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Mixture models of choice under risk
Conte, Anna; Hey, John Denis; Moffatt, Peter G. - In: Journal of econometrics 162 (2011) 1, pp. 79-88
Persistent link: https://www.econbiz.de/10009270700
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Bayesian analysis of boundary and nearboundary evidence in econometric models with reduced rank
Basturk, Nalan; Hoogerheide, Lennart; Dijk, Herman K. van - 2017
Persistent link: https://www.econbiz.de/10011708511
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Regression discontinuity inference with specification error
Lee, David S.; Card, David E. - In: Journal of econometrics 142 (2008) 2, pp. 655-674
Persistent link: https://www.econbiz.de/10003645622
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Bayesian model averaging and exchange rate forecasts
Wright, Jonathan H. - In: Journal of econometrics 146 (2008) 2, pp. 329-341
Persistent link: https://www.econbiz.de/10003782994
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Econometric estimation in long-range dependent volatility models : theory and practice
Casas, Isabel; Gao, Jiti - In: Journal of econometrics 147 (2008) 1, pp. 72-83
Persistent link: https://www.econbiz.de/10003783786
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Specification testing in discretized diffusion models : theory and practice
Gao, Jiti; Casas, Isabel - In: Journal of econometrics 147 (2008) 1, pp. 131-140
Persistent link: https://www.econbiz.de/10003783793
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Model uncertainty and policy evaluation : some theory and empirics
Brock, William A.; Durlauf, Steven N.; West, Kenneth D. - In: Journal of econometrics 136 (2007) 2, pp. 629-664
Persistent link: https://www.econbiz.de/10003412687
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Real-time inflation forecasting in a changing world
Groen, Jan J. J.; Paap, Richard; Ravazzolo, Francesco - 2010
Persistent link: https://www.econbiz.de/10003920144
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Non-negativity conditions for the hyperbolic GARCH model
Conrad, Christian - In: Journal of econometrics 157 (2010) 2, pp. 441-457
Persistent link: https://www.econbiz.de/10008662982
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A comparison of two model averaging techniques with an application to growth empirics
Magnus, Jan R.; Powell, Owen; Prüfer, Patricia - In: Journal of econometrics 154 (2010) 2, pp. 139-153
Persistent link: https://www.econbiz.de/10003940088