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accessRights:"restricted"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Candelon, Bertrand"
~person:"Rossi, Barbara"
~subject:"Heuristik"
~subject:"Schätzung"
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Candelon, Bertrand
Rossi, Barbara
Carrasco, Marine
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Chan, Joshua
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Horváth, Lajos
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of international money and finance
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A nonparametric test for granger causality in distribution with application to financial contagion
Candelon, Bertrand
;
Tokpavi, Sessi
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 240-253
Persistent link: https://www.econbiz.de/10011691324
Saved in:
2
In-sample inference and forecasting in misspecified factor models
Carrasco, Marine
;
Rossi, Barbara
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
3
,
pp. 313-338
Persistent link: https://www.econbiz.de/10011691438
Saved in:
3
Rejoinder: In-sample inference and forecasting in misspecified factor models
Carrasco, Marine
;
Rossi, Barbara
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
3
,
pp. 353-356
Persistent link: https://www.econbiz.de/10011691450
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