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~isPartOf:"Journal of econometrics"
~person:"Amado, Cristina"
~person:"Babii, Andrii"
~subject:"Estimation"
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Amado, Cristina
Babii, Andrii
Koop, Gary
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Aït-Sahalia, Yacine
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Journal of econometrics
Department of Economics discussion paper series / University of Oxford
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Modelling volatility by variance decomposition
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of econometrics
175
(
2013
)
2
,
pp. 142-153
Persistent link: https://www.econbiz.de/10009764416
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Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
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