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Moment and memory properties of linear conditional heteroscedasticity models, and a new model
Davidson, James E. H. - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 1, pp. 16-29
Persistent link: https://www.econbiz.de/10001891395
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The replacement of safe assets : evidence from the U.S. bond portfolio
Bertaut, Carol C.; Tabova, Alexandra; Wong, Vivian - 2014
Persistent link: https://www.econbiz.de/10010475313
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The anatomy of financial vulnerabilities and crises
Lee, Seung Jung; Posenau, Kelly E.; Stebunovs, Viktors - 2017
Persistent link: https://www.econbiz.de/10011629958
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A residual-based cointegration test for near unit root variables
Hjalmarsson, Erik; Österholm, Pär - 2007
Persistent link: https://www.econbiz.de/10003997612
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Cointegration and threshold adjustment
Enders, Walter; Siklos, Pierre L. - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 2, pp. 166-176
Persistent link: https://www.econbiz.de/10001568815
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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
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Testing alphas in conditional time-varying factor models with high-dimensional assets
Ma, Shujie; Lan, Wei; Su, Liangjun; Tsai, Chih-Ling - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 1, pp. 214-227
Persistent link: https://www.econbiz.de/10012179549
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Testing missing at random using instrumental variables
Breunig, Christoph - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 2, pp. 223-234
Persistent link: https://www.econbiz.de/10012176614
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Multiple testing and the distributional effects of accountability incentives in education
Lehrer, Steven F.; Pohl, R. Vincent; Song, Kyungchul - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1552-1568
Persistent link: https://www.econbiz.de/10013540373
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ABS inflows to the United States and the global financial crisis
Betraut, Carol; Pounder, Laurie; Kamin, Steven; Tryon, … - 2011
Persistent link: https://www.econbiz.de/10009577341