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Uniform test for predictive regression with AR errors
Li, Chenxue; Li, Deyuan; Peng, Liang - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 1, pp. 29-39
Persistent link: https://www.econbiz.de/10011704097
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Confidence corridors for multivariate generalized quantile regression
Chao, Shih-Kang; Proksch, Katharina; Dette, Holger; … - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 1, pp. 70-85
Persistent link: https://www.econbiz.de/10011704106
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Nonparametric inference for time-varying coefficient quantile regression
Wu, Weichi; Zhou, Zhou - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 1, pp. 98-109
Persistent link: https://www.econbiz.de/10011704128
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Inferring the predictability induced by a persistent regressor in a predictive threshold model
Gonzalo, Jesús; Pitarakis, Jean-Yves - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 2, pp. 202-217
Persistent link: https://www.econbiz.de/10011704166
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Regression kink with an unknown threshold
Hansen, Bruce E. - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 2, pp. 228-240
Persistent link: https://www.econbiz.de/10011704181
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Is there a jump in the transition?
Kim, Young-joo; Seo, Myung Hwan - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 2, pp. 241-249
Persistent link: https://www.econbiz.de/10011704186
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Status traps
Durlauf, Steven N.; Kourtellos, Andros; Tan, Chih Ming - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 2, pp. 265-287
Persistent link: https://www.econbiz.de/10011704191
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Threshold estimation via group orthogonal greedy algorithm
Chan, Ngai Hang; Ing, Ching-Kang; Li, Yuanbo; Yau, Chun Yip - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 2, pp. 334-345
Persistent link: https://www.econbiz.de/10011704208
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Testing the diagonality of a large covariance matrix in a regression setting
Lan, Wei; Luo, Ronghua; Tsai, Chih-Ling; Wang, Hansheng; … - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 1, pp. 76-86
Persistent link: https://www.econbiz.de/10011389730
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Forecasting the distribution of economic variables in a data-rich environment
Manzan, Sebastiano - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 1, pp. 144-164
Persistent link: https://www.econbiz.de/10011389997