentum by RobHayward on 2006-12-05 15:45:41 as
	Residual autocorrelation testing for vector error correction models [My Copy] Journal of Econometrics, Vol. 134, No. 2. (October 2006), pp. 579-604. by Ralf Bruggemann, Helmut Lutkepohl, Pentti Saikkonen posted to econometrics var by RobHayward on 2006-10-06 20:56:17 as
	Are international real interest rate linkages characterized by asymmetric adjustments? [My Copy] Journal of International Financial Markets, Institutions and Money, Vol. 16, No. 4. (October 2006), pp. 384-396. by Mark J. Holmes, Nabil Maghrebi posted to econometrics interest by RobHayward on 2006-10-03 13:46:29 as
	Time-series estimation of the effects of natural experiments [My Copy] Journal of Econometrics, Vol. 135, No. 1-2. ( 2006), pp. 527-566. by Halbert White posted to econometrics time-series by RobHayward on 2006-09-29 17:30:51 as along with 2 people tkravitz jrodflamenco
	An alternative test of purchasing power parity [My Copy] Economics Letters, Vol. 92, No. 2. (August 2006), pp. 177-183. by Frederick H. Wallace, Gary L. Shelley posted to econometrics fx by RobHayward on 2006-09-12 16:25:49 as
	Assessing Structural VARs [My Copy] NBER Working Paper No. W12353 by Lawrence Christiano, Martin Eichenbaum, Robert Vigfusson posted to econometrics var by RobHayward on 2006-09-11 19:51:56 as
	Volatility impulse responses for multivariate GARCH models: An exchange rate illustration [My Copy] Journal of International Money and Finance, Vol. 25, No. 5. (August 2006), pp. 719-740. by Christian M. Hafner, Helmut Herwartz posted to econometrics fx garch by RobHayward on 2006-09-11 14:57:50 as
	Why Has U.S. Inflation Become Harder to Forecast? [My Copy] NBER Working Paper No. W12324 by James Stock, Mark Watson posted to econometrics inflation by RobHayward on 2006-08-26 19:28:07 as
	Granger causality and the sampling of economic processes [My Copy] Journal of Econometrics, Vol. 132, No. 2. (June 2006), pp. 311-336. by Roderick J. Mccrorie, Marcus J. Chambers posted to econometrics by RobHayward on 2006-08-08 21:29:58 as
	Efficient tests of stock return predictability [My Copy] Journal of Financial Economics, Vol. 81, No. 1. (July 2006), pp. 27-60. by John Y. Campbell, Motohiro Yogo posted to econometrics emh finance by RobHayward on 2006-08-07 07:15:05 as
	Market efficiency and cointegration of spot exchange rates during periods of economic turmoil: Another look at European and Asian currency crises [My Copy] Journal of Economics and Business, Vol. 58, No. 4. ( 2006), pp. 323-342. by Chanwit Phengpis posted to econometrics fx by RobHayward on 2006-07-10 11:53:03 as
	Artificial States [My Copy] by Alberto Alesina, William Easterly, Janina Matuszeski posted to development econometrics economics globalisation by RobHayward on 2006-06-29 16:45:51 as
	Country Portfolios in Open Economy Macro Models [My Copy] CEPR Discussion Paper, Vol. 5966 by Michael B. Devereux, Alan Sutherland posted to beta bop econometrics flow by RobHayward on 2006-06-26 14:14:15 as
	The gap between the rich and the poor: Patterns of heterogeneity in the cross-country data [My Copy] Economic Modelling, Vol. 23, No. 3. (May 2006), pp. 538-555. by Oya P. I. Ardic posted to development econometrics by RobHayward on 2006-06-23 07:16:54 as
	Spurious correlation of I(0) regressors in models with an I(1) dependent variable [My Copy] Economics Letters, Vol. 91, No. 2. (May 2006), pp. 184-189. by Chris Stewart posted to econometrics time-series by RobHayward on 2006-05-31 06:25:33 as
	Nonlinear adjustment in the forward premium: evidence from a threshold unit root test [My Copy] International Review of Economics & Finance, Vol. 15, No. 2. (2006), pp. 164-183. by Sofiane H. Sekioua posted to econometrics forward fx by RobHayward on 2006-05-15 20:54:19 as
	Co-integrating currencies and yield differentials [My Copy] Review of Financial Economics, Vol. 15, No. 2. (2006), pp. 159-175. by Ahmet C. Inci posted to econometrics fx by RobHayward on 2006-05-10 06:39:46 as
	Common features [My Copy] Journal of Econometrics, Vol. 132, No. 1. (May 2006), pp. 1-5. by Heather M. Anderson, Victor, Farshid Vahid posted to econometrics by RobHayward on 2006-05-10 06:28:27 as
	Growth, Initial Conditions, Law and Speed of Privatization in Transition Countries: 11 Years Later [My Copy] NBER Working Paper No. W11992 by Sergio Godoy, Joseph Stiglitz posted to development econometrics private by RobHayward on 2006-05-02 13:20:44 as
	Chapter 1,, Stochastic Models, Estimation, and Control, Volume 1 [My Copy] In Stochastic Models, Estimation, and Control, Volume 1 (1979) by Peter S. Maybeck posted to econometrics kalman time-series by RobHayward on 2006-04-19 15:26:08 as

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RobHayward's econometrics [34 articles] Export

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