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~isPartOf:"The journal of futures markets"
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The journal of futures markets
Economics letters
Journal of econometrics
60
Insurance / Mathematics & economics
43
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24
Statistics in transition : an international journal of the Polish Statistical Association
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of operational risk
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ASTIN bulletin : the journal of the International Actuarial Association
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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International journal of quality & reliability management
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Journal of economic inequality
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Oxford bulletin of economics and statistics
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Scandinavian actuarial journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of statistical and econometric methods
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Advances in statistical analysis : AStA ; a journal of the German Statistical Society
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ECONIS (ZBW)
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1
A simple nonparametric conditional quantile estimator for time series with thin tails
Wang, Qiao
- In:
Economics letters
232
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014464377
Saved in:
2
Option prices for risk-neutral density estimation using nonparametric methods through big data and large-scale problems
Monteiro, Ana M.
;
Santos, António A. F.
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 152-171
Persistent link: https://www.econbiz.de/10012796300
Saved in:
3
Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators : an affine jump-diffusion approach
Aschakulporn, Pakorn
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 365-388
Persistent link: https://www.econbiz.de/10012817922
Saved in:
4
Covariates distributions balancing for continuous treatment
Jiang, Qingshan
;
Xu, Li
;
Huang, Can
- In:
Economics letters
217
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013465162
Saved in:
5
Empirical likelihood confidence interval for difference-in-differences estimator with panel data
Tang, Shengfang
;
Huang, Zhilin
- In:
Economics letters
216
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013448300
Saved in:
6
Robust Kernels for Kernel density estimation
Wang, Shaoping
;
Li, Ang
;
Wen, Kuangyu
;
Wu, Ximing
- In:
Economics letters
191
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012508547
Saved in:
7
Nearly unbiased estimation of sample skewness
Li, Yifan
- In:
Economics letters
192
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508586
Saved in:
8
On the consistency of the logistic quasi-MLE under conditional symmetry
Wooldridge, Jeffrey M.
- In:
Economics letters
194
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509308
Saved in:
9
Unconditional quantile regression analysis of UK inbound tourist expenditures
Sharma, Abhijit
;
Woodward, Richard
;
Grillini, Stefano
- In:
Economics letters
186
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012500865
Saved in:
10
Quantile estimation of the stochastic frontier model
Jradi, Samah
;
Parmeter, Christopher F.
;
Ruggiero, John
- In:
Economics letters
182
(
2019
),
pp. 15-18
Persistent link: https://www.econbiz.de/10012122414
Saved in:
11
Kurtosis analysis in GARCH models with Gram-Charlier-like innovations
Vacca, Gianmarco
;
Zoia, Maria Grazia
- In:
Economics letters
183
(
2019
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012122539
Saved in:
12
On the density estimation of air pollution in Beijing
Fan, Yanqin
;
Hou, Lei
;
Yan, Karen X.
- In:
Economics letters
163
(
2018
),
pp. 110-113
Persistent link: https://www.econbiz.de/10011982975
Saved in:
13
Kernel-based testing with skewed and heavy-tailed data : evidence from a nonparametric test for heteroskedasticity
Henderson, Daniel J.
;
Sheehan, Alice
- In:
Economics letters
172
(
2018
),
pp. 8-11
Persistent link: https://www.econbiz.de/10012022060
Saved in:
14
Robust maximum entropy test for GARCH models based on a minimum density power divergence estimator
Kim, Byungsoo
- In:
Economics letters
162
(
2018
),
pp. 93-97
Persistent link: https://www.econbiz.de/10011939772
Saved in:
15
Smoothed kernel conditional density estimation
Wen, Kuangyu
;
Wu, Ximing
- In:
Economics letters
152
(
2017
),
pp. 112-112
Persistent link: https://www.econbiz.de/10011801190
Saved in:
16
Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model
Arvanitis, Stelios
;
Louka, Alexandros
- In:
Economics letters
161
(
2017
),
pp. 135-137
Persistent link: https://www.econbiz.de/10011904539
Saved in:
17
Estimation of inequality indices of the cumulative distribution function
Abul Naga, Ramses H.
;
Stapenhurst, Christopher
- In:
Economics letters
130
(
2015
),
pp. 109-112
Persistent link: https://www.econbiz.de/10011422439
Saved in:
18
A simple spatial dependence test robust to local and distributional misspecifications
Fang, Ying
;
Park, Sung Y.
;
Zhang, Jinfeng
- In:
Economics letters
124
(
2014
)
2
,
pp. 203-206
Persistent link: https://www.econbiz.de/10010493724
Saved in:
19
A bootstrap test for jumps in financial economics
Hwang, Eunju
;
Shin, Dong-wan
- In:
Economics letters
125
(
2014
)
1
,
pp. 74-78
Persistent link: https://www.econbiz.de/10010504752
Saved in:
20
Comparisons of stationary distributions of linear models
Zhu, Shenghao
- In:
Economics letters
119
(
2013
)
2
,
pp. 221-223
Persistent link: https://www.econbiz.de/10009745737
Saved in:
21
Density prediction of stock index returns using GARCH models : frequentist or Bayesian estimation?
Hoogerheide, Lennart F.
;
Ardia, David
;
Corré, Nienke
- In:
Economics letters
116
(
2012
)
3
,
pp. 322-325
Persistent link: https://www.econbiz.de/10009674398
Saved in:
22
A simple method for estimating unconditional heterogeneity distributions in correlated random effects models
Wooldridge, Jeffrey M.
- In:
Economics letters
113
(
2011
)
1
,
pp. 12-15
Persistent link: https://www.econbiz.de/10009303208
Saved in:
23
Further simulation evidence on the performance of the poisson pseudo-maximum likelihood estimator
Silva, João Santos
;
Tenreyro, Silvana
- In:
Economics letters
112
(
2011
)
2
,
pp. 220-222
Persistent link: https://www.econbiz.de/10009243315
Saved in:
24
A simple nonparametric test for structural change in joint tail probabilites
Krämer, Walter
;
Kampen, Maarten W. van
- In:
Economics letters
110
(
2011
)
3
,
pp. 245-247
Persistent link: https://www.econbiz.de/10009241481
Saved in:
25
The asymptotic distribution of Nagar's bias-adjusted TSLS estimator under partial identification
Forchini, Giovanni
- In:
Economics letters
105
(
2009
)
1
,
pp. 49-52
Persistent link: https://www.econbiz.de/10003899350
Saved in:
26
The exact distribution of the TSLS estimator for a non-Gaussian just-identified linear structural equation
Forchini, Giovanni
- In:
Economics letters
95
(
2007
)
1
,
pp. 117-123
Persistent link: https://www.econbiz.de/10003448219
Saved in:
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