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Results 1-10 of 47.
Year of PublicationTitleAuthor(s)
2016Generalized information matrix tests for detecting model misspecification
In: volume: 4, 2016, issue: 4, p. 1-24
Golden, Richard M.; Henley, Steven S.; White, Halbert; Kashner, T. Michael
2016Subset-continuous-updating GMM estimators for dynamic panel data models
In: volume: 4, 2016, issue: 4, p. 1-13
Ashley, Richard A.; Sun, Xiaojin
2016Estimation of dynamic panel data models with stochastic volatility using particle filters
In: volume: 4, 2016, issue: 4, p. 1-13
Xu, Wen
2016Higher order bias correcting moment equation for M-estimation and its higher order efficiency
In: volume: 4, 2016, issue: 4, p. 1-19
Kim, Kyoo il
2016Testing for the equality of integration orders of multiple series
In: volume: 4, 2016, issue: 4, p. 1-10
Wang, Man; Chan, Ngai Hang
2016Pair-copula constructions for financial applications: A review
In: volume: 4, 2016, issue: 4, p. 1-15
Aas, Kjersti
2016Forecasting value-at-risk under different distributional assumptions
In: volume: 4, 2016, issue: 1, p. 1-27
Braione, Manuela; Scholtes, Nicolas K.
2016How credible are shrinking wage elasticities of married women labour supply?
In: volume: 4, 2016, issue: 1, p. 1-31
Qin, Duo; van Huellen, Sophie; Wang, Qing-Chao
2016Interpretation and semiparametric efficiency in quantile regression under misspecification
In: volume: 4, 2016, issue: 1, p. 1-14
Lee, Ying-Ying
2016A conditional approach to panel data models with common shocks
In: volume: 4, 2016, issue: 1, p. 1-12
Forchini, Giovanni; Peng, Bin