output
20122026
most citedFunding advantage and market discipline in the Canadian banking sector

43 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing econ.EMShow all

3 papers · 1 filter

econ.EM2026★ 1 cited

Estimating Social Effects with Randomized and Observational Network Data

TszKin Julian Chan, Juan Estrada, Kim Huynh +3

This paper introduces an innovative approach to identifying and estimating the parameters of interest in the widely recognized linear-in-means regression model under conditions whe…

econ.EM2024

Cross-sectional Dependence in Idiosyncratic Volatility

Ilze Kalnina, Kokouvi Tewou

This paper introduces an econometric framework for analyzing cross-sectional dependence in the idiosyncratic volatilities of assets using high frequency data. We first consider the…

econ.EM2024

Partial Identification of Structural Vector Autoregressions with Non-Centred Stochastic Volatility

Helmut Lütkepohl, Fei Shang, Luis Uzeda +1

We consider structural vector autoregressions that are identified through stochastic volatility under Bayesian estimation. Three contributions emerge from our exercise. First, we s…