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A simple way of computing the inverse moments of a non-central chi-square random variable
Xie, Wen Zhi - In: Journal of econometrics 37 (1988) 3, pp. 389-393
Persistent link: https://www.econbiz.de/10003712704
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A consistent bootstrap test for conditional density functions with time-series data
Li, Fuchun; Tkacz, Greg - In: Journal of econometrics 133 (2006) 2, pp. 863-886
Persistent link: https://www.econbiz.de/10003359660
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Editors' introduction: Heavy tails and stable Paretian distributions in econometrics
Dufour, Jean-Marie; Kurz-Kim, Jeong-Ryeol - In: Journal of econometrics 181 (2014) 1, pp. 1-2
Persistent link: https://www.econbiz.de/10010473459
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Bayesian modeling of joint and conditional distributions
Norets, Andriy; Pelenis, Justinas - In: Journal of econometrics 168 (2012) 2, pp. 332-346
Persistent link: https://www.econbiz.de/10009612730
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Explicit form of approximate transition probability density functions of diffusion processes
Choi, Seungmoon - In: Journal of econometrics 187 (2015) 1, pp. 57-73
Persistent link: https://www.econbiz.de/10011498739
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Valid inference for treatment effect parameters under irregular identification and many extreme propensity scores
Heiler, Phillip; Kazak, Ekaterina - In: Journal of econometrics 222 (2021) 2, pp. 1083-1108
Persistent link: https://www.econbiz.de/10012619820
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Flexible multivariate Hill estimators
Dominicy, Yves; Heikkilä, Matias; Ilmonen, Pauliina; … - In: Journal of econometrics 217 (2020) 2, pp. 398-410
Persistent link: https://www.econbiz.de/10012482779
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Comparing distributions by multiple testing across quantiles or CDF values
Goldman, Matt; Kaplan, David M. - In: Journal of econometrics 206 (2018) 1, pp. 143-166
Persistent link: https://www.econbiz.de/10012110372
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Estimation and inference about tail features with tail censored data
Wang, Yulong; Xiao, Zhijie - In: Journal of econometrics 230 (2022) 2, pp. 363-387
Persistent link: https://www.econbiz.de/10013463894
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PELVE : probability equivalent level of VaR and ES
Li, Hengxin; Wang, Ruodu - In: Journal of econometrics 234 (2023) 1, pp. 353-370
Persistent link: https://www.econbiz.de/10014364915