Discussion paper DP17941 A two sample size estimator for large data sets Martin O'Connell Howard Smith Oyvind Thomassen 27 Feb 2023 Industrial Organization Public Economics C20 C51 C55
Discussion paper DP16958 Asset Pricing with and without Garbage: The Overlooked Triple-Hypothesis Problem George Korniotis Stefanos Delikouras 9 May 2022 Financial Economics D51 D91 E21 G12
Discussion paper DP16404 Consistent Evidence on Duration Dependence of Price Changes Fernando Alvarez Katarína Borovičková Robert Shimer 28 Jul 2021 Monetary Economics and Fluctuations E31 E50 C14
Discussion paper DP14298 The Informativeness of Estimation Moments Aureo de Paula 10 Jan 2020 Industrial Organization Public Economics C01 C13 C35 J32
Discussion paper DP13724 Blockchain Characteristics and the Cross-Section of Cryptocurrency Returns Siddharth Bhambhwani Stefanos Delikouras George Korniotis 9 May 2019 Financial Economics E4 G12 G15
Discussion paper DP10449 Regression Based Estimation of Dynamic Asset Pricing Models Tobias Adrian Richard K. Crump 1 Mar 2015 Financial Economics C58 G10 G12
Discussion paper DP8599 The Democratic Transition Romain Wacziarg Fabrice Murtin 1 Oct 2011 International Trade and Regional Economics I25 N30 N40 O43
Discussion paper DP7726 Factor-GMM Estimation with Large Sets of Possibly Weak Instruments Massimiliano Marcellino George Kapetanios 7 Mar 2010 International Macroeconomics C32 C51 E52
Discussion paper DP5357 Gun Prevalence, Homicide Rates and Causality: A GMM Approach to Endogeneity Bias Mark Schaffer Gary Kleck Tomislav Kovandzic 22 Dec 2005 Public Economics C51 C52 K42
Discussion paper DP4903 Foreign Direct Investment, Competitive Pressure and Spillovers. An Empirical Analysis of Spanish Firm Level Data Georges Siotis Alessandro Sembenelli 23 Feb 2005 Industrial Organization International Trade and Regional Economics F23 L40 L60
Discussion paper DP4422 Spanning Tests in Return and Stochastic Discount Factor Mean Variance Frontiers: A Unifying Approach Enrique Sentana Francisco Peñaranda 23 Jun 2004 Financial Economics C12 C13 G11 G12
Discussion paper DP4184 Labour and the Market Value of the Firm Eran Yashiv Monika Merz 23 Jan 2004 Labour Economics E22 E23 E24 G12
