Narrow search
Showing 1 - 10 of 693
Cover Image
Structural equation model averaging : methodology and application
Seng, Loraine; Li, Jialiang - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 815-828
Persistent link: https://www.econbiz.de/10013534555
Cover Image
Multi-threshold structural equation model
Wang, Jingli; Li, Jialiang - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 377-387
Persistent link: https://www.econbiz.de/10014448173
Cover Image
Change‐point detection in the conditional correlation structure of multivariate volatility models
Barassi, Marco R.; Horváth, Lajos; Zhao, Yuqian - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 2, pp. 340-349
Persistent link: https://www.econbiz.de/10012262479
Cover Image
Multivariate stochastic volatility model with realized volatilities and pairwise realized correlations
Yamauchi, Yuta; Omori, Yasuhiro - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 4, pp. 839-855
Persistent link: https://www.econbiz.de/10012313374
Cover Image
Bias from censored regressors
Rigobón, Roberto; Stoker, Thomas Martin - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 3, pp. 340-353
Persistent link: https://www.econbiz.de/10003893879
Cover Image
Least squares infernce on integrated volatility and the relationship between efficient prices and noise
Nolte, Ingmar; Voev, Valeri - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 1, pp. 94-108
Persistent link: https://www.econbiz.de/10009558954
Cover Image
Influence diagnostics and estimation algorithms for Powell's SCLS
Silva, João Santos - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 1, pp. 55-62
Persistent link: https://www.econbiz.de/10001543446
Cover Image
Large-dimensional factor analysis without moment constraints
He, Yong; Kong, Xinbing; Yu, Long; Zhang, Xinsheng - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 302-312
Persistent link: https://www.econbiz.de/10012804113
Cover Image
Stationary points for parametric stochastic frontier models
Horrace, William C.; Wright, Ian - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 3, pp. 516-526
Persistent link: https://www.econbiz.de/10012262491
Cover Image
A consistent variance estimator for 2SLS when instruments identify different LATEs
Lee, Seojeong - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 3, pp. 400-410
Persistent link: https://www.econbiz.de/10012249165