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General diagnostic tests for cross section dependence in panels
Pesaran, M. Hashem
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contributor
)
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153288
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On testing sample selection bias under the multicollinearity problem
Yamagata, Takashi
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contributor
)
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2005
Persistent link: https://www.econbiz.de/10002846348
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3
Testing slope homogeneity in large panels
Pesaran, M. Hashem
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002706456
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4
Non-nested models and the likelihood ration statistics : a comparison of simulation and bootstrap-based tests
Kapetanios, George
(
contributor
);
Weeks, Melvyn
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001730299
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5
Forecasting distributions with experts advice
Sancetta, Alessio
(
contributor
)
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2005
Persistent link: https://www.econbiz.de/10002809022
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6
Forecasting using time varying meta-elliptical distributions with a study of commodity prices
Sancetta, Alessio
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contributor
); …
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2005
Persistent link: https://www.econbiz.de/10002809053
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7
Nonparametric estimation of multivariate distributions with given marginals : L2 theory
Sancetta, Alessio
(
contributor
)
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001764560
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Estimation in Hazard regression models under ordered departures from proportionality
Bhattacharjee, Arnab
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contributor
)
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777899
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Improving the estimates of the risk premia : application in the UK financial market
Pitsillis, M.
;
Satchell, Stephen
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001593475
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Alternative approaches to estimation and inference in large multifactor panles : small sample results with an application to modelling of asset returns
Kapetanios, George
(
contributor
); …
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2005
Persistent link: https://www.econbiz.de/10002808714
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