| Testing generalized regression monotonicity
|
2019 |
Hsu, Yu-Chin |
| The et interview : Professor Max King
|
2019 |
King, Maxwell L. |
| QML inference for volatility models with covariates
|
2019 |
Francq, Christian |
| A simple iterative Z-estimator for semiparametric models
|
2019 |
Frazier, David T. |
| Bootstrap-assisted unit root testing with piecewise locally stationary errors
|
2019 |
Rho, Yeonwoo |
| Characterizations of multinormality and corresponding tests of fit, including for GARCH models
|
2019 |
Henze, Norbert |
| Computing limiting local powers and power envelopes of panel MA unit root tests and stationarity tests
|
2019 |
Tanaka, Katsuto |
| Properties of doubly robust estimators when nuisance functions are estimated nonparametrically
|
2019 |
Rothe, Christoph |
| Inference after model averaging in linear regression models
|
2019 |
Zhang, Xinyu |
| The ET interview : Professor Hashem Pesaran
|
2019 |
Pesaran, M. Hashem |
| Estimation of a semiparametric transformation model in the presence of endogeneity
|
2019 |
Vanhems, Anne |
| The et interview : Professor Charles Manski
|
2019 |
Manski, Charles F. |
| A test for weak stationarity in the spectral domain
|
2019 |
Hidalgo, Javier |
| Boundedness of m-estimators for linear regression in time series
|
2019 |
Johansen, Søren |
| Inference for option panels in pure-jump settings
|
2019 |
Andersen, Torben |
| Statistical inference for measurement equation selection in the log-RealGARCH model
|
2019 |
Li, Yu-Ning |
| Semiparametric independence testing for time series of counts and the role of the support
|
2019 |
Harris, David |
| Detecting financial data dependence structure by averaging mixture copulas
|
2019 |
Liu, Guannan |
| Dynamic asset correlations based on vines
|
2019 |
Poignard, Benjamin |
| The factor-Lasso and K-step bootstrap approach for inference in high-dimensional economic applications
|
2019 |
Hansen, Christian Bailey |
Tag hinzufügen