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Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren; Swensen, Anders Rygh - 2021
Persistent link: https://www.econbiz.de/10012620761
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Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood
Berenguer-Rico, Vanessa; Johansen, Søren; Nielsen, Bent - 2019
Persistent link: https://www.econbiz.de/10012316436
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Targeting predictors in random forest regression
Borup, Daniel; Christensen, Bent Jesper; Mühlbach, … - 2020 - This version: May 5, 2020
Persistent link: https://www.econbiz.de/10012317696
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Unbalanced regressions and the predictive equation
Osterrieder, Daniela; Ventosa-Santaulària, Daniel; … - 2015
Persistent link: https://www.econbiz.de/10011516995
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Sharp threshold based on sup-norm error rates in high-dimensional models
Callot, Laurent; Caner, Mehmet; Kock, Anders Bredahl; … - 2015
Persistent link: https://www.econbiz.de/10011516996
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Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben; Varneskov, Rasmus Tangsgaard - 2018
Persistent link: https://www.econbiz.de/10011797682
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Threshold regression with endogeneity for short panels
Gørgens, Tue; Würtz, Allan H. - 2018
Persistent link: https://www.econbiz.de/10011946251
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A generalized exponential time series regression model for electricity prices
Haldrup, Niels; Knapik, O.; Proietti, Tommaso - 2016
Persistent link: https://www.econbiz.de/10011447820
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Changes in persistence, spurious regressions and the Fisher hypothesis
Kruse, Robinson; Ventosa-Santaulària, Daniel; … - 2013
Persistent link: https://www.econbiz.de/10009733569
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Asymptotic theory for iterated one-step Huber-skip estimators
Johansen, Søren; Nielsen, Bent - 2011
Persistent link: https://www.econbiz.de/10009377349