| Comment [on "HAR inference: recommendations for practice"]
|
2020 |
Sun, Yixiao |
| Asymptotic inference for performance fees and the predictability of asset returns
|
2018 |
McCracken, Michael W. |
| Unit root inference in generally trending and cross-correlated fixed-T panels
|
2018 |
Robertson, Donald |
| Eliciting subjective survival curves : lessons from partial identification
|
2018 |
Bissonnette, Luc |
| New HEAVY models for fat-tailed realized covariances and returns
|
2018 |
Opschoor, Anne |
| Small-sample methods for cluster-robust variance estimation and hypothesis testing in fixed effects models
|
2018 |
Pustejovsky, James E. |
| Can business owners form accurate counterfactuals? : eliciting treatment and control beliefs about their outcomes in the alternative treatment status
|
2018 |
McKenzie, David J. |
| On the use of GLS demeaning in panel unit root testing
|
2018 |
Westerlund, Joakim |
| Simple estimators for invertible index models
|
2018 |
Ahn, Hyungtaik |
| Adaptive elastic net GMM estimation with many invalid moment conditions : simultaneous model and moment selection
|
2018 |
Caner, Mehmet |
| A Bayesian Markov-switching correlation model for contagion analysis on exchange rate markets
|
2018 |
Casarin, Roberto |
| Semiparametric spatial autoregressive models with endogenous regressors : with an application to crime data
|
2018 |
Hoshino, Tadao |
| Integrated-quantile-based estimation for first-price auction models
|
2018 |
Luo, Yao |
| Covariance matrix estimation via network structure
|
2018 |
Lan, Wei |
| 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 |
Tag hinzufügen