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Semiparametric estimation and model selection for conditional mixture copula models

Liu, Guannan; Long, Wei; Yang, Bingduo; Cai, Zongwu - 2021

Persistent link: https://www.econbiz.de/10012425393

Testing predictability of stock returns under possible bubbles

Yang, Bingduo; Long, Wei; Yang, Zihui - In: Journal of empirical finance 68 (2022), pp. 246-260

Persistent link: https://www.econbiz.de/10013464495

Nonparametric Knn estimation with monotone constraints

Li, Zheng; Liu, Guannan; Li, Qi - In: Econometric reviews 36 (2017) 6/9, pp. 988-1006

Persistent link: https://www.econbiz.de/10011795554

An empirical analysis of CO 2 emission in Pakistan using EKC hypothesis

Ahmed, Khalid; Long, Wei - In: Journal of international trade law and policy : JITLP 12 (2013) 2, pp. 188-200

Persistent link: https://www.econbiz.de/10010258985

Estimating average treatment effect by model averaging

Gao, Yichen; Long, Wei; Wang, Zhengwei - In: Economics letters 135 (2015), pp. 42-45

Persistent link: https://www.econbiz.de/10011434842

Testing error serial correlation in fixed effects nonparametric panel data models

Green, Carl; Long, Wei; Hsiao, Cheng - In: Journal of econometrics 188 (2015) 2, pp. 466-473

Persistent link: https://www.econbiz.de/10011503631

A semiparametric conditional capital asset pricing model

Cai, Zongwu; Ren, Yu; Yang, Bingduo - In: Journal of banking & finance 61 (2015), pp. 117-126

Persistent link: https://www.econbiz.de/10011545159

Nonlinear time series analysis with applications to foreign exchange rate volatility : with 29 tables

Hafner, Christian M. - 1998

Persistent link: https://www.econbiz.de/10000965598

Kernel estimation of financial time series

Hafner, Christian M. - In: Quantitative Verfahren im Finanzmarktbereich, (pp. 223-239). 1996

Persistent link: https://www.econbiz.de/10001319158

Flexible stochastic volatility structures for high frequency financial data

Feldmann, David; Härdle, Wolfgang; Hafner, Christian M.; … - 1998

Stochastic Volatility (SV) models are widely used in financial applications. To decide whether standard parametric restrictions are justified for a given dataset, a statistical test is required. In this paper, we develop such a test based on the linear state space representation. We provide a...

Persistent link: https://www.econbiz.de/10009578026