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Monte Carlo tests with nuisance parameters : a general approach to finite-sample inference and nonstandard asymptotics
Dufour, Jean-Marie - In: Journal of econometrics 133 (2006) 2, pp. 443-477
Persistent link: https://www.econbiz.de/10003359541
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A zero-inflated ordered probit model, with an application to modelling tabacco consumption
Harris, Mark N.; Zhao, Xueyan - In: Journal of econometrics 141 (2007) 2, pp. 1073-1099
Persistent link: https://www.econbiz.de/10003571399
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A two-stage realized volatility approach to estimation of diffusion processes with discrete data
Phillips, Peter C. B.; Yu, Jun - In: Journal of econometrics 150 (2009) 2, pp. 139-150
Persistent link: https://www.econbiz.de/10003858462
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Optimal prediction in loglinear models
VanGarderen, Kees Jan - In: Journal of econometrics 104 (2001) 1, pp. 119-140
Persistent link: https://www.econbiz.de/10001589530
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An explainable attention network for fraud detection in claims management
Farbmacher, Helmut; Löw, Leander; Spindler, Martin - In: Journal of econometrics 228 (2022) 2, pp. 244-258
Persistent link: https://www.econbiz.de/10013441746
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Markov-switching and the Beveridge-Nelson decomposition : has US output persistence changed since 1984?
Kim, Chang-jin - In: Journal of econometrics 146 (2008) 2, pp. 227-240
Persistent link: https://www.econbiz.de/10003782913
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High dimensional covariance matrix estimation using a factor model
Fan, Jianqing; Fan, Yingying; Lv, Jinchi - In: Journal of econometrics 147 (2008) 1, pp. 186-197
Persistent link: https://www.econbiz.de/10003783799
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A long-run pure variance common features model for the common volatilities of the Dow Jones
Engle, Robert F.; Marcucci, Juri - In: Journal of econometrics 132 (2006) 1, pp. 7-42
Persistent link: https://www.econbiz.de/10003320235
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Non-causality in bivariate binary time series
Mosconi, Rocco; Seri, Raffaello - In: Journal of econometrics 132 (2006) 2, pp. 379-407
Persistent link: https://www.econbiz.de/10003348760
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Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity
Seo, Byeongseon - In: Journal of econometrics 137 (2007) 1, pp. 68-111
Persistent link: https://www.econbiz.de/10003425505