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Bootstrapping factor-augmented regression models
Gonçalves, Sílvia; Perron, Benoit - In: Journal of econometrics 182 (2014) 1, pp. 156-173
Persistent link: https://www.econbiz.de/10010497094
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Encompassing tests for nonparametric regressions
Lapenta, Elia; Lavergne, Pascal - 2022
Persistent link: https://www.econbiz.de/10013202867
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Measuring granger causality in quantiles
Song, Xiaojun; Taamouti, Abderrahim - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 4, pp. 937-952
Persistent link: https://www.econbiz.de/10012653205
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The effects of self-assessed health : dealing with and understanding misclassification bias
Chen, Linkun; Clarke, Philip M.; Petrie, Dennis J.; … - In: Journal of health economics 78 (2021), pp. 1-39
Persistent link: https://www.econbiz.de/10013256286
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Risk-parameter estimation in volatility models
Francq, Christian; Zakoïan, Jean-Michel - In: Journal of econometrics 184 (2015) 1, pp. 158-173
Persistent link: https://www.econbiz.de/10011326796
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Risk measures in a quantile regression credibility framework with Fama/French data applications
Pitselis, Georgios - In: Insurance / Mathematics & economics 74 (2017), pp. 122-134
Persistent link: https://www.econbiz.de/10011712415
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On extreme perception bias
Molina, Imelda; Aguilar, Emerico; Puzon, Klarizze Anne … - 2019
This preliminary note investigates perception bias: To what extent do individual opinions confound reality? We estimate … smartphone ownership, bootstrapped quantile regression models show that perception bias is associated with age …
Persistent link: https://www.econbiz.de/10012288913
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On extreme perception bias
Molina, Imelda Revilla; Aguilar, Emerico Habacon; … - In: DLSU business & economics review 29 (2020) 2, pp. 81-92
Persistent link: https://www.econbiz.de/10013465871
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Two-step risk analysis in insurance ratemaking
Kang, Seul Ki; Peng, Liang; Golub, Andrew - In: Scandinavian actuarial journal 2021 (2021) 6, pp. 532-542
Persistent link: https://www.econbiz.de/10012588357
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Conditional Value-at-Risk : semiparametric estimation and inference
Wang, Chuan-Sheng; Zhao, Zhibiao - In: Journal of econometrics 195 (2016) 1, pp. 86-103
Persistent link: https://www.econbiz.de/10011705234