| How to identify and forecast bull and bear markets?
|
2017 |
Kole, Erik |
| Forecasting tail risks
|
2017 |
De Nicolò, Gianni |
| State prices of conditional quantiles : new evidence on time variation in the pricing kernel
|
2017 |
Metaxoglou, Konstantinos |
| Density forecasts with MIDAS models
|
2017 |
Aastveit, Knut Are |
| MM algorithm for general mixed multinomial logit models
|
2017 |
James, Jonathan |
| Identifying relevant and irrelevant variables in sparse factor models
|
2017 |
Kaufmann, Sylvia |
| Nonparametric methods and local‐time‐based estimation for dynamic power law distributions
|
2017 |
Fernholz, Ricardo T. |
| Loss functions for predicted click‐through rates in auctions for online advertising
|
2017 |
Hummel, Patrick |
| Human capital spillovers and regional development
|
2017 |
Sanso-Navarro, Marcos |
| Estimating the economic costs of organized crime by synthetic control methods
|
2017 |
Becker, Martin |
| Wild bootstrap inference for wildly different cluster sizes
|
2017 |
MacKinnon, James G. |
| Estimation and solution of models with expectations and structural changes
|
2017 |
Kulish, Mariano |
| Inside the crystal ball : new approaches to predicting the gasoline price at the pump
|
2017 |
Baumeister, Christiane |
| Spotting the danger zone : forecasting financial crises with classification tree ensembles and many predictors
|
2017 |
Ward, Felix |
| In search of the transmission mechanism of fiscal policy in the Euro Area
|
2017 |
Fève, Patrick |
| Replication of unconditional quantile regressions by Firpo, Fortin and Lemieux (2009)
|
2017 |
Baltagi, Badi H. |
| Granger causality and regime inference in Markov switching VAR models with Bayesian methods
|
2017 |
Droumaguet, Matthieu |
| Sharp IV bounds on average treatment effects on the treated and other populations under endogeneity and noncompliance
|
2017 |
Huber, Martin |
| The early millennium slowdown : replicating the Peersman (2005) results
|
2017 |
Grant, Angelia L. |
| Have standard VARS remained stable since the crisis?
|
2017 |
Aastveit, Knut Are |
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