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Nonlinear predictability of stock returns? : parametric versus nonparametric inference in predictive regressions
Demetrescu, Matei; Hillmann, Benjamin - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 382-397
Persistent link: https://www.econbiz.de/10012804123
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Homogeneity and structure identification in semiparametric factor models
Guo, Chaohui; Li, Jialiang - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 408-422
Persistent link: https://www.econbiz.de/10012804127
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Randomization tests for equality in dependence structure
Seo, Juwon - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 4, pp. 1026-1037
Persistent link: https://www.econbiz.de/10012653222
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Dynamic semiparametric factor model with structural breaks
Chen, Likai; Wang, Weining; Wu, Wei Biao - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 3, pp. 757-771
Persistent link: https://www.econbiz.de/10012587979
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Nonparametric tests for treatment effect heterogeneity with duration outcomes
Sant'Anna, Pedro H. C. - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 3, pp. 816-832
Persistent link: https://www.econbiz.de/10012587986
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Flexible mixture-amount models using multivariate Gaussian processes
Ruseckaite, Aiste; Fok, Dennis; Goos, Peter - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 2, pp. 257-271
Persistent link: https://www.econbiz.de/10012262461
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A comparison of two quantile models with endogeneity
Wüthrich, Kaspar - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 2, pp. 443-456
Persistent link: https://www.econbiz.de/10012262486
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Identification of the direction of a causal effect by instrumental variables
Kline, Brendan - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 2, pp. 176-184
Persistent link: https://www.econbiz.de/10011691260
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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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Treatment effects with unobserved heterogeneity : a set identification approach
Jun, Sung Jae; Lee, Yoonseok; Shin, Youngki - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 2, pp. 302-311
Persistent link: https://www.econbiz.de/10011691357