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A Bayesian chi-squared test for hypothesis testing
Li, Yong; Liu, Xiao-Bin; Yu, Jun - In: Journal of econometrics 189 (2015) 1, pp. 54-69
Persistent link: https://www.econbiz.de/10011502408
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Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian; Giglio, Stefano; Kelly, Bryan T. - In: Journal of financial economics 142 (2021) 1, pp. 23-45
Persistent link: https://www.econbiz.de/10012650655
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Handbook of econometrics : Volume 7A
Durlauf, Steven N. (ed.); Hansen, Lars Peter (ed.);  … - 2020
within econometrics, such as inference for moment inequalities and estimation of high dimensional models. With its world … data. Our flourishing ability to address empirical problems in economics by using economic theory and statistical methods …
Persistent link: https://www.econbiz.de/10012794669
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Spanning tests for Markowitz stochastic dominance
Arvanitis, Stelios; Scaillet, Olivier; Topaloglou, Nikolas - In: Journal of econometrics 217 (2020) 2, pp. 291-311
Persistent link: https://www.econbiz.de/10012482763
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Estimating latent asset-pricing factors
Lettau, Martin; Pelger, Markus - In: Journal of econometrics 218 (2020) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10012482858
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Deviance information criterion for latent variable models and misspecified models
Li, Yong; Yu, Jun; Zeng, Tao - In: Journal of econometrics 216 (2020) 2, pp. 450-493
Persistent link: https://www.econbiz.de/10012439750
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Bayesian compressed vector autoregressions
Koop, Gary; Korobilis, Dimitris; Pettenuzzo, Davide - In: Journal of econometrics 210 (2019) 1, pp. 135-154
Persistent link: https://www.econbiz.de/10012303386
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Handbook of econometrics : volume 6A
Heckman, James J. (contributor);  … - 2007
As conceived by the founders of the Econometric Society, econometrics is a field that uses economic theory and …
Persistent link: https://www.econbiz.de/10012254740
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Handbook of econometrics : volume 6B
Heckman, James J. (contributor);  … - 2007
As conceived by the founders of the Econometric Society, econometrics is a field that uses economic theory and …
Persistent link: https://www.econbiz.de/10012254741
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Handbook of econometrics : volume 5
Heckman, James J. (contributor);  … - 2001
theory, data analysis and field applications in econometrics. Comprehensive surveys, written by experts, discuss recent …
Persistent link: https://www.econbiz.de/10012254780