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Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina; Teräsvirta, Timo - 2015
Persistent link: https://www.econbiz.de/10011373232
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Inference in partially identified models with many moment inequalities using Lasso
Bugni, Federico A.; Caner, Mehmet; Kock, Anders Bredahl; … - 2016
Persistent link: https://www.econbiz.de/10011474717
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The walking debt crisis
Basse, Tobias; Kruse, Robinson; Wegener, Christoph - 2017
Persistent link: https://www.econbiz.de/10011624094
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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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Persistence heterogeneity testing in panels with interactive fixed effects
Ergemen, Yunus Emre; Velasco, Carlos - 2018
Persistent link: https://www.econbiz.de/10011864865
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The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
Christensen, Kim; Thyrsgaard, Martin; Veliyev, Bezirgen - 2018
Persistent link: https://www.econbiz.de/10011913657
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Robust data-driven inference for density-weighted average derivatives
Cattaneo, Matias D.; Crump, Richard K.; Jansson, Michael - 2009
Persistent link: https://www.econbiz.de/10003883600
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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
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Efficient likelihood ratio tests for seasonal unit roots
Jansson, Michael; Nielsen, Morten Ørregaard - 2009
Persistent link: https://www.econbiz.de/10003903502
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Testing and inference in nonlinear cointegrating vector error correction models
Kristensen, Dennis; Rahbek, Anders - 2010
Persistent link: https://www.econbiz.de/10008663980