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Matching problem in a multi-variate setting
(El Autor, 2019)
In this work we propose a model to study the matching problem in a setting where agent characteristics are multi-dimensional. We draw a parallel between matching problems and the adverse selection literature in order to ...
Spurious multivariate regressions under stationary fractionally integrated processes
(El Autor, 2017)
Spurious regression under stationary processes exhibiting long memory was studied by Tsay and Chung (2000) [JoE 96, pp. 155-182] for a univariate model. We extend their findings for the multivariate linear regression and ...