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~accessRights:"restricted"
~person:"MacKinnon, James G."
~person:"Pesaran, M. Hashem"
~subject:"Finanzanalyse"
~subject:"Panel"
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Model averaging and value-at-risk based evaluation of large multi-asset volatility models for risk management
Pesaran, M. Hashem
;
Zaffaroni, Paolo
-
2005
Persistent link: https://www.econbiz.de/10003224850
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2
Randomization inference for difference-in-differences with few treated clusters
MacKinnon, James G.
;
Webb, Matthew
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 435-450
Persistent link: https://www.econbiz.de/10012483166
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3
Wild bootstrap inference for wildly different cluster sizes
MacKinnon, James G.
;
Webb, Matthew
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 233-254
Persistent link: https://www.econbiz.de/10011689759
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4
Detection of units with pervasive effects in large panel data models
Kapetanios, George
;
Pesaran, M. Hashem
;
Reese, S.
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 510-541
Persistent link: https://www.econbiz.de/10012619248
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