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Expected Shortfall Estimation...
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74
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10
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7
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4
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Consistent and non-degenerate model specification tests against smooth transition and neural network alternatives
Hill, Jonathan B.
- In:
Annales d'économie et de statistique
90
(
2008
),
pp. 145-179
Persistent link: https://www.econbiz.de/10003910527
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2
On tail index estimation for dependent, heterogeneous data
Hill, Jonathan B.
- In:
Econometric theory
26
(
2010
)
5
,
pp. 1398-1436
Persistent link: https://www.econbiz.de/10008662664
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3
Efficient tests of long-run causation in trivariate VAR processes with a rolling window study of the money - income relationship
Hill, Jonathan B.
- In:
Journal of applied econometrics
22
(
2007
)
4
,
pp. 747-765
Persistent link: https://www.econbiz.de/10003550493
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4
Tail and nontail memory with applications to extreme value and robust statistics
Hill, Jonathan B.
- In:
Econometric theory
27
(
2011
)
4
,
pp. 844-884
Persistent link: https://www.econbiz.de/10009311730
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5
Expected shortfall estimation and Gaussian inference for infinite variance time series
Hill, Jonathan B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10010519664
Saved in:
6
Consistent GMM residuals-based tests of functional form
Hill, Jonathan B.
- In:
Econometric reviews
32
(
2013
)
1/4
,
pp. 361-383
Persistent link: https://www.econbiz.de/10009717788
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7
Stochastically weighted average conditional moment tests of functional form
Hill, Jonathan B.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
2
,
pp. 121-139
Persistent link: https://www.econbiz.de/10009739664
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8
Weak-identification robust wild bootstrap applied to a consistent model specification test
Hill, Jonathan B.
- In:
Econometric theory
37
(
2021
)
3
,
pp. 409-463
Persistent link: https://www.econbiz.de/10012593442
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9
Stochastically weighted average conditional moment tests of functional form
Hill, Jonathan B.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
2
,
pp. 121-139
Persistent link: https://www.econbiz.de/10010118268
Saved in:
10
Institutions and growth volatility
Anbarcı, Nejat
;
Hill, Jonathan B.
;
Kirmanoğlu, Hasan
- In:
Economic papers : a journal of applied economics and policy
30
(
2011
)
2
,
pp. 233-252
Persistent link: https://www.econbiz.de/10009157929
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