| Comment [on "HAR inference: recommendations for practice"]
|
2020 |
Sun, Yixiao |
| A comment on "Simple estimators for invertible index models"
|
2018 |
Aradillas-Lopez, Andres |
| Discussion of Lazarus, Lewis, Stock, and Watson, "HAR inference: recommendations for practice"
|
2018 |
West, Kenneth D. |
| Comment on "HAR inference: recommendations for practice"
|
2018 |
Vogelsang, Timothy J. |
| Time-varying systemic risk : evidence from a dynamic copula model of CDS spreads
|
2018 |
Oh, Dong Hwan |
| Restrictions on risk prices in dynamic term structure models
|
2018 |
Bauer, Michael D. |
| Single-index-based CoVaR with very high-dimensional covariates
|
2018 |
Fan, Yan |
| Bayesian inference for assessing effects of email marketing campaigns
|
2018 |
Wu, Jiexing |
| Confidence bands for ROC curves with serially dependent data
|
2018 |
Lahiri, Kajal |
| A Bayesian approach to modeling time-varying cointegration and cointegrating rank
|
2018 |
Chua, Chew Lian |
| Measuring nonlinear Granger causality in mean
|
2018 |
Song, Xiaojun |
| Semiparametric estimates of monetary policy effects : string theory revisited
|
2018 |
Angrist, Joshua D. |
| The variance risk premium : components, term structures, and stock return predictability
|
2018 |
Li, Junye |
| Insurance premium prediction via gradient tree-boosted tweedie compound poisson models
|
2018 |
Yang, Yi |
| HAR inference : recommendations for practice
|
2018 |
Lazarus, Eben |
| Volatility-related exchange traded assets : an econometric investigation
|
2018 |
Mencía, Javier |
| Comment on "Simple estimators for invertible index models"
|
2018 |
Porter, Jack |
| Rejoinder for "Simple estimators for invertible index models"
|
2018 |
Ahn, Hyungtaik |
| A consistent variance estimator for 2SLS when instruments identify different LATEs
|
2018 |
Lee, Seojeong |
| On estimation of hurst parameter under noisy observations
|
2018 |
Liu, Guangying |
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