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Confidence regions for entries of a large precision matrix
Chang, Jinyuan; Qiu, Yumou; Yao, Qiwei; Zou, Tao - In: Journal of econometrics 206 (2018) 1, pp. 57-82
Persistent link: https://www.econbiz.de/10012110361
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Likelihood inference in some finite mixture models
Chen, Xiaohong; Northwestern University / Department of … - In: Journal of econometrics 182 (2014) 1, pp. 87-99
Persistent link: https://www.econbiz.de/10010497117
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Model averaging estimation of generalized linear models with imputed covariates
Dardanoni, Valentino; De Luca, Giuseppe; Modica, Salvatore - In: Journal of econometrics 184 (2015) 2, pp. 452-463
Persistent link: https://www.econbiz.de/10011339273
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Weighted-average least squares estimation of generalized linear models
De Luca, Giuseppe; Magnus, Jan R.; Peracchi, Franco - In: Journal of econometrics 204 (2018) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10011974702
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Testing for time-invariant unobserved heterogeneity in generalized linear models for panel data
Bartolucci, Francesco; Belotti, Federico; Peracchi, Franco - In: Journal of econometrics 184 (2015) 1, pp. 111-123
Persistent link: https://www.econbiz.de/10011326807
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Simultaneous inference for time-varying models
Karmakar, Sayar; Richter, Stefan; Wu, Wei Biao - In: Journal of econometrics 227 (2022) 2, pp. 408-428
Persistent link: https://www.econbiz.de/10013442109
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Nonparametric tests for constant tail dependence with an application to energy and finance
Bücher, Axel; Jäschke, Stefan; Wied, Dominik - In: Journal of econometrics 187 (2015) 1, pp. 154-168
Persistent link: https://www.econbiz.de/10011498799
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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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Modeling multivariate extreme events using self-exciting point processes
Grothe, Oliver; Korniichuk, Volodymyr; Manner, Hans - In: Journal of econometrics 182 (2014) 2, pp. 269-289
Persistent link: https://www.econbiz.de/10010497083
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Time-varying jump tails
Bollerslev, Tim; Todorov, Viktor - In: Journal of econometrics 183 (2014) 2, pp. 168-180
Persistent link: https://www.econbiz.de/10010506069