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Nonparametric tests for constant tail dependence with an application to energy and finance
Bücher, Axel; Jäschke, Stefan; Wied, Dominik - In: Journal of econometrics 187 (2015) 1, pp. 154-168
Persistent link: https://www.econbiz.de/10011498799
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Testing continuity of a density via g-order statistics in the regression discontinuity design
Bugni, Federico A.; Canay, Ivan A. - In: Journal of econometrics 221 (2021) 1, pp. 138-159
Persistent link: https://www.econbiz.de/10012618809
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The continuous-time limit of score-driven volatility models
Buccheri, Giuseppe; Corsi, Fulvio; Flandoli, Franco; … - In: Journal of econometrics 221 (2021) 2, pp. 655-675
Persistent link: https://www.econbiz.de/10012619254
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Identification of structural Vector Autoregressions through higher unconditional moments
Guay, Alain - In: Journal of econometrics 225 (2021) 1, pp. 27-46
Persistent link: https://www.econbiz.de/10013279004
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Testing distributional assumptions using a continuum of moments
Amengual, Dante; Carrasco, Marine; Sentana, Enrique - In: Journal of econometrics 218 (2020) 2, pp. 655-689
Persistent link: https://www.econbiz.de/10012483175
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Expected utility and catastrophic risk in a stochastic economy-climate model
Ikefuji, Masako; Laeven, Roger J. A.; Magnus, Jan R.; … - In: Journal of econometrics 214 (2020) 1, pp. 110-129
Persistent link: https://www.econbiz.de/10012438313
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Trends in distributional characteristics : existence of global warming
Gadea, María Dolores; Gonzalo, Jesús - In: Journal of econometrics 214 (2020) 1, pp. 153-174
Persistent link: https://www.econbiz.de/10012438316
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Evaluating trends in time series of distributions : a spatial fingerprint of human effects on climate
Chang, Yoosoon; Kaufmann, Robert Kurt; Kim, Chang Sik; … - In: Journal of econometrics 214 (2020) 1, pp. 274-294
Persistent link: https://www.econbiz.de/10012438324
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Inference for local distributions at high sampling frequencies : a bootstrap approach
Hounyo, Ulrich; Varneskov, Rasmus Tangsgaard - In: Journal of econometrics 215 (2020) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10012439150
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Inference for the degree distributions of preferential attachment networks with zero-degree nodes
Chan, Ngai Hang; Cheung, Simon K. C.; Wong, Samuel P. S. - In: Journal of econometrics 216 (2020) 1, pp. 220-234
Persistent link: https://www.econbiz.de/10012439688