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Results 1-10 of 13.
Year of PublicationTitleAuthor(s)
2019Heteroskedasticity in one-way error component probit models
In: volume: 7, 2019, issue: 3, p. 1-22
Moussa, Richard Kouamé
2019A comparison of some bayesian and classical procedures for simultaneous equation models with weak instruments
In: volume: 7, 2019, issue: 3, p. 1-28
Gao, Chuanming; Lahiri, Kajal
2019Estimation of favar models for incomplete data with a Kalman Filter for factors with observable components
In: volume: 7, 2019, issue: 3, p. 1-43
Ramsauer, Franz; Min, Aleksey; Lingauer, Michael
2019Optimal multi-step-ahead prediction of ARCH/GARCH models and NoVaS transformation
In: volume: 7, 2019, issue: 3, p. 1-23
Chen, Jie; Politis, Dimitris N.
2019Forecast Bitcoin volatility with least squares model averaging
In: volume: 7, 2019, issue: 3, p. 1-20
Xie, Tian
2019Evaluating Approximate Point Forecasting of Count Processes
In: volume: 7, 2019, issue: 3, p. 1-28
Homburg, Annika; Weiß, Christian H.; Alwan, Layth C.; Frahm, Gabriel; Göb, Rainer
2019Consequences of model misspecification for maximum likelihood estimation with missing data
In: volume: 7, 2019, issue: 3, p. 1-27
Golden, Richard M.; Henley, Steven S.; White, Halbert *1950-2012*; Kashner, T. Michael
2019Misclassification in binary choice models with sample selection
In: volume: 7, 2019, issue: 3, p. 1-19
Arezzo, Maria Felice; Guagnano, Giuseppina
2019On the forecast combination puzzle
In: volume: 7, 2019, issue: 3, p. 1-26
Qian, Wei; Rolling, Craig A.; Cheng, Gang; Yang, Yuhong
2019Bivariate volatility modeling with high-frequency data
In: volume: 7, 2019, issue: 3, p. 1-15
Matei, Marius; Rovira, Xari; Agell, Núria