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Asymptotic variance of Brier (skill) score in the presence of serial correlation
Lahiri, Kajal; Yang, Liu - In: Economics letters 141 (2016), pp. 125-129
Persistent link: https://www.econbiz.de/10011616210
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A new nonparametric quantile estimate for length-biased data with competing risks
Zhang, Feipeng; Tan, Zhong - In: Economics letters 137 (2015), pp. 10-12
Persistent link: https://www.econbiz.de/10011436181
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A spatial latent class model
Lee, Jiyon - In: Economics letters 162 (2018), pp. 62-68
Persistent link: https://www.econbiz.de/10011939761
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Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models
Fresoli, Diego; Poncela, Pilar; Ruiz, Esther - In: Economics letters 230 (2023), pp. 1-5
Persistent link: https://www.econbiz.de/10014460331
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A nonparametric maximum likelihood estimation for biased-sampling data with zero-inflated truncation
Zhang, Feipeng; Yang, Jiejing; Ye, Min - In: Economics letters 194 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012509387
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Risk management-driven policy rate gap
Caggiano, Giovanni; Castelnuovo, Efrem; Nodari, Gabriela - In: Economics letters 171 (2018), pp. 235-238
Persistent link: https://www.econbiz.de/10012021877
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Does cross-sectional forecast dispersion proxy for macroeconomic uncertainty? : new empirical evidence
Baetje, Fabian; Friedrici, Karola - In: Economics letters 143 (2016), pp. 38-43
Persistent link: https://www.econbiz.de/10011616851
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Data revisions and the effects of monetary policy volatility
Kamalyan, Hayk - In: Economics letters 215 (2022), pp. 1-5
Persistent link: https://www.econbiz.de/10013448289
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The personal saving rate : data revisions and forecasts
Croushore, Dean Darrell; Santos, Pedro del Monaco - In: Economics letters 219 (2022), pp. 1-4
Persistent link: https://www.econbiz.de/10013470953