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Results 21-30 of 48.
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2019
Structural panel Bayesian VAR model to deal with model misspecification and unobserved heterogeneity problems
Pacifico, Antonio
2019
Misclassification in binary choice models with sample selection
Arezzo, Maria Felice
;
Guagnano, Giuseppina
2019
On the forecast combination puzzle
Qian, Wei
;
Rolling, Craig A.
;
Cheng, Gang
;
Yang, Yuhong
2019
Uniform inference in panel autoregression
Chao, John C.
;
Phillips, Peter C. B.
2019
The replication crisis as market failure
Quiggin, John C.
2019
Monte Carlo inference on two-sided matching models
Kim, Taehoon
;
Schwartz, Jacob
;
Song, Kyungchul
;
Whang, Yoon-jae
2019
On the validity of tests for asymmetry in residual-based threshold cointegration models
Schild, Karl-Heinz
;
Schweikert, Karsten
2019
Likelihood inference for generalized integer autoregressive time series models
Joe, Harry
2019
Causal random forests model using instrumental variable quantile regression
Chen, Jau-er
;
Hsiang, Chen-Wei
2019
Bivariate volatility modeling with high-frequency data
Matei, Marius
;
Rovira, Xari
;
Agell, Núria
Author
2
Gørgens, Tue
2
Nielsen, Bent
2
Phillips, Peter C. B.
2
Weiß, Christian H.
1
Agell, Núria
1
Alwan, Layth C.
1
Ando, Tomohiro
1
Arezzo, Maria Felice
1
Bernstein, David H.
1
Chao, John C.
.
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Journal - volume
48
Volume 7, 2019