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Backtesting parametric value-at-risk with estimation risk
Escanciano, J. Carlos; Olmo, Jose - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 1, pp. 36-51
Persistent link: https://www.econbiz.de/10003992793
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Assessing sensitivity to unconfoundedness : estimation and inference
Masten, Matthew A.; Poirier, Alexandre; Zhang, Linqi - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10014448667
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Posterior average effects
Bonhomme, Stéphane; Weidner, Martin - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1849-1862
Persistent link: https://www.econbiz.de/10013540523
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Reconciling trends in U.S. male earnings volatility : results from survey and administrative data
Moffitt, Robert A.; Abowd, John M.; Bollinger, … - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 1, pp. 1-11
Persistent link: https://www.econbiz.de/10013540594
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Male earnings volatility in LEHD before, during, and after the Great Recession
McKinney, Kevin L.; Abowd, John M. - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 1, pp. 33-39
Persistent link: https://www.econbiz.de/10013540627
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The risk of a mortality catastrophe
Bauer, Daniel; Kramer, Florian - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 3, pp. 391-405
Persistent link: https://www.econbiz.de/10011691650
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On the choice of functional forms : summary of a Monte Carlo experiment
Gagné, Robert - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 1, pp. 118-124
Persistent link: https://www.econbiz.de/10001231012
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Analysis of patent data : a mixed-Poisson-regression-model approach
Wang, Peiming - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 1, pp. 27-41
Persistent link: https://www.econbiz.de/10001231057
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Semiparametric tests for double unit roots based on symmetric estimators
Shin, Dong-wan - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 1, pp. 67-73
Persistent link: https://www.econbiz.de/10001253386
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Empirical analysis of affine versus nonaffine variance specifications in jump-diffusion models for equity indices
Ignatieva, Ekaterina; Rodrigues, Paulo Jorge Maurício; … - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 1, pp. 68-75
Persistent link: https://www.econbiz.de/10011389699