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Less is more : increasing retirement gains by using an upside terminal wealth constraint

Donnelly, Catherine; Gerrard, Russell; Guillén, Montserrat - In: Insurance / Mathematics & economics 64 (2015), pp. 259-267

Persistent link: https://www.econbiz.de/10011398052

Testing stochastic dominance with many conditioning variables

Linton, Oliver; Seo, Myung Hwan; Whang, Yoon-jae - 2020

Persistent link: https://www.econbiz.de/10012793096

Additive nonparametric models with time variable and both stationary and nonstationary regressors

Dong, Chaohua; Linton, Oliver - In: Journal of econometrics 207 (2018) 1, pp. 212-236

Persistent link: https://www.econbiz.de/10012116290

Additive nonparametric models with time variable and both stationary and nonstationary regressions

Dong, Chaohua; Linton, Oliver - 2017

This paper considers nonparametric additive models that have a deterministic time trend and both stationary and integrated variables as components. The diverse nature of the regressors caters for applications in a variety of settings. In addition, we extend the analysis to allow the stationary...

Persistent link: https://www.econbiz.de/10011775349