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Stochastic approach to computation of purchasing power parities in the International Comparison Program (ICP)
Prasada Rao, D. S.; Hajargasht, Gholamreza - In: Journal of econometrics 191 (2016) 2, pp. 414-425
Persistent link: https://www.econbiz.de/10011610631
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Testing continuity of a density via g-order statistics in the regression discontinuity design
Bugni, Federico A.; Canay, Ivan A. - In: Journal of econometrics 221 (2021) 1, pp. 138-159
Persistent link: https://www.econbiz.de/10012618809
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Variable selection and functional form uncertainty in cross-country growth regressions
Salimans, Tim - In: Journal of econometrics 171 (2012) 2, pp. 267-280
Persistent link: https://www.econbiz.de/10009691146
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Annals issue in honor of George Tiao : statistical learning for dependent data
Chen, Rong (ed.); Tsay, Ruey S. (ed.);  … - 2020
Persistent link: https://www.econbiz.de/10012439725
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Annals of econometrics: forecasting and empirical methods in finance and macroeconomics
Diebold, Francis X. (contributor);  … - 2001
Persistent link: https://www.econbiz.de/10001617180
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Studying co-movements in large multivariate data prior to multivariate modelling
Cubadda, Gianluca; Hecq, Alain W. J.; Palm, Franz C. - In: Journal of econometrics 148 (2009) 1, pp. 25-35
Persistent link: https://www.econbiz.de/10003813089
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Inference for local distributions at high sampling frequencies : a bootstrap approach
Hounyo, Ulrich; Varneskov, Rasmus Tangsgaard - In: Journal of econometrics 215 (2020) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10012439150
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Stochastic tail index model for high frequency financial data with Bayesian analysis
Mao, Guangyu; Zhang, Zhengjun - In: Journal of econometrics 205 (2018) 2, pp. 470-487
Persistent link: https://www.econbiz.de/10012110325
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Nonparametric tests for conditional symmetry
Delgado, Miguel A.; Song, Xiaojun - In: Journal of econometrics 206 (2018) 2, pp. 447-471
Persistent link: https://www.econbiz.de/10012110404
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Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models
Yang, Yaxing; Ling, Shiqing - In: Journal of econometrics 197 (2017) 2, pp. 368-381
Persistent link: https://www.econbiz.de/10011818364