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Explaining exchange rate anomalies in a model with Taylor-rule fundamentals and consistent expectations
Lansing, Kevin J.; Ma, Jun - In: Journal of international money and finance 70 (2017), pp. 62-87
Persistent link: https://www.econbiz.de/10011752316
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On variance bounds for asset price changes
Lansing, Kevin J. - In: Journal of financial markets 28 (2016), pp. 132-148
Persistent link: https://www.econbiz.de/10011722241
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Second-order refinement of empirical likelihood ratio tests of nonlinear restrictions
Ma, Jun - In: The econometrics journal 20 (2017) 1, pp. 139-148
Persistent link: https://www.econbiz.de/10011719975
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Spurious inference in the GARCH (1,1) model : when it is weakly identified
Ma, Jun; Nelson, Charles R.; Startz, Richard - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 11 (2007) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10009512627
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On maximum likelihood estimation of competing risks using the cause-specific semi-parametric Cox model with time-varying covariates : an application to credit risk
Thackham, Mark; Ma, Jun - In: Journal of the Operational Research Society 73 (2022) 1, pp. 5-14
Persistent link: https://www.econbiz.de/10012872877
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Monotonicity-constrained nonparametric estimation and inference for first-price auctions
Ma, Jun; Marmer, Vadim; Shneyerov, Artyom; Pai Xu - In: Econometric reviews 40 (2021) 10, pp. 944-982
Persistent link: https://www.econbiz.de/10012624567
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Common business cycles and volatilities in US states and MSAs : the role of economic uncertainty
Gupta, Rangan; Ma, Jun; Risse, Marian; Wohar, Mark E. - In: Journal of macroeconomics 57 (2018), pp. 317-337
Persistent link: https://www.econbiz.de/10012127992
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Inference for first-price auctions with Guerre, Perrigne, and Vuong's estimator
Ma, Jun; Marmer, Vadim; Shneyerov, Artyom - In: Journal of econometrics 211 (2019) 2, pp. 507-538
Persistent link: https://www.econbiz.de/10012303834
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Optimal bandwidth selection for local linear estimation of discontinuity in density
Jales, Hugo; Ma, Jun; Yu, Zhengfei - In: Economics letters 153 (2017), pp. 23-27
Persistent link: https://www.econbiz.de/10011810532
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Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan; Gupta, Rangan; Liao, Wenting; Ma, Jun - In: International review of finance : the official journal … 24 (2024) 1, pp. 154-162
Persistent link: https://www.econbiz.de/10014507523