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2,590
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94
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65
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57
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56
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49
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48
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42
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41
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41
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40
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36
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33
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33
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30
Giles, David E. A.
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316
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ECONIS (ZBW)
16,879
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3
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3
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7,201
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7201
Estimation of and inference about the expected shortfall for time series with infinite variance
Linton, Oliver
;
Xiao, Zhijie
- In:
Econometric theory
29
(
2013
)
4
,
pp. 771-807
Persistent link: https://www.econbiz.de/10010210161
Saved in:
7202
Model stability test of money demand by monthly time series using CUSUM and MOSUM tests : evidence from Turkey
Talaş, Emrah
;
Kaplan, Fatih
;
Çelik, Ali Kemal
- In:
Research in world economy
4
(
2013
)
2
,
pp. 36-42
Persistent link: https://www.econbiz.de/10010210719
Saved in:
7203
Evaluating alternative Frequentist inferential approaches for optimal order quantities in the newsvendor model under Exponential demand
Halkos, George E.
;
Kevork, Ilias S.
- In:
International transactions in operational research : …
20
(
2013
)
6
,
pp. 837-857
Persistent link: https://www.econbiz.de/10010210910
Saved in:
7204
Consistent estimation of zero-inflated count models
Staub, Kevin E.
;
Winkelmann, Rainer
- In:
Health economics
22
(
2013
)
6
,
pp. 673-686
Persistent link: https://www.econbiz.de/10009779703
Saved in:
7205
Pitfalls in the estimation of continuous time interest rate models : the case of the CIR model
Gouriéroux, Christian
;
Monfort, Alain
- In:
Annals of economics and statistics
109/110
(
2013
),
pp. 25-61
Persistent link: https://www.econbiz.de/10009779723
Saved in:
7206
Detecting cointegration relationships under nonlinear models : Monte Carlo analysis and some applications
Maki, Daiki
- In:
Empirical economics : a journal of the Institute for …
45
(
2013
)
1
,
pp. 605-625
Persistent link: https://www.econbiz.de/10009780025
Saved in:
7207
Empirical demand systems incorporating intertemporal consumption dynamics
Kim, H. Youn
;
McLaren, Keith Robert
;
Wong, K. K. Gary
- In:
Empirical economics : a journal of the Institute for …
45
(
2013
)
1
,
pp. 349-370
Persistent link: https://www.econbiz.de/10009780040
Saved in:
7208
Incremental expenditure of biologic disease modifying antirheumatic treatment using instrumental variables in panel data
Kawatkar, Aniket A.
;
Hay, Joel W.
;
Stohl, William
; …
- In:
Health economics
22
(
2013
)
7
,
pp. 807-823
Persistent link: https://www.econbiz.de/10009780279
Saved in:
7209
A nonparametric approach to incorporating incomplete workouts into loss given default estimates
Rapisarda, Grazia
;
Echeverry, David
- In:
The journal of credit risk : published quarterly by …
9
(
2013
)
2
,
pp. 47-61
Persistent link: https://www.econbiz.de/10009781086
Saved in:
7210
New inference methods for quantile regression based on resampling
Aguirre, Víctor M.
;
Domínguez, Manuel A.
- In:
The econometrics journal
16
(
2013
)
2
,
pp. 278-283
Persistent link: https://www.econbiz.de/10009783330
Saved in:
7211
Semi-parametric estimation of a generalized threshold regression model under conditional quantile restriction
Zhang, Zhengyu
- In:
The econometrics journal
16
(
2013
)
2
,
pp. 250-277
Persistent link: https://www.econbiz.de/10009783331
Saved in:
7212
Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors
Bai, Jushan
;
Carrion i Silvestre, Josep Lluís
- In:
The econometrics journal
16
(
2013
)
2
,
pp. 222-249
Persistent link: https://www.econbiz.de/10009783333
Saved in:
7213
Orthogonal to backward mean transformation for dynamic panel data models
Everaert, Gerdie
- In:
The econometrics journal
16
(
2013
)
2
,
pp. 179-221
Persistent link: https://www.econbiz.de/10009783337
Saved in:
7214
Local NLLS estimation of semi-parametric binary choice models
Blevins, Jason R.
