Narrow search
Showing 1 - 10 of 578
Cover Image
A Bayesian nonparametric approach to inference for quantile regression
Taddy, Matthew A.; Kottas, Athanasios - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 3, pp. 357-369
Persistent link: https://www.econbiz.de/10008736209
Cover Image
A nonparametric test of the predictive regression model
Juhl, Ted - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 3, pp. 387-394
Persistent link: https://www.econbiz.de/10010488497
Cover Image
Imposing and testing curvature conditions on a box-cox cost function
Koebel, Bertrand M.; Falk, Martin; Laisney, François - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 2, pp. 319-335
Persistent link: https://www.econbiz.de/10001757499
Cover Image
Nonlinear predictability of stock returns? : parametric versus nonparametric inference in predictive regressions
Demetrescu, Matei; Hillmann, Benjamin - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 382-397
Persistent link: https://www.econbiz.de/10012804123
Cover Image
Measuring granger causality in quantiles
Song, Xiaojun; Taamouti, Abderrahim - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 4, pp. 937-952
Persistent link: https://www.econbiz.de/10012653205
Cover Image
Generalized jump regressions for local moments
Bollerslev, Tim; Li, Jia; Chaves, Leonardo Salim Saker - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 4, pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Cover Image
Semiparametric GARCH via Bayesian model averaging
Chen, Wilson Ye; Gerlach, Richard H. - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 2, pp. 437-452
Persistent link: https://www.econbiz.de/10012499090
Cover Image
A comparison of two quantile models with endogeneity
Wüthrich, Kaspar - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 2, pp. 443-456
Persistent link: https://www.econbiz.de/10012262486
Cover Image
Weak identification in fuzzy regression discontinuity designs
Feir, Donna; Lemieux, Thomas; Marmer, Vadim - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 2, pp. 185-196
Persistent link: https://www.econbiz.de/10011691270
Cover Image
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