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Writing a useful empirical journal article

King, Andrew A. - In: Journal of management scientific reports : JOMSR 1 (2023) 3/4, pp. 206-228

Persistent link: https://www.econbiz.de/10014577939

Focused information criterion for locally misspecified vector autoregressive models

Lohmeyer, Jan; Palm, Franz C.; Reuvers, Hanno; Urbain, … - In: Econometric reviews 38 (2019) 7, pp. 763-792

Persistent link: https://www.econbiz.de/10012181357

How to Improve the model selection procedure in a stress-testing framework

Panoš, Jiří; Polák, Petr - 2019

Persistent link: https://www.econbiz.de/10012197060

Modeling the cross-section of stock returns using sensible models in a model pool

Chiang, I-Hsuan Ethan; Liao, Yin; Zhou, Qing - In: Journal of empirical finance 60 (2021), pp. 56-73

Persistent link: https://www.econbiz.de/10012692977

Model uncertainty and selection of risk models for left-truncated and right-censored loss data

Zhao, Qian; Upretee, Sahadeb; Yu, Daoping - In: Risks : open access journal 11 (2023) 11, pp. 1-17

Insurance loss data are usually in the form of left-truncation and right-censoring due to deductibles and policy limits, respectively. This paper investigates the model uncertainty and selection procedure when various parametric models are constructed to accommodate such left-truncated and...

Persistent link: https://www.econbiz.de/10014435618