;
Khan, Shakeeb
- In:
The econometrics journal
16
(
2013
)
2
,
pp. 135-160
Persistent link: https://www.econbiz.de/10009783340
Saved in:
7215
The effect of estimation in high-dimensional portfolios
Gandy, Axel
;
Veraart, Luitgard
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 531-559
Persistent link: https://www.econbiz.de/10009783354
Saved in:
7216
The impact of exponential growth variables on regression models of the market-accounting relation
Falta, Michael
;
Willett, Roger J.
- In:
Journal of accounting, auditing & finance
28
(
2013
)
3
,
pp. 243-272
Persistent link: https://www.econbiz.de/10009783363
Saved in:
7217
Estimation of the spatial weights matrix under structural constraints
Bhattacharjee, Arnab
;
Jensen-Butler, Christopher
- In:
Regional science & urban economics
43
(
2013
)
4
,
pp. 617-634
Persistent link: https://www.econbiz.de/10009783750
Saved in:
7218
Cox-type tests for competing spatial autoregressive models with spatial autoregressive disturbances
Jin, Fei
;
Lee, Lung-fei
- In:
Regional science & urban economics
43
(
2013
)
4
,
pp. 590-616
Persistent link: https://www.econbiz.de/10009783751
Saved in:
7219
Testing for parameter constancy using chebyshev time polynomials
Martins, Luís Filipe
- In:
The Manchester School
81
(
2013
)
4
,
pp. 586-598
Persistent link: https://www.econbiz.de/10009783951
Saved in:
7220
An application of the method of moments to range-based volatility estimation using daily high, low, opening, and closing (HLOC) prices
Buescu, Cristin
;
Taksar, Michael I.
;
Koné, Fatoumata J.
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009784042
Saved in:
7221
I-SMOOTH : iteratively smoothing mean-constrained and nonnegative piecewise-constant functions
Chen, Huifen
;
Schmeiser, Bruce
- In:
INFORMS journal on computing : JOC
25
(
2013
)
3
,
pp. 432-445
Persistent link: https://www.econbiz.de/10009784069
Saved in:
7222
I-SMOOTH : iteratively smoothing mean-constrained and nonnegative piecewise-constant functions
Chen, Huifen
;
Schmeiser, Bruce
- In:
INFORMS journal on computing : JOC
25
(
2013
)
3
,
pp. 432-445
Persistent link: https://www.econbiz.de/10009784071
Saved in:
7223
A control function approach to estimating dynamic probit models with endogenous regressors
Giles, John
;
Murtazashvili, Irina
- In:
Journal of econometric methods
2
(
2013
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10009784214
Saved in:
7224
Stochastic non-convex envelopment of data : applying isotonic regression to frontier estimation
Keshvari, Abolfazl
;
Kuosmanen, Timo
- In:
European journal of operational research : EJOR
231
(
2013
)
2
,
pp. 481-491
Persistent link: https://www.econbiz.de/10009785475
Saved in:
7225
Shadow pricing of undesirable outputs in nonparametric analysis
Leleu, Hervé
- In:
European journal of operational research : EJOR
231
(
2013
)
2
,
pp. 474-480
Persistent link: https://www.econbiz.de/10009785478
Saved in:
7226
A robust test for weak instruments
Olea, José Luis Montiel
;
Pflueger, Carolin
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
3
,
pp. 358-369
Persistent link: https://www.econbiz.de/10009785968
Saved in:
7227
Realized volatility forecasting in the presence of time-varying noise
Bandi, Federico M.
;
Russell, Jeffrey R.
