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pro vyhledávání: '"Mazzocco, Maurizio"'
In this paper we complement joint time series and cross-section convergence results of Hahn, Kuersteiner and Mazzocco (2016) by allowing for serial correlation in the time series sample. The implications of our analysis are limiting distributions tha
Externí odkaz:
http://arxiv.org/abs/1903.04655
Akademický článek
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Publikováno v:
NBER Working Papers; Aug2024, Issue 32785-32859, p1-18, 70p
Combining cross-section and time series data is a long and well established practice in empirical economics. We develop a central limit theory that explicitly accounts for possible dependence between the two data sets. We focus on common factors as t
Externí odkaz:
http://arxiv.org/abs/1610.01697
Publikováno v:
The Review of Economic Studies, Volume 87, Issue 3, May 2020, Pages 1365-1398
Aggregate shocks affect most households' and firms' decisions. Using three stylized models we show that inference based on cross-sectional data alone generally fails to correctly account for decision making of rational agents facing aggregate uncerta
Externí odkaz:
http://arxiv.org/abs/1507.04415
Publikováno v:
International Economic Review, 2019 Nov 01. 60(4), 1823-1859.
Externí odkaz:
https://www.jstor.org/stable/45220824
Autor:
Mazzocco, Maurizio.
Thesis (Ph. D.)--University of Chicago, Dept. of Economics, August 2001.
Includes bibliographical references. Also available on the Internet.
Includes bibliographical references. Also available on the Internet.
Autor:
Mazzocco, Maurizio, Saini, Shiv
Publikováno v:
The American Economic Review, 2018 Oct 01. 108(10), 3114-3115.
Externí odkaz:
https://www.jstor.org/stable/26528348
Autor:
Mazzocco, Maurizio
Publikováno v:
The Review of Economic Studies, 2007 Jul 01. 74(3), 857-895.
Externí odkaz:
https://www.jstor.org/stable/4626163
Autor:
Mazzocco, Maurizio
Publikováno v:
The American Economic Review, 2004 Sep 01. 94(4), 1169-1182.
Externí odkaz:
https://www.jstor.org/stable/3592811