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Nonlinear predictability of stock returns using financial and economic variables
Qi, Min - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 4, pp. 419-429
Persistent link: https://www.econbiz.de/10001412850
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A statistical recurrent stochastic volatility model for stock markets
Trong-Nghia Nguyen; Minh-Ngoc Tran; Gunawan, David; … - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 414-428
Persistent link: https://www.econbiz.de/10014448201
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A comparison of sales response predictions from demand models applied to store-level versus panel data
Andrews, Rick L.; Currim, Imran S.; Leeflang, Peter - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 2, pp. 319-326
Persistent link: https://www.econbiz.de/10009159978
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Testing for neglected nonlinearity in long-memory models
Baillie, Richard; Kapetanios, George - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 4, pp. 447-461
Persistent link: https://www.econbiz.de/10003566060
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Hedging with linear regressions and neural networks
Ruf, Johannes; Wang, Weiguan - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1442-1454
Persistent link: https://www.econbiz.de/10013539793
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Clustering of auto supplier plants in the United States : generalized method of moments spatial logit for large samples
Klier, Thomas H.; McMillen, Daniel P. - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 4, pp. 460-471
Persistent link: https://www.econbiz.de/10003772285
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The role of heterogeneity in asset pricing : the effect of a clustering approach
Grishchenko, Olesya V.; Rossi, Marco - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 2, pp. 297-311
Persistent link: https://www.econbiz.de/10009657306
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Robust inference with multiway clustering
Cameron, Adrian Colin; Gelbach, Jonah B.; Miller, … - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 2, pp. 238-249
Persistent link: https://www.econbiz.de/10009160008
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Wild bootstrap and asymptotic inference with multiway clustering
MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 2, pp. 505-519
Persistent link: https://www.econbiz.de/10012499095
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Learning human activity patterns using clustered point processes with active and inactive states
Zhang, Jingfei; Cai, Biao; Zhu, Xuening; Wang, Hansheng; … - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 388-398
Persistent link: https://www.econbiz.de/10014448179