Narrow search
Showing 1 - 10 of 79
Cover Image
Bayesian analysis of boundary and nearboundary evidence in econometric models with reduced rank
Basturk, Nalan; Hoogerheide, Lennart; Dijk, Herman K. van - 2017
Persistent link: https://www.econbiz.de/10011708511
Cover Image
First and second order non-linear cointegration models
Lange, Theis - 2009
Persistent link: https://www.econbiz.de/10003849457
Cover Image
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim; Sizova, Natalia; Tauchen, George Eugene - 2009
Persistent link: https://www.econbiz.de/10003849492
Cover Image
Semiparametric modelling and estimation : a selective overview
Kristensen, Dennis - 2009
Persistent link: https://www.econbiz.de/10003883603
Cover Image
Realized volatility and multipower variation
Andersen, Torben; Todorov, Viktor - 2009
Persistent link: https://www.econbiz.de/10003892558
Cover Image
Localized model selection for regression
Yang, Yuhong - In: Econometric theory 24 (2008) 2, pp. 472-492
Persistent link: https://www.econbiz.de/10003894209
Cover Image
Minimizing average risk in regression models
Claeskens, Gerda; Hjort, Nils Lid - In: Econometric theory 24 (2008) 2, pp. 493-527
Persistent link: https://www.econbiz.de/10003894211
Cover Image
Fast rates for estimation error and oracle inequalities for model selection
Bartlett, Peter L. - In: Econometric theory 24 (2008) 2, pp. 545-552
Persistent link: https://www.econbiz.de/10003894216
Cover Image
Testing a parametric function against nonparametric alternative in IV and GMM settings
Gørgens, Tue; Würtz, Allan H. - 2009
Persistent link: https://www.econbiz.de/10003903437
Cover Image
Real-time inflation forecasting in a changing world
Groen, Jan J. J.; Paap, Richard; Ravazzolo, Francesco - 2010
Persistent link: https://www.econbiz.de/10003920144