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A general semiparametric approach to inference with marker-dependent hazard rate models
Berg, Gerard J. van den; Janys, Lena; Mammen, Enno; … - In: Journal of econometrics 221 (2021) 1, pp. 43-67
Persistent link: https://www.econbiz.de/10012618795
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Modeling heaped duration data : an application to neonatal mortality
Arulampalam, Wiji; Corradi, Valentina; Gutknecht, Daniel - In: Journal of econometrics 200 (2017) 2, pp. 363-377
Persistent link: https://www.econbiz.de/10011917269
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A flexible semiparametric forecasting model for time series
Li, Degui; Linton, Oliver; Lu, Zu-di - In: Journal of econometrics 187 (2015) 1, pp. 345-357
Persistent link: https://www.econbiz.de/10011499465
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Bayesian MIDAS penalized regressions : estimation, selection, and prediction
Mogliani, Matteo; Simoni, Anna - In: Journal of econometrics 222 (2021) 1,3, pp. 833-860
Persistent link: https://www.econbiz.de/10012619795
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Boosting high dimensional predictive regressions with time varying parameters
Yousuf, Kashif; Ng, Serena - In: Journal of econometrics 224 (2021) 1, pp. 60-87
Persistent link: https://www.econbiz.de/10013275363
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Exploiting the errors : a simple approach for improved volatility forecasting
Bollerslev, Tim; Patton, Andrew J.; Quaedvlieg, Rogier - In: Journal of econometrics 192 (2016) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10011610646
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Estimation and forecasting in vector autoregressive moving average models for rich datasets
Dias, Gustavo Fruet; Kapetanios, George - In: Journal of econometrics 202 (2018) 1, pp. 75-91
Persistent link: https://www.econbiz.de/10011974554
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We modeled long memory with just one lag!
Bauwens, Luc; Chevillon, Guillaume; Laurent, Sébastien - In: Journal of econometrics 236 (2023) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
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Inference and forecasting for continuous-time integer-valued trawl processes
Bennedsen, Mikkel; Lunde, Asger; Shephard, Neil G.; … - In: Journal of econometrics 236 (2023) 2, pp. 1-21
Persistent link: https://www.econbiz.de/10014365470
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Predictive quantile regression with mixed roots and increasing dimensions : the ALQR approach
Fan, Rui; Lee, Ji Hyung; Shin, Youngki - In: Journal of econometrics 237 (2023) 2,3, pp. 1-19
Persistent link: https://www.econbiz.de/10014471819