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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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Bayesian semiparametric modeling of realized covariance matrices
Jin, Xin; Maheu, John M. - In: Journal of econometrics 192 (2016) 1, pp. 19-39
Persistent link: https://www.econbiz.de/10011610652
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Infinite Markov pooling of predictive distributions
Jin, Xin; Maheu, John M.; Yang, Qiao - In: Journal of econometrics 228 (2022) 2, pp. 302-321
Persistent link: https://www.econbiz.de/10013441752
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On the robustness of location estimators in models of firm growth under heavy-tailedness
Ibragimov, Rustam Ju. - In: Journal of econometrics 181 (2014) 1, pp. 25-33
Persistent link: https://www.econbiz.de/10010473439
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Nonparametric filtering of conditional state-price densities
Dalderop, Jeroen - In: Journal of econometrics 214 (2020) 2, pp. 295-325
Persistent link: https://www.econbiz.de/10012438391
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Importance sampling from posterior distributions using copula-like approximations
Dellaportas, Petros; Tsionas, Efthymios G. - In: Journal of econometrics 210 (2019) 1, pp. 45-57
Persistent link: https://www.econbiz.de/10012303370
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Testing for structural stability in the whole sample
Hidalgo, Javier; Seo, Myung Hwan - In: Journal of econometrics 175 (2013) 2, pp. 84-93
Persistent link: https://www.econbiz.de/10009764423
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Tests for m-dependence based on sample splitting methods
Moon, Seongman; Velasco, Carlos - In: Journal of econometrics 173 (2013) 2, pp. 143-159
Persistent link: https://www.econbiz.de/10009711713
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Generalized method of moments (GMM) based inference with stratified samples when the aggregate shares are known
Tripathi, Gautam - In: Journal of econometrics 165 (2011) 2, pp. 258-265
Persistent link: https://www.econbiz.de/10009409630
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Bayesian inference in a sample selection model
Hasselt, Martijn van - In: Journal of econometrics 165 (2011) 2, pp. 221-232
Persistent link: https://www.econbiz.de/10009409667