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Gil-Alaña, Luis A. - 2000

Persistent link: https://www.econbiz.de/10001470380

Backtesting beyond VaR

Härdle, Wolfgang; Stahl, Gerhard - 1999

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Flexible stochastic volatility structures for high frequency financial data

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Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient

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Empirical likelihood-based dimension reduction inference for linear error-in-responses models with validation study

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Removing the veil of ignorance in assessing the distributional impacts of social policies

Carneiro, Pedro; Hansen, Karsten T.; Heckman, James J. - 2002

This paper summarizes our recent research on evaluating the distributional consequences of social programs. This research advances the economic policy evaluation literature beyond estimating assorted mean impacts to estimate distributions of outcomes generated by different policies and determine...

Persistent link: https://www.econbiz.de/10011573455

Unit and fractional roots in the presence of abrupt changes with an application to Brazilian inflation rate

Gil-Alaña, Luis A. - 2001

Persistent link: https://www.econbiz.de/10014461170