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A threshold error-correction model for intraday futures and index returns (re...
Index-futures arbitragers only enter into the market if the deviation from the arbitrage relation is sufficiently large to compensate for transaction costs and associated... -
Does more calculus improve student learning in intermediate micro- and macroe...
Using a selection bias correction model with ordered probit, we estimate how a second semester of calculus affects students' grades in intermediate economic theory. Selection... -
The dynamics of changes in the female wage distribution in the USA: a quantil...
This paper examines the female wage structure focusing on changes at different points in the wage distribution. Newly developed quantile regression methods are used in analysing...
