Comparing stochastic volatility specifications for large Bayesian VARs
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2023 |
Chan, Joshua |
Joint inference based on Stein-type averaging estimators in the linear regression model
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2023 |
Boot, Tom |
Binary response models for heterogeneous panel data with interactive fixed effects
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2023 |
Gao, Jiti |
Debiased machine learning of set-identified linear models
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2023 |
Semenova, Vira |
Jackknife estimation of a cluster-sample IV regression model with many weak instruments
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2023 |
Chao, John C. |
Spatial autoregressions with an extended parameter space and similarity-based weights
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2023 |
Rossi, Francesca |
Refining set-identification in VARs through independence
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2023 |
Drautzburg, Thorsten |
The spread of COVID-19 in London : network effects and optimal lockdowns
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2023 |
Julliard, Christian |
Semi-nonparametric estimation of random coefficients logit model for aggregate demand
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2023 |
Lu, Zhentong |
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
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2023 |
Nicolau, João |
Penetrating sporadic return predictability
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2023 |
Tu, Yundong |
Linear panel regressions with two-way unobserved heterogeneity
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2023 |
Freeman, Hugo |
Identification of mixtures of dynamic discrete choices
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2023 |
Higgins, Ayden |
What is a standard error?
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2023 |
Gelman, Andrew |
What is a standard error? : (and how should we compute it?)
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2023 |
Wooldridge, Jeffrey M. |
Dynamic conditional eigenvalue GARCH
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2023 |
Hetland, Simon Thinggaard |
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
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2023 |
Gorgi, Paolo |
A dynamic conditional score model for the log correlation matrix
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2023 |
Hafner, Christian M. |
Semiparametric modeling of multiple quantiles
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2023 |
Catania, Leopoldo |
Predictive modeling of financial data : editorial
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2023 |
Andersen, Torben |