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Estimation of models with multiple-valued explanatory variables
Poirier, Alexandre; Ziebarth, Nicolas L. - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 4, pp. 586-597
Persistent link: https://www.econbiz.de/10012178999
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The finite sample performance of inference methods for propensity score matching and weighting estimators
Bodory, Hugo; Camponovo, Lorenzo; Huber, Martin; … - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 1, pp. 183-200
Persistent link: https://www.econbiz.de/10012179542
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Testing the martingale hypothesis
Phillips, Peter C. B.; Jin, Sainan - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 4, pp. 537-554
Persistent link: https://www.econbiz.de/10010488434
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On the estimation of integrated volatility with jumps and microstructure noise
Jing, Bingyi; Liu, Zhi; Kong, Xinbing - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 3, pp. 457-467
Persistent link: https://www.econbiz.de/10010488463
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Volatility martingale difference divergence matrix and its application to dimension reduction for multivariate volatility
Lee, Chung Eun; Shao, Xiaofeng - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 1, pp. 80-92
Persistent link: https://www.econbiz.de/10012179517
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Estimation of leverage effect : kernel function and efficiency
Yang, Xiye - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 3, pp. 939-956
Persistent link: https://www.econbiz.de/10014448463
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VAR estimation and forecasting when data are subject to revision
Kishor, N. Kundan; Koenig, Evan F. - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 2, pp. 181-190
Persistent link: https://www.econbiz.de/10009657372
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A robust test for weak instruments
Olea, José Luis Montiel; Pflueger, Carolin - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 3, pp. 358-369
Persistent link: https://www.econbiz.de/10009785968
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Measurement error and earnings dynamics : some estimates from the PSID validation study
Pischke, Jörn-Steffen - In: Journal of business & economic statistics : JBES ; a … 13 (1995) 3, pp. 305-314
Persistent link: https://www.econbiz.de/10001182364
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Small-area estimation of economic statistics
Isaki, Cary T. - In: Journal of business & economic statistics : JBES ; a … 8 (1990) 4, pp. 435-441
Persistent link: https://www.econbiz.de/10001096504