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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Statistics in transition : an international journal of the Polish Statistical Association
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Attrition in longitudinal surveys
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ECONIS (ZBW)
48
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1
Two-sample testing for tail copulas with an application to equity indices
Can, Sami Umut
;
Einmahl, John H. J.
;
Laeven, Roger J. A.
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10014449844
Saved in:
2
Optimal subsampling bootstrap for massive data
Ma, Yingying
;
Leng, Chenlei
;
Wang, Hansheng
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 174-186
Persistent link: https://www.econbiz.de/10014449880
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3
Prediction using many samples with models possibly containing partially shared parameters
Zhang, Xinyu
;
Liu, Huihang
;
Wei, Yizheng
;
Ma, Yanyuan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 187-196
Persistent link: https://www.econbiz.de/10014449883
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4
Double machine learning for sample selection models
Bia, Michela
;
Huber, Martin
;
Lafférs, Lukás
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 958-969
Persistent link: https://www.econbiz.de/10015053512
Saved in:
5
Causal inference under outcome-based sampling with monotonicity assumptions
Jun, Sung Jae
;
Lee, Sokbae
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 998-1009
Persistent link: https://www.econbiz.de/10015053526
Saved in:
6
Laplace estimator of integrated volatility when sampling times are endogenous
Cui, Wenhao
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 651-663
Persistent link: https://www.econbiz.de/10013534035
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7
A note on distributed quantile regression by pilot sampling and one-step updating
Pan, Rui
;
Ren, Tunan
;
Guo, Baishan
;
Li, Feng
;
Li, Guodong
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1691-1700
Persistent link: https://www.econbiz.de/10013540454
Saved in:
8
Which factors are risk factors in asset pricing? : a model scan framework
Chib, Siddhartha
;
Zeng, Xiaming
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
4
,
pp. 771-783
Persistent link: https://www.econbiz.de/10012313369
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9
Nonignorable attrition in multi-period panels with refreshment samples
Hoonhout, Pierre
;
Ridder, Geert
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 377-390
Persistent link: https://www.econbiz.de/10012178182
Saved in:
10
Two-step estimation of incomplete information social interaction models with sample selection
Hoshino, Tadao
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 598-612
Persistent link: https://www.econbiz.de/10012179000
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