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Results 31-40 of 322.
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2015
A note on the asymptotic normality of the kernel deconvolution density estimator with logarithmic chi-square noise
Zu, Yang
2017
Consistency of trend break point estimator with underspecified break number
Yang, Jingjing
2019
A semi-parametric approach to the Oaxaca-Blinder decomposition with continuous group variable and self-selection
Rios-Avila, Fernando
2019
Panel data estimation for correlated random coefficients models
Hsiao, Cheng
;
Li, Qi
;
Liang, Zhongwen
;
Xie, Wei
2017
Non-causality due to included variables
Triacca, Umberto
2017
Bayesian analysis of bubbles in asset prices
Fulop, Andras
;
Yu, Jun
2017
Synthetic control and inference
Hahn, Jinyong
;
Shi, Ruoyao
2016
Return and risk of pairs trading using a simulation-based Bayesian procedure for predicting stable ratios of stock prices
Ardia, David
;
Gatarek, Lukasz T.
;
Hoogerheide, Lennart
;
van Dijk, Herman K.
2015
Forecasting interest rates using geostatistical techniques
Arbia, Giuseppe
;
Di Marcantonio, Michele
2018
Top incomes, heavy tails, and rank-size regressions
Schluter, Christian
Author
6
Judge, George
6
McAleer, Michael
5
Triacca, Umberto
4
Doornik, Jurgen A.
4
Hall, Stephen G.
4
Johansen, Søren
4
Nielsen, Bent
4
Paolella, Marc S.
4
Tavlas, George S.
4
Vera-Valdés, J. Eduardo
.
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13
Volume 1, 2013
12
Volume 2, 2014
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Volume 3, 2015
47
Volume 4, 2016
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Volume 5, 2017
34
Volume 6, 2018
49
Volume 7, 2019
42
Volume 8, 2020
45
Volume 9, 2021