How They Differ and Practical Uses in Finance and Investing Henry Hoenig has three decades of journalism experience as a news and economics editor in the U.S. and Asia, handling coverage of global ...

Review of Financial Studies, January, 2009, Volume 22, pp 435-480. In corporate finance and asset pricing empirical work, researchers are often confronted with panel data. In these data sets, the ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

A 'pseudo-Bayesian' interpretation of standard errors yields a natural induced smoothing of statistical estimating functions. When applied to rank estimation, the ...

We investigate several nonparametric methods; the bootstrap, the jackknife, the delta method, and other related techniques. The first and simplest goal is the assignment of nonparametric standard ...