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subject:"Volatility"
type_genre:"Article in journal"
~accessRights:"restricted"
~isPartOf:"Applied economics letters"
~isPartOf:"The econometrics journal"
~person:"Agiakloglou, Christos N."
~person:"Horowitz, Joel"
~person:"Wu, Ximing"
~subject:"Sampling"
~subject:"Statistical distribution"
~subject:"Statistical test"
~subject:"Statistischer Test"
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Volatility
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Estimation theory
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Agiakloglou, Christos N.
Horowitz, Joel
Wu, Ximing
Adams, Christopher P.
1
Agiropoulos, Charalampos
1
Alejo, Javier
1
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1
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1
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1
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Applied economics letters
The econometrics journal
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Testing exogeneity in nonparametric instrumental variables models identified by conditional quantile restrictions
Fu, Jia-Young Michael
;
Horowitz, Joel
;
Parey, Matthias
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 23-40
Persistent link: https://www.econbiz.de/10012504444
Saved in:
2
A guided nonparametric goodness-of-fit test with application to income distributions
Wen, Kuangyu
;
Wu, Ximing
- In:
The econometrics journal
22
(
2019
)
3
,
pp. 207-222
Persistent link: https://www.econbiz.de/10012166735
Saved in:
3
A sequential test for the specification of predictive densities
Lin, Juan
;
Wu, Ximing
- In:
The econometrics journal
20
(
2017
)
2
,
pp. 190-220
Persistent link: https://www.econbiz.de/10011757383
Saved in:
4
The balance between size and power in testing for linear association for two stationary AR(1) processes
Agiakloglou, Christos N.
;
Agiropoulos, Charalampos
- In:
Applied economics letters
23
(
2016
)
4/6
,
pp. 230-234
Persistent link: https://www.econbiz.de/10011430410
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