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Mixture models of choice under risk
Conte, Anna; Hey, John Denis; Moffatt, Peter G. - In: Journal of econometrics 162 (2011) 1, pp. 79-88
Persistent link: https://www.econbiz.de/10009270700
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Bayesian analysis of boundary and nearboundary evidence in econometric models with reduced rank
Basturk, Nalan; Hoogerheide, Lennart; Dijk, Herman K. van - 2017
Persistent link: https://www.econbiz.de/10011708511
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Regression discontinuity inference with specification error
Lee, David S.; Card, David E. - In: Journal of econometrics 142 (2008) 2, pp. 655-674
Persistent link: https://www.econbiz.de/10003645622
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Bayesian model averaging and exchange rate forecasts
Wright, Jonathan H. - In: Journal of econometrics 146 (2008) 2, pp. 329-341
Persistent link: https://www.econbiz.de/10003782994
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Econometric estimation in long-range dependent volatility models : theory and practice
Casas, Isabel; Gao, Jiti - In: Journal of econometrics 147 (2008) 1, pp. 72-83
Persistent link: https://www.econbiz.de/10003783786
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Specification testing in discretized diffusion models : theory and practice
Gao, Jiti; Casas, Isabel - In: Journal of econometrics 147 (2008) 1, pp. 131-140
Persistent link: https://www.econbiz.de/10003783793
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Localized model selection for regression
Yang, Yuhong - In: Econometric theory 24 (2008) 2, pp. 472-492
Persistent link: https://www.econbiz.de/10003894209
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Minimizing average risk in regression models
Claeskens, Gerda; Hjort, Nils Lid - In: Econometric theory 24 (2008) 2, pp. 493-527
Persistent link: https://www.econbiz.de/10003894211
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Fast rates for estimation error and oracle inequalities for model selection
Bartlett, Peter L. - In: Econometric theory 24 (2008) 2, pp. 545-552
Persistent link: https://www.econbiz.de/10003894216
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Model uncertainty and policy evaluation : some theory and empirics
Brock, William A.; Durlauf, Steven N.; West, Kenneth D. - In: Journal of econometrics 136 (2007) 2, pp. 629-664
Persistent link: https://www.econbiz.de/10003412687