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Semiparametric tail index regression
Li, Rui; Leng, Chenlei; You, Jinhong - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 82-95
Persistent link: https://www.econbiz.de/10012804089
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High-dimensional elliptical sliced inverse regression in non-Gaussian distributions
Chen, Xin; Zhang, Jia; Zhou, Wang - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1204-1215
Persistent link: https://www.econbiz.de/10013539489
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A note on distributed quantile regression by pilot sampling and one-step updating
Pan, Rui; Ren, Tunan; Guo, Baishan; Li, Feng; Li, Guodong; … - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1691-1700
Persistent link: https://www.econbiz.de/10013540454
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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
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Forecasting value at risk and expected shortfall using a semiparametric approach based on the asymmetric laplace distribution
Taylor, James W. - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 1, pp. 121-133
Persistent link: https://www.econbiz.de/10012176554
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March madness, quantile regression bracketology, and the Hayek hypothesis
Koenker, Roger; Bassett, Gilbert W. - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 1, pp. 26-35
Persistent link: https://www.econbiz.de/10003992791
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Nonparametric prediction distribution from resolution-wise regression with heterogeneous data
Li, Jialu; Zhang, Wan; Wang, Peiyao; Li, Qizhai; Zhang, Kai - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 4, pp. 1157-1172
Persistent link: https://www.econbiz.de/10014448590
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Machine learning time series regressions with an application to nowcasting
Babii, Andrii; Ghysels, Eric; Striaukas, Jonas - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1094-1106
Persistent link: https://www.econbiz.de/10013539458
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Modeling bimodal discrete data using Conway-Maxwell-Poisson mixture models
Sur, Pragya; Shmueli, Galit; Bose, Smarajit; Dubey, Paromita - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 3, pp. 352-365
Persistent link: https://www.econbiz.de/10011390190
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Minimum distance estimation of possibly noninvertible moving average models
Gospodinov, Nikolaj; Ng, Serena - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 3, pp. 403-417
Persistent link: https://www.econbiz.de/10011390402