| Comment [on "HAR inference: recommendations for practice"]
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2020 |
Sun, Yixiao |
| A comment on "Simple estimators for invertible index models"
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2018 |
Aradillas-Lopez, Andres |
| Discussion of Lazarus, Lewis, Stock, and Watson, "HAR inference: recommendations for practice"
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2018 |
West, Kenneth D. |
| Comment on "HAR inference: recommendations for practice"
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2018 |
Vogelsang, Timothy J. |
| Time-varying systemic risk : evidence from a dynamic copula model of CDS spreads
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2018 |
Oh, Dong Hwan |
| Restrictions on risk prices in dynamic term structure models
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2018 |
Bauer, Michael D. |
| Single-index-based CoVaR with very high-dimensional covariates
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2018 |
Fan, Yan |
| Bayesian inference for assessing effects of email marketing campaigns
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2018 |
Wu, Jiexing |
| Confidence bands for ROC curves with serially dependent data
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2018 |
Lahiri, Kajal |
| A Bayesian approach to modeling time-varying cointegration and cointegrating rank
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2018 |
Chua, Chew Lian |
| Measuring nonlinear Granger causality in mean
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2018 |
Song, Xiaojun |
| Semiparametric estimates of monetary policy effects : string theory revisited
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2018 |
Angrist, Joshua D. |
| The variance risk premium : components, term structures, and stock return predictability
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2018 |
Li, Junye |
| Insurance premium prediction via gradient tree-boosted tweedie compound poisson models
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2018 |
Yang, Yi |
| HAR inference : recommendations for practice
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2018 |
Lazarus, Eben |
| Volatility-related exchange traded assets : an econometric investigation
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2018 |
Mencía, Javier |
| Asymptotic inference for performance fees and the predictability of asset returns
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2018 |
McCracken, Michael W. |
| Unit root inference in generally trending and cross-correlated fixed-T panels
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2018 |
Robertson, Donald |
| Eliciting subjective survival curves : lessons from partial identification
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2018 |
Bissonnette, Luc |
| New HEAVY models for fat-tailed realized covariances and returns
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2018 |
Opschoor, Anne |
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