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Nonparametric testing for exogeneity with discrete regressors and instruments
Bech, Katarzyna, (2015)
Testing identifying assumptions in fuzzy regression discontinuity designs
Arai, Yoichi, (2018)
Arai, Yoichi, (2019)
Analytical value-at-risk and expected shortfall under regime switching
Taamouti, Abderrahim, (2009)
Moments of multivariate regime switching with application to risk-return trade-off
Taamouti, Abderrahim, (2012)
Analytical Value-at-Risk and Expected Shortfall under regime-switching