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type_genre:"Working Paper"
type_genre:"Mehrbändiges Werk"
~isPartOf:"Working papers / Universitat Pompeu Fabra, Department of Economics and Business"
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1
Robust inference for non-Gaussian SVAR models
Hoesch, Lukas
;
Lee, Adam
;
Mesters, Geert
-
2022
Persistent link: https://www.econbiz.de/10014226606
Saved in:
2
Uniform and distribution-free inference with general autoregressive processes
Magdalinos, Tassos
;
Petrova, Katerina
-
2022
Persistent link: https://www.econbiz.de/10013365457
Saved in:
3
Robust non-Gaussian inference for linear simultaneous equations models
Lee, Adam
;
Mesters, Geert
-
2021
Persistent link: https://www.econbiz.de/10012806301
Saved in:
4
Random utility models with ordered types and domains
Apesteguia, Jose
;
Ballester, Miguel A.
-
2020
Persistent link: https://www.econbiz.de/10012223795
Saved in:
5
Separating predicted randomness from residual behavior
Apesteguia, Jose
;
Ballester, Miguel A.
-
2020
Persistent link: https://www.econbiz.de/10012820711
Saved in:
6
Trade and urbanization : evidence from Hungary
Nagy, David Krisztián
-
2020
Persistent link: https://www.econbiz.de/10014306785
Saved in:
7
Simple methods for consistent estimation of dynamic panel data sample selection models
Sadoon, Majid M. al-
;
Jiménez-Martín, Sergi
;
Labeaga, …
-
2019
Persistent link: https://www.econbiz.de/10011994122
Saved in:
8
The identification problem for linear rational expectations models
Sadoon, Majid M. al-
;
Zwiernik, Piotr
-
2019
Persistent link: https://www.econbiz.de/10012104109
Saved in:
9
Confidence intervals for bias and size distortion in IV and local projections-IV models
Ganics, Gergely
;
Inoue, Atsushi
;
Rossi, Barbara
-
2018
Persistent link: https://www.econbiz.de/10011993136
Saved in:
10
Data reporting and visualization in ecology
Greenacre, Michael J.
-
2017
Persistent link: https://www.econbiz.de/10011686775
Saved in:
11
The linear systems approach to linear rational expectations models
Sadoon, Majid M. al-
-
2016
Persistent link: https://www.econbiz.de/10011442545
Saved in:
12
Discrete choice estimation of time preferences
Apesteguia, Jose
;
Ballester Oyarzun, Miguel A.
-
2014
Persistent link: https://www.econbiz.de/10010425752
Saved in:
13
Alternative tests for correct specification of conditional predictive densities
Rossi, Barbara
;
Sekhposyan, Tatevik
-
2014
Persistent link: https://www.econbiz.de/10010373662
Saved in:
14
Policy-related small-area estimation
Longford, Nicholas T.
-
2014
Persistent link: https://www.econbiz.de/10010374173
Saved in:
15
Multiple filtering devices for the estimation of cyclical DSGE models
Canova, Fabio
;
Ferroni, Filippo
-
2009
Persistent link: https://www.econbiz.de/10008664766
Saved in:
16
A finite-population revenue management model and a risk-ratio procedure for the joint estimation of population size and parameters
Talluri, Kalyan T.
-
2009
Persistent link: https://www.econbiz.de/10008665857
Saved in:
17
Small-area estimation with spatial similarity
Longford, Nicholas T.
-
2009
-
rev.
Persistent link: https://www.econbiz.de/10008663674
Saved in:
18
On the performance of small-area estimators : fixed vs. random area parameters
Costa, Alex
;
Satorra, Albert
;
Ventura Colera, Eva
-
2008
Persistent link: https://www.econbiz.de/10008662787
Saved in:
19
Exact tests for correlation and for the slope in simple linear regressions without making assumptions
Schlag, Karl H.
