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A WARP-SPEED METHOD FOR CONDUC...
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A multivariate heavy-tailed distribution for arch/garch residuals
Politis, Dimitris N.
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2006
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The relationship between DSGE and VAR models
Giacomini, Raffaella
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VAR models in macroeconomics - new developments and …
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2013
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Testing Conditional Predictive Ability
Giacomini, Raffaella
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The Oxford handbook of economic forecasting
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2012
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Resampling and subsampling for financial time series
Paparoditis, Efstathios
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Politis, Dimitris N.
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Handbook of financial time series
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(pp. 983-999)
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2009
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Approximate nonlinear forecasting methods
White, Halbert
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2006
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Forecasting in macroeconomics
Giacomini, Raffaella
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Rossi, Barbara
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Handbook of research methods and applications in …
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(pp. 381-407)
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2013
Persistent link: https://www.econbiz.de/10010206759
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Testing the equality of two positive-definite matrices with application to information matrix testing
Cho, Jin Seo
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White, Halbert
- In:
Essays in honor of Peter C. B. Phillips
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(pp. 491-556)
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2014
Persistent link: https://www.econbiz.de/10010442843
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Estimation, inference, and specification testing for possibly misspecified quantile regression
Kim, Tae-hwan
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White, Halbert
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Maximum likelihood estimation of misspecified models : …
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2003
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Retrospective estimation of causal effects through time
White, Halbert
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Kennedy, Pauline
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The methodology and practice of econometrics : a …
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2009
Persistent link: https://www.econbiz.de/10003857834
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Conditional independence specification testing for dependent processes with local polynomial quantile regression
Su, Liangjun
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White, Halbert
- In:
Essays in honor of Jerry Hausman
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(pp. 355-434)
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2012
Persistent link: https://www.econbiz.de/10009709133
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