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This evi- dence suggests that the daily financial factors, which are based on the data-rich environment of the short sample, can provide forecasting gains beyond those based solely
As both the cross- section size and the time series length tend to infinity, we not only establish an asymptotically normal distribution for the estimators of the parameters in
Census data from 2000 to estimate the effects of fertility on family income using twin birth as an instru- ment for the second child.. We find that the presence of a second
We simulate data from four DGPs, which are characterized by whether the observability restriction is binding or not, whether there is high or low persistence in the dynamics of
They derived the sampling properties of a subset of ordinates from the empirical Lorenz curve and presented a test for the null hypothesis that two independent Lorenz curves are
Wu (2011) also found that the central bank liquidity fa- cilities lowered this spread by 50 to 55 basis points.) Therefore, our empirical results suggest that the announcement of
The ex ante measures do not decline in a way which is consistent with the so-called carry-over effect, whereby knowledge of the quarterly growth rates (or equivalently, levels of
Kapetanios ( 2008 ) studied the asymptotic properties of the cross-section bootstrap when n and T are large, but ruled out the case where the incidental parameters bias appears, nor
