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Improving robust model selection tests for dynamic models
Choi, Hwan-sik; Kiefer, Nicholas Maximilian - In: The econometrics journal 13 (2010) 2, pp. 177-204
Persistent link: https://www.econbiz.de/10003978505
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Robust nonnested testing and the demand for money
Choi, Hwan-Sik; Kiefer, Nicholas Maximilian - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 1, pp. 9-17
Persistent link: https://www.econbiz.de/10003625184
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Software evaluation : EasyReg International
Choi, Hwan-sik; Kiefer, Nicholas Maximilian - In: International journal of forecasting 21 (2005) 3, pp. 609-616
Persistent link: https://www.econbiz.de/10003006369
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Development and validation of credit scoring models
Glennon, Dennis C.; Kiefer, Nicholas Maximilian; … - In: The journal of credit risk : published quarterly by … 4 (2008/09) 3, pp. 41-101
Persistent link: https://www.econbiz.de/10003782250
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Information theory for maximum likelihood estimation of diffusion models
Choi, Hwan-sik - In: Journal of econometrics 191 (2016) 1, pp. 110-128
Persistent link: https://www.econbiz.de/10011594645
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An asymptotic analysis of likelihood-based diffusion model selection using high frequency data
Choi, Hwan-sik; Jeong, Minsoo; Park, Joon Y. - In: Journal of econometrics 178 (2014) 1, pp. 539-557
Persistent link: https://www.econbiz.de/10010256867
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The credit card debt puzzle and noncognitive ability
Choi, Hwan-sik; Laschever, Ron A.; Sokolov, Vladimir - In: Review of finance : journal of the European Finance … 22 (2018) 6, pp. 2109-2137
Persistent link: https://www.econbiz.de/10012122545
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Annual default rates are probably less than long-run average annual default rates
Kiefer, Nicholas Maximilian - In: The journal of fixed income 18 (2008/09) 2, pp. 85-87
Persistent link: https://www.econbiz.de/10003777628
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Default estimation and expert information
Kiefer, Nicholas Maximilian - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 2, pp. 320-328
Persistent link: https://www.econbiz.de/10008736216
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Default estimation, correlated defaults, and expert information
Kiefer, Nicholas M. - In: Journal of applied econometrics 26 (2011) 2, pp. 173-192
Persistent link: https://www.econbiz.de/10008936922