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TENET : Tail-Event driven NETwork risk
Härdle, Wolfgang; Wang, Weining; Yu, Lining - In: Journal of econometrics 192 (2016) 2, pp. 499-513
Persistent link: https://www.econbiz.de/10011704738
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Adaptive estimation of the threshold point in threshold regression
Yu, Ping - In: Journal of econometrics 189 (2015) 1, pp. 83-100
Persistent link: https://www.econbiz.de/10011502494
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Inference after estimation of breaks
Andrews, Isaiah; Kitagawa, Toru; McCloskey, Adam - In: Journal of econometrics 224 (2021) 1, pp. 39-59
Persistent link: https://www.econbiz.de/10013275378
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Panel threshold models with interactive fixed effects
Miao, Ke; Li, Kunpeng; Su, Liangjun - In: Journal of econometrics 219 (2020) 1, pp. 137-170
Persistent link: https://www.econbiz.de/10012483198
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Threshold regression with endogeneity
Yu, Ping; Phillips, Peter C. B. - In: Journal of econometrics 203 (2018) 1, pp. 50-68
Persistent link: https://www.econbiz.de/10011974610
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Social threshold regression
Konstantinidi, Antri; Kourtellos, Andros; Sun, Yiguo - In: Journal of econometrics 235 (2023) 2, pp. 2057-2081
Persistent link: https://www.econbiz.de/10014471444
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Measuring cost efficiency in banking : econometric and linear programming evidence
Ferrier, Gary Donald - In: Journal of econometrics 46 (1990) 1, pp. 229-245
Persistent link: https://www.econbiz.de/10001163569
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Antitrust issues in international comparisons of market structure
Hirschberg, Joseph G.; Maasoumi, Esfandiar; Slottje, … - In: Journal of econometrics 113 (2003) 1, pp. 129-158
Persistent link: https://www.econbiz.de/10001739290
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Reinforced urn processes for credit risk models
Peluso, Stefano; Mira, Antonietta; Mulière, Pietro - In: Journal of econometrics 184 (2015) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10011326824
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On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.; Yılmaz, Kamil - In: Journal of econometrics 182 (2014) 1, pp. 119-134
Persistent link: https://www.econbiz.de/10010497110