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Efficient estimation of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models
Drost, Feike C. (contributor);  … - 2008 - Rev. version of CentER Discussion Paper 2007-23
Persistent link: https://www.econbiz.de/10003752414
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Optimal pseudo-Gaussian and rank-based tests of the cointegration rank in semiparametric error-correction models
Hallin, Marc; Akker, Ramon van den; Werker, Bas J. M. - 2015
Persistent link: https://www.econbiz.de/10011348908
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Empirical likelihood based testing for multivariate regular variation
Einmahl, John H. J.; Krajina, Andrea - 2023
Persistent link: https://www.econbiz.de/10013475286
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Average causal response with variable treatment intensity
Angrist, Joshua D.; Imbens, Guido - 1992
Persistent link: https://www.econbiz.de/10000845132
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Evaluation of moments of quadratic forms in normal variables
Magnus, Jan R.; Pesaran, Bahram - 1990
Persistent link: https://www.econbiz.de/10000786810
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Testing for a threshold in models with endogenous regressors
Rothfelder, Mario; Boldea, Otilia - 2016
Persistent link: https://www.econbiz.de/10011526220
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Structural break tests robust to regression misspecification
Morshed, Alaa Abi; Andreou, Elena; Boldea, Otilia - 2016
Persistent link: https://www.econbiz.de/10011477071
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Asymptotically distribution-free goodness-of-fit testing for tail copulas
Can, Sami Umut; Einmahl, John H. J.; Khmaladze, Estate V.; … - 2014
Persistent link: https://www.econbiz.de/10011283328
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Spatial dependence and space-time trends in extreme event
Einmahl, John H. J.; Ferreira, Ana; Haan, Laurens de; … - 2020
Persistent link: https://www.econbiz.de/10012182625
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Statistical tests for cross-validation of Kriging models
Kleijnen, Jack P. C.; Beers, Wim C. M. van - 2019
Persistent link: https://www.econbiz.de/10012010856