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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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Modelling regional patterns of inefficiency : a Bayesian approach to geoadditive panel stochastic frontier analysis with an application to cereal production in England and Wales
Klein, Nadja; Herwartz, Helmut; Kneib, Thomas - In: Journal of econometrics 214 (2020) 2, pp. 513-539
Persistent link: https://www.econbiz.de/10012439076
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Modeling systemic risk with Markov Switching Graphical SUR models
Bianchi, Daniele; Billio, Monica; Casarin, Roberto; … - In: Journal of econometrics 210 (2019) 1, pp. 58-74
Persistent link: https://www.econbiz.de/10012303377
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Bayesian nonparametric sparse VAR models
Billio, Monica; Casarin, Roberto; Rossini, Luca - In: Journal of econometrics 212 (2019) 1, pp. 97-115
Persistent link: https://www.econbiz.de/10012303895
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Quantile regression
Chernozhukov, Victor; Galvão Júnior, Antônio Fialho; … - In: Journal of econometrics 213 (2019) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10012304539
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On the observed-data deviance information criterion for volatility modeling
Chan, Joshua; Grant, Angelia L. - In: Journal of financial econometrics : official journal of … 14 (2016) 4, pp. 772-802
Persistent link: https://www.econbiz.de/10011623867
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Testing slope homogeneity in quantile regression panel data with an application to the cross-section of stock returns
Galvão Júnior, Antônio Fialho; Juhl, Ted; … - In: Journal of financial econometrics : official journal of … 16 (2018) 2, pp. 211-243
Persistent link: https://www.econbiz.de/10011987759
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Limit of random measures associated with the increments of a brownian semimartingale
Jacod, Jean - In: Journal of financial econometrics : official journal of … 16 (2018) 4, pp. 526-569
Persistent link: https://www.econbiz.de/10011987890
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Comment on: limit of random measures associated with the increments of a Brownian Semimartingale
Li, Jia; Xiu, Dacheng - In: Journal of financial econometrics : official journal of … 16 (2018) 4, pp. 570-582
Persistent link: https://www.econbiz.de/10011987959
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Comment on: limit of random measures associated with the increments of a Brownian Semimartingale
Li, Yingying; Zheng, Xinghua - In: Journal of financial econometrics : official journal of … 16 (2018) 4, pp. 583-587
Persistent link: https://www.econbiz.de/10011987967