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Backtesting the evaluation of Value-at-Risk methods for exchange rates
Mrkvička, Tomáš; Krásnická, Martina; Friebel, Ludvík - In: Studies in economics and finance 40 (2023) 1, pp. 175-191
Persistent link: https://www.econbiz.de/10013503890
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Nonparametric estimation of conditional CDF and quantile functions with mixed categorical and continuous data
Li, Qi; Racine, Jeffrey - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 4, pp. 423-434
Persistent link: https://www.econbiz.de/10003772273
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Local partitioned regression
Christopeit, Norbert; Hoderlein, Stefan G. N. - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 3, pp. 787-818
Persistent link: https://www.econbiz.de/10003329591
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A versatile and robust metric entropy test of time-reversibility, and other hypotheses
Racine, Jeffrey; Maasoumi, Esfandiar - In: Journal of econometrics 138 (2007) 2, pp. 547-567
Persistent link: https://www.econbiz.de/10003464306
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Local multiplicative bias correction for asymmetric kernel density estimators
Hagmann, Matthias; Scaillet, Olivier - In: Journal of econometrics 141 (2007) 1, pp. 213-249
Persistent link: https://www.econbiz.de/10003571280
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Specification testing for regression models with dependent data
Hidalgo, Javier - In: Journal of econometrics 143 (2008) 1, pp. 143-165
Persistent link: https://www.econbiz.de/10003722596
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Chaotic monetary dynamics with confidence
Serletis, Apostolos; Shintani, Mototsugu - In: Journal of macroeconomics 28 (2006) 1, pp. 228-252
Persistent link: https://www.econbiz.de/10003291170
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An approach to nonparametric smoothing techniques for regressions with discrete data
Mukhopadhyay, Kajal; Marsh, Lawrence C. - In: Applied economics 38 (2006) 3, pp. 301-305
Persistent link: https://www.econbiz.de/10003295036
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Twicing kernels and a small bias property of semiparametric estimators
Newey, Whitney K.; Hsieh, Fushing; Robins, James M. - In: Econometrica : journal of the Econometric Society, an … 72 (2004) 3, pp. 947-962
Persistent link: https://www.econbiz.de/10002095870
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A nonparametric random effects estimator
Henderson, Daniel J.; Ullah, Aman - In: Economics letters 88 (2005) 3, pp. 403-407
Persistent link: https://www.econbiz.de/10003035733