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Showing results 61 to 80 of 1021
| Asymptotic Distributions for Some Quasi-Efficient Estimators in Echelon VARMA Models | | Dufour, Jean-Marie; Jouini, Tarek | | Issue Date : 2011-02 |
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| Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models | | Garcia, René | | Issue Date : 1995-02 |
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| Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes | | Detemple, Jérôme B.; Garcia, René; Rindisbacher, Marcel | | Issue Date : 2003-04 |
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| Auction versus Dealership Markets | | Bennouri, Moez | | Issue Date : 2003-12 |
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| Auditing Policies and Information Systems in Principal-Agent Analysis | | Fagart, Marie-Cécile; Sinclair-Desgagné, Bernard | | Issue Date : 2002-02 |
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| Autoregression-Based Estimators for ARFIMA Models | | Galbraith, John; Zinde-Walsh, Victoria | | Issue Date : 2001-02 |
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| Availability and Accuracy of Accounting and Financial Data in Emerging Markets: The Case of Malaysia | | Morrill, Cameron; Morrill, Janet; Suret, Jean-Marc | | Issue Date : 1997-04 |
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| Availability of Family-Friendly Work Practices and Implicit Wage Costs: New Evidence from Canada | | Fakih, Ali | | Issue Date : 2014-06 |
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| Backtesting Value-at-Risk: A Duration-Based Approach | | Christoffersen, Peter; Pelletier, Denis | | Issue Date : 2003-02 |
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| Bank Leverage Regulation and Macroeconomic Dynamics | | Christensen, Ian; Meh, Césaire; Moran, Kevi | | Issue Date : 2011-12 |
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| Bank Leverage Shocks and the Macroeconomy: a New Look in a Data-Rich Environment | | Mésonnier, Jean-Stéphane; Stevanovic, Dalibor | | Issue Date : 2012-09 |
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| Bankruptcy Cost, Financial Structure and Technological Flexibility Choices | | Boyer, Marcel; Jacques, Armel; Moreaux, Michel | | Issue Date : 2001-04 |
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| Banks as Insurance Referral Agents? The Convergence of Financial Services: Evidence from the Title Insurance Industry | | Boyer, M. Martin; Nyce, Charles M. | | Issue Date : 2002-09 |
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| Bargaining with Linked Disagreement Points | | Leroux, Justin; Marrouch, Walid | | Issue Date : 2011-02 |
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| Bayesian Inference for Periodic Regime-Switching Models | | Ghysels, Eric; McCulloch, Robert E.; Tsay, Ruey S. | | Issue Date : 1994-01 |
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| Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models | | Rombouts, Jeroen; Stentoft, Lars Peter | | Issue Date : 2009-05 |
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| The Behavior of the Maximum Likelihood Estimator of Dynamic Panel Data Sample Selection Models | | Raymond, Wladimir; Mohnen, Pierre; Palm, Franz; van der Loeff, Sybrand Schim | | Issue Date : 2007-03 |
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| Better Observability Promotes the Adoption of More Flexible Technologies | | Boyer, Marcel; Jacques, Armel; Moreaux, Michel | | Issue Date : 1998-11 |
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| Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel | | Moon, Hyungsik Roger; Perron, Benoit | | Issue Date : 2011-02 |
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| The Bootstrap of the Mean for Dependent Heterogeneous Arrays | | Gonçalves, Sílvia; White, Halbert | | Issue Date : 2001-03 |
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Showing results 61 to 80 of 1021
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