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Results 21-30 of 317.
Item hits:
| Date | Title |
Authors |
| 2010 | On the importance of the arrival of new information | Chumacero, Rómulo A. |
| 2011 | Modeling stock market indexes with copula functions | Leśkow, Jacek / Mokrzycka, Justyna / Krawiec, Kamil |
| 2012 | Why we should use high values for the smoothing parameter of the Hodrick-Prescott filter | Flaig, Gebhard |
| 2004 | Evaluating exponential GARCH models | Malmsten, Hans |
| 2007 | Multivariate GARCH models | Silvennoinen, Annastiina / Teräsvirta, Timo |
| 2003 | Testing the unit root hypothesis against the logistic smooth transition autoregressive model | Eklund, Bruno |
| 1998 | Nonparametric significance testing | Lavergne, Pascal / Vuong, Quang |
| 1998 | An equality test across nonparametric regressions | Lavergne, Pascal |
| 2012 | Testing for nonparametric identification of causal effects in the presence of a quasi-instrument | DeLuna, Xavier / Johansson, Per |
| 2012 | Consistent estimation of pseudo panels in the presence of selection bias | Mora Rodriguez, Jhon James / Muro, Juan |
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