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Phillips, Peter C. B.
39
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17
Yu, Jun
17
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16
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16
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16
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9
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Journal of econometrics
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1,850
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1,844
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1,821
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1,785
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1
Asset splitting
algorithm
for ultrahigh dimensional portfolio selection and its theoretical property
Cai, Zhanrui
;
Li, Changcheng
;
Wen, Jiawei
;
Yang, Songshan
- In:
Journal of econometrics
239
(
2024
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10015074497
Saved in:
2
Testing for prospect and Markowitz stochastic dominance efficiency
Arvanitis, Stelios
;
Topaloglou, Nikolas
- In:
Journal of econometrics
198
(
2017
)
2
,
pp. 253-270
Persistent link: https://www.econbiz.de/10011818790
Saved in:
3
Estimation and inference by stochastic optimization
Forneron, Jean-Jacques
- In:
Journal of econometrics
238
(
2024
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10015073939
Saved in:
4
Is econometrics useful for private policy making? : a case study of replacement policy at an auto rental company
Cho, Sung-jin
;
Rust, John
- In:
Journal of econometrics
145
(
2008
)
1/2
,
pp. 243-257
Persistent link: https://www.econbiz.de/10003776472
Saved in:
5
Semiparametric identification and heterogeneity in discrete choice dynamic programming models
Taber, Christopher
- In:
Journal of econometrics
96
(
2000
)
2
,
pp. 201-229
Persistent link: https://www.econbiz.de/10001468762
Saved in:
6
Quasi-rational expectations, an alternative to fully rational expectations : an application to US beef cattle supply
Nerlove, Marc L.
- In:
Journal of econometrics
83
(
1998
)
1
,
pp. 129-161
Persistent link: https://www.econbiz.de/10001336950
Saved in:
7
A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
Hoogerheide, Lennart
;
Opschoor, Anne
;
Dijk, Herman K. van
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 101-120
Persistent link: https://www.econbiz.de/10009691174
Saved in:
8
Sequentially adaptive Bayesian learning algorithms for inference and optimization
Geweke, John
;
Durham, Garland
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 4-25
Persistent link: https://www.econbiz.de/10012303357
Saved in:
9
Testing for multivariate volatility functions using minimum volume sets and inverse regression
Polonik, Wolfgang
;
Yao, Qiwei
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 151-162
Persistent link: https://www.econbiz.de/10003783795
Saved in:
10
Nonstationary discrete choice
Hu, Ling
;
Phillips, Peter C. B.
- In:
Journal of econometrics
120
(
2004
)
1
,
pp. 103-138
Persistent link: https://www.econbiz.de/10001998884
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