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Specification and structural break tests for additive models with applications to realized variance data
Fengler, Matthias; Mammen, Enno; Vogt, Michael - In: Journal of econometrics 188 (2015) 1, pp. 196-218
Persistent link: https://www.econbiz.de/10011500308
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Subjective mortality risk and bequests
Gan, Li; Gong, Guan; Hurd, Michael D.; McFadden, Daniel - In: Journal of econometrics 188 (2015) 2, pp. 514-525
Persistent link: https://www.econbiz.de/10011503653
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Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu; McAleer, Michael - In: Journal of econometrics 189 (2015) 2, pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
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High dimensional dynamic stochastic copula models
Creal, Drew; Tsay, Ruey S. - In: Journal of econometrics 189 (2015) 2, pp. 335-345
Persistent link: https://www.econbiz.de/10011504544
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Intraday Value-at-Risk : an asymmetric autoregressive conditional duration approach
Liu, Shouwei; Tse, Yiu Kuen - In: Journal of econometrics 189 (2015) 2, pp. 437-446
Persistent link: https://www.econbiz.de/10011504612
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Gender wage gaps and risky vs. secure employment : an experimental analysis
Jung, Seeun; Choe, Chung; Oaxaca, Ronald L. - In: Labour economics : official journal of the European … 52 (2018), pp. 112-121
Persistent link: https://www.econbiz.de/10012129989
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The sources of wage variation and the direction of assortative matching : evidence from a three-way high-dimensional fixed effects regression model
Torres, Sónia; Portugal, Pedro; Addison, John T.; … - In: Labour economics : official journal of the European … 54 (2018), pp. 47-60
Persistent link: https://www.econbiz.de/10012130120
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Job-to-job transitions, sorting, and wage growth
Jinkins, David; Morin, Annaïg - In: Labour economics : official journal of the European … 55 (2018), pp. 300-327
Persistent link: https://www.econbiz.de/10012130339
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Large-dimensional factor modeling based on high-frequency observations
Pelger, Markus - In: Journal of econometrics 208 (2019) 1, pp. 23-42
Persistent link: https://www.econbiz.de/10012139775
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Time-varying job creation and macroeconomic shocks
Guglielminetti, Elisa; Pouraghdam, Meradj - In: Labour economics : official journal of the European … 50 (2018), pp. 156-179
Persistent link: https://www.econbiz.de/10012129613