| Testing for state dependence in binary panel data with individual covariates by a modified quadratic exponential model
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2018 |
Bartolucci, Francesco |
| A discrete/continuous choice model on a nonconvex budget set
|
2018 |
Miyawaki, Koji |
| Modeling and forecasting realized covariance matrices with accounting for leverage
|
2018 |
Anatolyev, Stanislav |
| A general approach to conditional moment specification testing with projections
|
2018 |
Wang, Xuexin |
| Granger-causal analysis of GARCH models : a Bayesian approach
|
2018 |
Woźniak, Tomasz |
| Robust parametric tests of constant conditional correlation in a MGARCH model
|
2018 |
Shadat, Wasel |
| Extremal dependence tests for contagion
|
2018 |
Fry-McKibbin, Renée |
| Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models
|
2018 |
Gospodinov, Nikolaj |
| More efficient local polynomial regression with random-effects panel data models
|
2018 |
Yang, Ke |
| Testing for a unit root in a nonlinear quantile autoregression framework
|
2018 |
Li, Haiqi |
| Fixed T dynamic panel data estimators with multifactor errors
|
2018 |
Juodis, Artūras |
| A modified confidence set for the structural break date in linear regression models
|
2018 |
Yamamoto, Yohei |
| Testing the homogeneous marginal utility of income assumption
|
2018 |
Demuynck, Thomas |
| Finite-sample refinement of GMM approach to nonlinear models under heteroskedasticity of unknown form
|
2018 |
Lin, Eric S. |
| Trends cycles and seasons : econometric methods of signal extraction
|
2018 |
Pollock, David Stephen G. |
| A Laplace stochastic frontier model
|
2018 |
Horrace, William C. |
| Improving the finite sample performance of autoregression estimators in dynamic factor models : a bootstrap approach
|
2018 |
Shintani, Mototsugu |
| Estimation of factor-augmented panel regressions with weakly influential factors
|
2018 |
Reese, Simon |
| Bootstrap tests for time varying cointegration
|
2018 |
Martins, Luís Filipe |
| Sample path properties of an explosive double autoregressive model
|
2018 |
Liu, Feng |
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