-
2008
Persistent link: https://www.econbiz.de/10008663766
Saved in:
20
Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set
Rossi, Barbara
;
Sekhposyan, Tatevik
-
2014
Persistent link: https://www.econbiz.de/10010373661
Saved in:
21
Conditional predictive density evaluation in the presence of instabilities
Rossi, Barbara
;
Sekhposyan, Tatevik
-
2013
Persistent link: https://www.econbiz.de/10010373947
Saved in:
22
Nets : network estimation for time series
Barigozzi, Matteo
;
Brownlees, Christian
-
2013
Persistent link: https://www.econbiz.de/10010374236
Saved in:
23
Bridging DSGE models and the raw data
Canova, Fabio
-
2012
Persistent link: https://www.econbiz.de/10009720633
Saved in:
24
Estimating overidentified, nonrecursive, time-varying coefficients structural VARs
Canova, Fabio
;
Pérez Forero, Fernando J.
-
2012
Persistent link: https://www.econbiz.de/10009720638
Saved in:
25
Model selection and error estimation
Bartlett, Peter L.
;
Boucheron, Stéphane
;
Lugosi, Gábor
-
2000
Persistent link: https://www.econbiz.de/10001511673
Saved in:
26
Country effects in ISSP-1993 environmental data : comparison of SEM approaches
Rivera, Pilar
;
Satorra, Albert
-
2000
Persistent link: https://www.econbiz.de/10001463461
Saved in:
27
Scaled and adjusted restricted tests in multi-sample analysis of moment structures
Satorra, Albert
-
1999
Persistent link: https://www.econbiz.de/10001409505
Saved in:
28
On the relevance of modeling volatility for pricing purposes
Moreno, Manuel
-
1999
Persistent link: https://www.econbiz.de/10001446897
Saved in:
29
Worst-case bounds for the logarithmic loss of predictors
Driesen, David M.
;
Lugosi, Gábor
-
1999
Persistent link: https://www.econbiz.de/10001425335
Saved in:
30
A generalization of histogram type estimators
Delicado, Pedro
;
DelRío, Manuel
-
1999
Persistent link: https://www.econbiz.de/10001425340
Saved in:
31
A simple randomized algorithm for consistent sequential prediction of ergodic time series
Györfi, László
(
contributor
);
Lugosi, Gábor
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10000985137
Saved in:
32
Inequalities for a new data-based method for selecting nonparametric density estimates
Devroye, Luc
(
contributor
);
Lugosi, Gábor
(
contributor
); …
-
1998
Persistent link: https://www.econbiz.de/10000985138
Saved in:
33
An inequality for uniform deviations of sample averages from their means
Bartlett, Peter L.
(
contributor
);
Lugosi, Gábor
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10000985139
Saved in:
34
Adaptive model selection using empirical complexities
Lugosi, Gábor
;
Nobel, Andrew B.
-
1998
Persistent link: https://www.econbiz.de/10000992749
Saved in:
35
Variable kernel estimates : on the impossibility of tuning the parameters
Devroye, Luc
;
Lugosi, Gábor
-
1998
Persistent link: https://www.econbiz.de/10000992767
Saved in:
36
On prediction of individual sequences
Driesen, David M.
;
Lugosi, Gábor
-
1998
Persistent link: https://www.econbiz.de/10000992775
Saved in:
37
The biased balance : observation, formalism and interpretation of a dissymmetric measuring device
Le Menestrel, Marc
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003427834
Saved in:
38
Improving small area estimation by combining surveys : new perspectives in regional statistics
Costa, Alex
(
contributor
);
Satorra, Albert
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003379788
Saved in:
39
Is the observed persistence spurious? A test for fractional integration versus short memory and structural breaks
Mayoral, Laura
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003331953
Saved in:
40
Testing I (1) against I (d) alternatives in the presence of deterministic components
Dolado, Juan J.
(
contributor
);
Gonzalo, Jesús
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003331957
Saved in:
41
Minimum distance estimation of stationary and non-stationary ARFIMA processes
Mayoral, Laura
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003331959
Saved in:
42
Using composite estimators to improve both domain and total area estimation
Costa, Alex
(
contributor
);
Satorra, Albert
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002110509
Saved in:
43
Honey, I shrunk the sample covariance matrix
Ledoit, Olivier
(
contributor
);
Wolf, Michael
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002055527
Saved in:
44
Improved nonparametric confidence intervals in time series regressions
Romano, Joseph P.
(
contributor
);
Wolf, Michael
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001697178
Saved in:
45
A subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risks
Bertail, Patrice
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001641513
Saved in:
46
Flexible multivariate GARCH modeling with an application to international stock markets
Ledoit, Olivier
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001625994
Saved in:
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