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Results 1-10 of 39.
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Item hits:
Year of Publication
Title
Author(s)
2015
A joint chow test for structural instability
Nielsen, Bent
;
Whitby, Andrew
2015
Counterfactual distributions in bivariate models: A conditional quantile approach
Alejo, Javier
;
Badaracco, Nicolás
2015
Non-parametric estimation of intraday spot volatility: Disentangling Instantaneous Trend and Seasonality
Vatter, Thibault
;
Wu, Hau-Tieng
;
Chavez-Demoulin, Valérie
;
Yu, Bin
2015
Forecast combination under heavy-tailed errors
Cheng, Gang
;
Wang, Sicong
;
Yang, Yuhong
2015
Efficient estimation in heteroscedastic varying coefficient models
Wei, Chuanhua
;
Wan, Lijie
2015
On bootstrap inference for quantile regression panel data: A Monte Carlo study
Galvão Júnior, Antônio Fialho
;
Montes-Rojas, Gabriel
2015
A note on the asymptotic normality of the kernel deconvolution density estimator with logarithmic chi-square noise
Zu, Yang
2015
Forecasting interest rates using geostatistical techniques
Arbia, Giuseppe
;
Di Marcantonio, Michele
2015
A jackknife correction to a test for cointegration rank
Chambers, Marcus J.
2015
Entropy maximization as a basis for information recovery in dynamic economic behavioral systems
Judge, George
Author
3
Judge, George
1
Ahrens, Achim
1
Alejo, Javier
1
Anatolyev, Stanislav A.
1
Arbia, Giuseppa
1
Arbia, Giuseppe
1
Badaracco, Nicolás
1
Bhattacharjee, Arnab
1
Buck, Andrew J.
1
Burden, Sandy
.
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Journal - volume
39
Volume 3, 2015