C. Alan Bester
C. Alan Bester
Associate Professor of Economics, University of Western Ontario
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Inference with dependent data using cluster covariance estimators
CA Bester, TG Conley, CB Hansen
Journal of Econometrics 165 (2), 137-151, 2011
2172011
A penalty function approach to bias reduction in nonlinear panel models with fixed effects
CA Bester, C Hansen
Journal of Business & Economic Statistics 27 (2), 131-148, 2009
772009
Grouped effects estimators in fixed effects models
CA Bester, CB Hansen
Journal of Econometrics 190 (1), 197-208, 2016
702016
Identification of marginal effects in a nonparametric correlated random effects model
CA Bester, C Hansen
Journal of Business & Economic Statistics 27 (2), 235-250, 2009
532009
Multicointegration and sustainability of fiscal practices
L Leachman, A Bester, G Rosas, P Lange
Economic Inquiry 43 (2), 454-466, 2005
522005
Fixed-b asymptotics for spatially dependent robust nonparametric covariance matrix estimators
CA Bester, TG Conley, CB Hansen, TJ Vogelsang
University of Chicago working paper, URL http://faculty. chicagobooth. edu …, 2009
44*2009
The political economy of budget deficits
LL Leachman, G Rosas, P Lange, A Bester
Economics & Politics 19 (3), 369-420, 2007
392007
Random field and affine models for interest rates: An empirical comparison
CA Bester
Working paper, 2004
222004
Bias reduction for Bayesian and frequentist estimators
A Bester, C Hansen
Available at SSRN 942803, 2005
172005
Cash mergers and the volatility smile
A Bester, VH Martinez, I Rosu
AFA 2010 Atlanta Meetings Paper, 2019
112019
Flexible correlated random effects estimation in panel models with unobserved heterogeneity
A Bester, C Hansen
Unpublished manuscript, Grad. Sch. Bus., Univ. Chicago, 2007
112007
Seasonal patterns in futures market volatility: a P-GARCH approach
CA Bester, NC Durham
Duke Journal of Economics 11, 65-102, 1999
111999
A penalty function approach to bias reduction in non-linear panel models with fixed effects
A Bester, C Hansen
Available at SSRN 762504, 2005
72005
Option Pricing on Cash Mergers
VH Martinez, I Rosu, CA Bester
University of Chicago, 2009
52009
Option prices and the probability of success of cash mergers
CA Bester, VH Martinez, I Rosu
Working paper, 2011
42011
Frequentist bias reduction via Bayesian priors
A Bester, C Hansen
unpublished manuscript, 2007
32007
The Success Probability and Synergies of a Tender Offer via Stock and Option Prices
A Bester, V Martinez, I Rosu
working paper, 2007
22007
Mcmc methods for random field and latent factor models in finance
CA Bester
Duke University, 2004
22004
Cash Mergers and the Volatility Smile
I Rosu, VH Martinez, A Bester
HEC Research Papers Series, 2018
2018
Option Pricing on Cash Mergers
I Rosu, V Martinez, A Bester
HAL Working Papers, 2009
2009
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