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Volatility estimation when the zero-process is nonstationary
Francq, Christian; Sucarrat, Genaro - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 1, pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
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Survey response behavior as a proxy for unobserved ability : theory and evidence
New, Sonja C. de; Schurer, Stefanie - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 1, pp. 197-212
Persistent link: https://www.econbiz.de/10013540665
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Estimation of sparsity-induced weak factor models
Uematsu, Yoshimasa; Yamagata, Takashi - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 1, pp. 213-227
Persistent link: https://www.econbiz.de/10013540797
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Extreme value estimation for heterogeneous data
Einmahl, John H. J.; He, Yi - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 1, pp. 255-269
Persistent link: https://www.econbiz.de/10013540838
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Factor and factor loading augmented estimators for panel regression with possibly nonstrong factors
Beyhum, Jad; Gautier, Eric - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 1, pp. 270-281
Persistent link: https://www.econbiz.de/10013540841