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Specification tests of parametric dynamic conditional quantiles
Escanciano, Juan Carlos (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003806845
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Essays in asset pricing and financial econometrics
Skoulakis, Georgios - 2006
Persistent link: https://www.econbiz.de/10003908302
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Variable selection and functional form uncertainty in cross-country growth regressions
Salimans, Tim - 2011
Persistent link: https://www.econbiz.de/10008824707
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Specification tests of parametric dynamic conditional quantiles
Escanciano, Juan Carlos; Velasco, Carlos - In: Journal of econometrics 159 (2010) 1, pp. 209-221
Persistent link: https://www.econbiz.de/10008839927
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Correlation, regression, and cointegration of nonstationary economic time series
Johansen, Søren (contributor) - 2007
Persistent link: https://www.econbiz.de/10003571206
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A better measure of relative prediction accuracy for model selection and model estimation
Tofallis, Christopher - In: Journal of the Operational Research Society : OR 66 (2015) 8, pp. 1352-1362
Persistent link: https://www.econbiz.de/10011417204
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Oracle properties and finite sample inference of the adaptive lasso for time series regression models
Audrino, Francesco; Camponovo, Lorenzo - 2013
Persistent link: https://www.econbiz.de/10010245672
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Modelling Los Angeles water leaks using different measures of temperature
O'Leary, Daniel E. - In: Advances in business and management forecasting 11 (2016), pp. 187-207
Persistent link: https://www.econbiz.de/10011535575
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Dynamic misspecificaion in nonparametric cointegrating regression
Kasparis, Ioannis; Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003842064
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Optimal lag structure selection in VEC-Models
Winker, Peter; Maringer, Dietmar G. - In: New directions in macromodelling, (pp. 213-234). 2004
Persistent link: https://www.econbiz.de/10002717560