| Comment [on "HAR inference: recommendations for practice"]
|
2020 |
Sun, Yixiao |
| Comment on "HAR inference: recommendations for practice" by E. Lazarus, D.J. Lewis, J.H. Stock and M.W. Watson
|
2018 |
Müller, Ulrich K. |
| HAR inference : recommendations for practice : rejoinder
|
2018 |
Lazarus, Eben |
| Nonparametric additive instrumental variable estimator : a group shrinkage estimation perspective
|
2018 |
Fan, Qingliang |
| A unified approach to estimating and testing income distributions with grouped data
|
2018 |
Chen, Yi-ting |
| Stockouts and restocking : monitoring the retailer from the supplier's perspective
|
2018 |
Stüttgen, Peter |
| Practical Kolmogorov-Smirnov testing by minimum distance applied to measure top income shares in Korea
|
2018 |
Cho, Jin Seo |
| Moment component analysis : an illustration with international stock markets
|
2018 |
Jondeau, Eric |
| Testing conditional mean independence under symmetry
|
2018 |
Chen, Tao |
| Optimal forecasts from Markov switching models
|
2018 |
Boot, Tom |
| Poisson-driven stationary Markov models
|
2018 |
Anzarut, Michelle |
| The estimation and testing of the cointegration order based on the frequency domain
|
2018 |
Souza, Igor Viveiros Melo |
| The changing transmission of uncertainty shocks in the U.S.
|
2018 |
Mumtaz, Haroon |
| Max-linear competing factor models
|
2018 |
Cui, Qiurong |
| Stochastic volatility models based on OU-Gamma time change : theory and estimation
|
2018 |
James, Lancelot F. |
| Nonparametric estimation and forecasting for time-varying coefficient realized volatility models
|
2018 |
Chen, Xiangjin B. |
| Bayesian factor model shrinkage for linear IV regression with many instruments
|
2018 |
Hahn, P. Richard |
| Goodness-of-fit testing for the Newcomb-Benford law with application to the detection of customs fraud
|
2018 |
Barabesi, Lucio |
| Discussion of "Simple estimators for invertible index models" by H. Ahn, H. Ichimura, J. Powell, and P. Ruud
|
2018 |
Khan, Shakeeb |
| Comment on "Simple estimators for invertible index models"
|
2018 |
Porter, Jack |
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