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Reproducibility and transparency versus privacy and confidentiality : reflections from a data editor
Vilhuber, Lars - In: Journal of econometrics 235 (2023) 2, pp. 2285-2294
Persistent link: https://www.econbiz.de/10014471456
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Generalized reduced rank tests using the singular value decomposition
Kleibergen, Frank; Paap, Richard - In: Journal of econometrics 133 (2006) 1, pp. 97-126
Persistent link: https://www.econbiz.de/10003354557
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The effect of microaggregation by individual ranking on the estimation of moments
Schmid, Matthias; Schneeweiß, Hans - In: Journal of econometrics 153 (2009) 2, pp. 174-182
Persistent link: https://www.econbiz.de/10003920296
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Local rank tests in a multivariate nonparametric relationship
Fortuna, Natércia - In: Journal of econometrics 142 (2008) 1, pp. 162-182
Persistent link: https://www.econbiz.de/10003608151
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Generalized R-estimators under conditional heteroscedasticity
Mukherjee, Kanchan - In: Journal of econometrics 141 (2007) 2, pp. 383-415
Persistent link: https://www.econbiz.de/10003571300
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Determining the cointegrating rank in nonstationary frational system by the exact local Whittle approach
Nielsen, Morten Ørregaard; Shimotsu, Katsumi - In: Journal of econometrics 141 (2007) 2, pp. 574-596
Persistent link: https://www.econbiz.de/10003571326
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Data-based ranking of realised volatility estimators
Patton, Andrew J. - In: Journal of econometrics 161 (2011) 2, pp. 284-303
Persistent link: https://www.econbiz.de/10009242129
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Rank tests for short memory stationarity
Pelagatti, Matteo M.; Sen, Pranab K. - In: Journal of econometrics 172 (2013) 1, pp. 90-105
Persistent link: https://www.econbiz.de/10009702307
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A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables
Swensen, Anders Rygh - In: Journal of econometrics 165 (2011) 2, pp. 152-162
Persistent link: https://www.econbiz.de/10009409699
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On loss functions and ranking forecasting performances of multivariate volatility models
Laurent, Sébastien; Rombouts, Jeroen V. K.; Violante, … - In: Journal of econometrics 173 (2013) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10009719647