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New testing approaches for mean-variance predictability
Fiorentini, Gabriele; Sentana, Enrique - 2019
Persistent link: https://www.econbiz.de/10012025064
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Hypothesis tests with a repeatedly singular information matrix
Amengual, Dante; Bei, Xinyue; Sentana, Enrique - 2020
Persistent link: https://www.econbiz.de/10012210436
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LM tests for joint breaks in the dynamics and level of a long-memory time series
Dolado, Juan J.; Rachinger, Heiko; Velasco, Carlos - 2020
Persistent link: https://www.econbiz.de/10012321115
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Estimating general equilibrium spillovers of large-scale shocks
Huber, Kilian - 2021
Persistent link: https://www.econbiz.de/10012493160
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The informativeness of estimation moments
Paula, Áureo de - 2020
Persistent link: https://www.econbiz.de/10012198371
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A similarity-based approach for macroeconomic forecasting
Marcellino, Massimiliano; Kapetanios, George; … - 2020
Persistent link: https://www.econbiz.de/10012214041
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Gaussian rank correlation and regression
Amengual, Dante; Sentana, Enrique; Tian, Zhanyuan - 2020
Persistent link: https://www.econbiz.de/10012232995
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Misclassification in linear-in-means models : theory and application to peer effects estimation
Balestra, Simone; Eugster, Beatrix … - 2023
Persistent link: https://www.econbiz.de/10014329121
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Identification and estimation of demand models with endogenous product entry and exit
Aguirregabiria, Victor; Iaria, Alessandro; Sokullu, Senay - 2023
Persistent link: https://www.econbiz.de/10014334650
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Investigating growth-at-risk using a multicountry non-parametric quantile factor model
Clark, Todd E.; Huber, Florian; Koop, Gary; Marcellino, … - 2023
Persistent link: https://www.econbiz.de/10014384414