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Importance of non-parametric density estimation in econometrics with illustrations
Kumar, T. Krishna, (2011)
Monte Carlo analysis of skew posterior distributions : an illustrative econometric example
Dijk, H. K. van, (1982)
Quantile Aggregation of Density Forecasts
Busetti, Fabio, (2017)
Moment approximation for least-squares estimator in first-order regression models with unit root and nonnormal errors
Bao, Yong, (2014)
Moments of the estimated Sharpe ratio when the observations are not IID
Bao, Yong, (2006)
The second-order bias and mean squared error of estimators in time-series models
Bao, Yong, (2007)