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Ergebnisse 1-10 von 39.
ErscheinungsjahrTitelAutor:innen
2015A joint chow test for structural instability
In: Band: 3, 2015, Heft: 1, S. 156-186
Nielsen, Bent; Whitby, Andrew
2015Counterfactual distributions in bivariate models: A conditional quantile approach
In: Band: 3, 2015, Heft: 4, S. 719-732
Alejo, Javier; Badaracco, Nicolás
2015Non-parametric estimation of intraday spot volatility: Disentangling Instantaneous Trend and Seasonality
In: Band: 3, 2015, Heft: 4, S. 864-887
Vatter, Thibault; Wu, Hau-Tieng; Chavez-Demoulin, Valérie; Yu, Bin
2015Forecast combination under heavy-tailed errors
In: Band: 3, 2015, Heft: 4, S. 797-824
Cheng, Gang; Wang, Sicong; Yang, Yuhong
2015Efficient estimation in heteroscedastic varying coefficient models
In: Band: 3, 2015, Heft: 3, S. 525-531
Wei, Chuanhua; Wan, Lijie
2015On bootstrap inference for quantile regression panel data: A Monte Carlo study
In: Band: 3, 2015, Heft: 3, S. 654-666
Galvão Júnior, Antônio Fialho; Montes-Rojas, Gabriel
2015A note on the asymptotic normality of the kernel deconvolution density estimator with logarithmic chi-square noise
In: Band: 3, 2015, Heft: 3, S. 561-576
Zu, Yang
2015Forecasting interest rates using geostatistical techniques
In: Band: 3, 2015, Heft: 4, S. 733-760
Arbia, Giuseppe; Di Marcantonio, Michele
2015A jackknife correction to a test for cointegration rank
In: Band: 3, 2015, Heft: 2, S. 355-375
Chambers, Marcus J.
2015Entropy maximization as a basis for information recovery in dynamic economic behavioral systems
In: Band: 3, 2015, Heft: 1, S. 91-100
Judge, George