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Estimation
Statistical theory
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Diebold, Francis X.
12
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6
Watson, Mark W.
6
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5
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5
Hahn, Jinyong
5
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Yang, Lijian
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Anderson, Gordon
2
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Cybakov, Aleksandr B.
2
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Dueker, Michael
2
Feldmann, David
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Han, Xu
2
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6
NBER technical working paper series
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4
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4
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3
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3
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3
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2
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2
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ECONIS (ZBW)
175
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1
Assessing specification errors in stochastic discount factor models
Hansen, Lars Peter
;
Jagannathan, Ravi
-
1994
Persistent link: https://www.econbiz.de/10000883126
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2
Misspecification testing in systems of equations
Robertson, John C.
-
1992
Persistent link: https://www.econbiz.de/10000869556
Saved in:
3
Bayesian tests for single equation cointegration in the case of structural breaks
Lubrano, Michel
-
1992
Persistent link: https://www.econbiz.de/10000841556
Saved in:
4
Measures of fit for calibrated models
Watson, Mark W.
-
1991
Persistent link: https://www.econbiz.de/10000816610
Saved in:
5
Comparing predictive accuracy I : an asymptotic test
Diebold, Francis X.
;
Mariano, Roberto S.
-
1991
Persistent link: https://www.econbiz.de/10000824177
Saved in:
6
Putting things in order : patterns of trade dynamics and growth
Feenstra, Robert C.
;
Rose, Andrew
-
1997
Persistent link: https://www.econbiz.de/10000624016
Saved in:
7
Nonparametric tests of stochastic dominance in income distributions
Anderson, Gordon
-
1994
Persistent link: https://www.econbiz.de/10000141640
Saved in:
8
Non-stationarity in Garch models : a Bayesian analysis
Kleibergen, F.
;
Dijk, H. K. van
-
1993
Persistent link: https://www.econbiz.de/10000122423
Saved in:
9
Nonstationarity in GARCH models : a Bayesian analysis
Kleibergen, Frank
;
Dijk, Herman K. van
-
1993
Persistent link: https://www.econbiz.de/10000122477
Saved in:
10
Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.
;
Hahn, Jinyong
;
Tay, Anthony S.
-
1998
Persistent link: https://www.econbiz.de/10000682409
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