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From value at risk to stress testing : the extreme value approach
Longin, François M. - 1999
Persistent link: https://www.econbiz.de/10013422797
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Forecasting with a Bayesian DSGE model : an application to the Euro area
Smets, Frank - 2004
Persistent link: https://www.econbiz.de/10013424534
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Nonparametric predictive regression
Kasparis, Ioannis; Andreou, Elena; Phillips, Peter C. B. - 2013
Persistent link: https://www.econbiz.de/10009784706
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Identifying the discount factor in dynamic discrete choice models
Abbring, Jaap H.; Daljord, Øystein - 2016
Persistent link: https://www.econbiz.de/10011448003
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Identification of counterfactuals in dynamic discrete choice models
Kalouptsidi, Myrto; Scott, Paul T.; Rodrigues, Eduardo … - 2017
Persistent link: https://www.econbiz.de/10011819317
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Subadditivity tests for neutral separation with an application to US railroads
Ivaldi, Marc; McCullough, Gerard John - 2004
Persistent link: https://www.econbiz.de/10002122130
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Optimal campaigning in presidential elections : the probability of being Florida
Strömberg, David - 2002
Persistent link: https://www.econbiz.de/10013423960
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Parametric properties of semi-nonparametric distributions, with applications to option valuation
León Valle, Ángel Manuel; Mencía, Javier; Sentana, … - 2006
Persistent link: https://www.econbiz.de/10003284893
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Formal and informal risk sharing in LDCs : theory and empirical evidence
Dubois, Pierre; Jullien, Bruno; Magnac, Thierry - 2007
Persistent link: https://www.econbiz.de/10003413701
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Formal and informal risk sharing in LDCs : theory and empirical evidence
Dubois, Pierre; Jullien, Bruno; Magnac, Thierry - 2008
Persistent link: https://www.econbiz.de/10003669661