Alan Bester

University of Chicago Graduate School of Business

Assistant Professor

5807 S. Woodlawn Avenue

Chicago, IL 60637

United States

SCHOLARLY PAPERS

8

DOWNLOADS

848

CITATIONS

12

Scholarly Papers (8)

1.

Cash Mergers and the Volatility Smile

AFA 2010 Atlanta Meetings Paper, HEC Paris Research Paper No. FIN-2017-1213
Number of pages: 58 Posted: 20 Mar 2009 Last Revised: 13 Apr 2019
University of Chicago Graduate School of Business, Baruch College, City University of New York, Department of Economics and Finance and HEC Paris - Finance Department
Downloads 495 (55,701)
Citation 5

Abstract:

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Mergers and Acquisitions, Black--Scholes Formula, Success Probability, Fallback Price, Markov Chain Monte Carlo

2.

Bias Reduction for Bayesian and Frequentist Estimators

Number of pages: 45 Posted: 06 Nov 2006
Alan Bester and Christian Hansen
University of Chicago Graduate School of Business and University of Chicago - Booth School of Business - Econometrics and Statistics
Downloads 138 (207,903)
Citation 2

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Bias, Objective Bayes, Penalized likelihood

3.

A Penalty Function Approach to Bias Reduction in Non-Linear Panel Models with Fixed Effects

Number of pages: 27 Posted: 29 Jul 2005
Alan Bester and Christian Hansen
University of Chicago Graduate School of Business and University of Chicago - Booth School of Business - Econometrics and Statistics
Downloads 124 (226,107)
Citation 4

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Incidental Parameters, Fixed Effects, Panel Data, Bias

4.

Identification of Marginal Effects in a Nonparametric Correlated Random Effects Model

Number of pages: 38 Posted: 12 Sep 2007
Alan Bester and Christian Hansen
University of Chicago Graduate School of Business and University of Chicago - Booth School of Business - Econometrics and Statistics
Downloads 71 (324,875)
Citation 1

Abstract:

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index, sufficient statistic, insider trading

5.

The Political Economy of Budget Deficits

Economics & Politics, Vol. 19, No. 3, pp. 369-420, November 2007
Number of pages: 52 Posted: 22 Oct 2007
Duke University - Department of Economics, Washington University in St. Louis, Duke University and University of Chicago Graduate School of Business
Downloads 20 (518,957)
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Abstract:

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6.

Grouped Effects Estimators in Fixed Effects Models

Posted: 05 Dec 2010
Alan Bester and Christian Hansen
University of Chicago Graduate School of Business and University of Chicago - Booth School of Business - Econometrics and Statistics

Abstract:

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Fixed Effects, Panel Data, Hierarchical Models

7.

Inference with Dependent Data Using Cluster Covariance Estimators

Posted: 14 Nov 2010
University of Chicago Graduate School of Business, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business - Econometrics and Statistics

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HAC, panel, robust, spatial

8.

Multicointegration and Sustainability of Fiscal Practices

Economic Inquiry, Vol. 43, Issue 2, pp. 454-466, 2005
Posted: 29 Feb 2008
Duke University - Department of Economics, University of Chicago Graduate School of Business, Washington University in St. Louis and Duke University

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