Nebeling, Thomas: Three Essays in Econometrics. - Bonn, 2016. - Dissertation, Rheinische Friedrich-Wilhelms-Universität Bonn.
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author = {{Thomas Nebeling}},
title = {Three Essays in Econometrics},
school = {Rheinische Friedrich-Wilhelms-Universität Bonn},
year = 2016,
month = apr,

note = {This thesis consists of three self-contained chapters in applied and theoretical econometrics. The first chapter presents a Lagrange Multiplier test for detecting shock triggered asymmetries in time series and investigates its properties. Chapter 2 links variance bounds tests to forecast evaluation tests. Exploiting the cointegration relation between prices and dividends, we find rejections of the null hypothesis of market efficiency. The last chapter analyses the effect of social networks on wealth and wealth components on the basis of a novel dataset. Distributional effects are investigated in an instrumental variable quantile regression framework.},
url = {}

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