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Results 141-150 of 322.
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2018
Financial big data solutions for state space panel regression in interest rate dynamics
Toczydlowska, Dorota
;
Peters, Gareth W.
2020
Cross-validation model averaging for generalized functional linear model
Zhang, Haili
;
Zou, Guohua
2019
Uniform inference in panel autoregression
Chao, John C.
;
Phillips, Peter C. B.
2017
Time-varying window length for correlation forecasts
Jeon, Yoontae
;
McCurdy, Thomas H.
2021
Are soybean yields getting a free ride from climate change? Evidence from Argentine time series data
Ahumada, Hildegart A.
;
Cornejo, Magdalena
2019
The replication crisis as market failure
Quiggin, John C.
2013
The geometric meaning of the notion of joint unpredictability of a bivariate VAR(1) stochastic process
Triacca, Umberto
2021
Nonfractional long-range dependence: Long memory, antipersistence, and aggregation
Vera-Valdés, J. Eduardo
2017
Business cycle estimation with high-pass and band-pass local polynomial regression
Álvarez, Luis J.
2019
Monte Carlo inference on two-sided matching models
Kim, Taehoon
;
Schwartz, Jacob
;
Song, Kyungchul
;
Whang, Yoon-jae
Author
6
Judge, George
6
McAleer, Michael
5
Triacca, Umberto
4
Doornik, Jurgen A.
4
Hall, Stephen G.
4
Johansen, Søren
4
Nielsen, Bent
4
Paolella, Marc S.
4
Tavlas, George S.
4
Vera-Valdés, J. Eduardo
.
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Volume 1, 2013
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Volume 2, 2014
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Volume 3, 2015
47
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34
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Volume 8, 2020
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Volume 9, 2021