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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Gregory, Allan W.
4
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
European journal of operational research : EJOR
2,462
Computers & operations research : and their applications to problems of world concern ; an international journal
1,406
International journal of production research
890
Operations research letters
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401
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INFORMS journal on computing : JOC
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Top : an official journal of the Spanish Society of Statistics and Operations Research
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Discussion paper / Center for Economic Research, Tilburg University
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Operational research : an international journal
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INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
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Lecture notes in economics and mathematical systems : LNEMS
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OR spectrum : quantitative approaches in management
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RAIRO / Operations research
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International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
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Journal of economic dynamics & control
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Economics letters
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Journal of econometrics
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Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
128
Computational economics
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Energy economics
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4OR : a quarterly journal of operations research
120
International transactions in operational research : a journal of the International Federation of Operational Research Societies
120
Lehrbuch
115
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
112
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ECONIS (ZBW)
122
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1
Two-sample testing for tail copulas with an application to equity indices
Can, Sami Umut
;
Einmahl, John H. J.
;
Laeven, Roger J. A.
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10014449844
Saved in:
2
Panel stochastic frontier model with endogenous inputs and correlated random components
Hung-pin, Lai
;
Kumbhakar, Subal
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 80-96
Persistent link: https://www.econbiz.de/10013540641
Saved in:
3
Nonparametric copula estimation for mixed insurance claim data
Yang, Lu
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 537-546
Persistent link: https://www.econbiz.de/10013533451
Saved in:
4
Closed-form multi-factor copula models with observation-driven dynamic factor loadings
Opschoor, Anne
;
Lucas, André
;
Barra, István
;
Dijk, …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1066-1079
Persistent link: https://www.econbiz.de/10012653226
Saved in:
5
Bootstrapping two-stage quasi-maximum likelihood estimators of time series models
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Patton, Andrew J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 683-694
Persistent link: https://www.econbiz.de/10014448421
Saved in:
6
Tail risk inference via expectiles in heavy-tailed time series
Davison, Anthony C.
;
Padoan, Simone A.
;
Stupfler, Gilles
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 876-889
Persistent link: https://www.econbiz.de/10014448453
Saved in:
7
Extremal dependence-based specification testing of time series
Hoga, Yannick
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1274-1287
Persistent link: https://www.econbiz.de/10014448632
Saved in:
8
Nonparametric estimation and testing for positive quadrant dependent bivariate copula
Lu, Lu
;
Ghosh, Sujit K.
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 664-677
Persistent link: https://www.econbiz.de/10013534040
Saved in:
9
The effect of dependence on European market risk : a nonparametric time varying approach
Ascorbebeitia, Jone
;
Ferreira, Eva
;
Orbe-Mandaluniz, Susan
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 913-923
Persistent link: https://www.econbiz.de/10013534579
Saved in:
10
Dealing with endogeneity in threshold models using copulas
Christopulos, Dēmētrēs K.
;
McAdam, Peter
;
Tzavalis, Elias
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 166-178
Persistent link: https://www.econbiz.de/10012424506
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