;
Yang, Chen
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
3
,
pp. 331-345
Persistent link: https://www.econbiz.de/10009785979
Saved in:
7228
Estimation in partially linear single-index panel data models with fixed effects
Chen, Jia
;
Gao, Jiti
;
Li, Degui
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
3
,
pp. 315-330
Persistent link: https://www.econbiz.de/10009785988
Saved in:
7229
On identification of Bayesian DSGE models
Koop, Gary
;
Pesaran, M. Hashem
;
Smith, Ron
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
3
,
pp. 300-314
Persistent link: https://www.econbiz.de/10009785992
Saved in:
7230
Dynamic conditional correlation : on properties and estimation
Aielli, Gian Piero
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
3
,
pp. 282-299
Persistent link: https://www.econbiz.de/10009786001
Saved in:
7231
Life-cycle income hypothesis and demographic structure : a semi-nonparametric analysis using a panel of countries
Park, Cheolbeom
;
Yu, Jina
- In:
The Singapore economic review : journal of the Economic …
58
(
2013
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009786053
Saved in:
7232
Integration betwen neuro-fuzzy system and Monte Carlo simulation for duration estimation of the bored piles
Thipparat, Thoedtida
- In:
International journal of business and systems research
7
(
2013
)
2
,
pp. 189-207
Persistent link: https://www.econbiz.de/10009786081
Saved in:
7233
Causality between regional stock markets : a frequency domain approach
Gradojevic, Nikola
;
Dobardžić, Eldin
- In:
Panoeconomicus
60
(
2013
)
5
,
pp. 633-647
Persistent link: https://www.econbiz.de/10010341053
Saved in:
7234
Risk measures in optimization problems via empirical estimates
Kaňková, Vlasta
- In:
Czech economic review : acta Universitatis Carolinae …
7
(
2013
)
3
,
pp. 162-177
Persistent link: https://www.econbiz.de/10010341116
Saved in:
7235
The evolution of GDP in USA using polynomial regression analysis
Ioan, Catalin Angelo
;
Ioan, Gina
- In:
Acta Universitatis Danubius / Oeconomica
9
(
2013
)
5
,
pp. 61-73
Persistent link: https://www.econbiz.de/10010341512
Saved in:
7236
Moment-based estimation of stochastic volatility
Bregantini, Daniele
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 4755-4764
Persistent link: https://www.econbiz.de/10010342233
Saved in:
7237
The median chart with estimated parameters
Castagliola, Philippe
;
Figueiredo, Fernanda Otilia
- In:
European journal of industrial engineering : EJIE
7
(
2013
)
5
,
pp. 594-614
Persistent link: https://www.econbiz.de/10010342755
Saved in:
7238
Testing and inference in nonlinear cointegrating vector erro correction models
Kristensen, Dennis
;
Rahbek, Anders
- In:
Econometric theory
29
(
2013
)
6
,
pp. 1238-1288
Persistent link: https://www.econbiz.de/10010343726
Saved in:
7239
Memory parameter estimation in the presence of level shifts and deterministic trends
McCloskey, Adam
;
Perron, Pierre
- In:
Econometric theory
29
(
2013
)
6
,
pp. 1196-1237
Persistent link: https://www.econbiz.de/10010343727
Saved in:
7240
Exploiting infinite variance through dummy variables in nonstationary autoregressions
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Econometric theory
29
(
2013
)
6
,
pp. 1162-1195
Persistent link: https://www.econbiz.de/10010343729
Saved in:
7241
Generalized additive partial linear models with high dimensional covariates
Lian, Heng
;
Liang, Hua
- In:
Econometric theory
29
(
2013
)
6
,
pp. 1136-1161
Persistent link: https://www.econbiz.de/10010343732
Saved in:
7242
Testing homogeneity in panel data models with interactive fixed effects
Su, Liangjun
;
Chen, Qihui
- In:
Econometric theory
29
(
2013
)
6
,
pp. 1079-1135
Persistent link: https://www.econbiz.de/10010343735
Saved in:
7243
Forecasting volatility with many predictors
Ke, Tsung-han
;
Hu, Yu-pin
- In:
Journal of forecasting
32
(
2013
)
8
,
pp. 743-754
Persistent link: https://www.econbiz.de/10010344461
Saved in:
7244
Forecasting simultaneously high-dimensional time series : a robust model-based clustering approach
Wang, Yongning
;
Tsay, Ruey S.
;
Ledolter, Johannes
; …
- In:
Journal of forecasting
32
(
2013
)
8
,
pp. 673-684
Persistent link: https://www.econbiz.de/10010344465
Saved in:
7245
Comparisons of robust tests for shifts in trend with an application to trend deviations of real exchange rates in the long run
Chun, Sungju
;
Perron, Pierre
- In:
Applied economics
45
(
2013
)
22/24
,
pp. 3412-3528
Persistent link: https://www.econbiz.de/10010345346
Saved in:
7246
Predicting instability
Razzak, Weshah A.
- In:
Applied economics
45
(
2013
)
22/24
,
pp. 3305-3315
Persistent link: https://www.econbiz.de/10010345431
Saved in:
7247
Time-varying parameters in the almost ideal demand system and the Rotterdam model : will the best specification please stand up?
Barnett, William A.
;
Kanyama, Isaac Kalonda
- In:
Applied economics
45
(
2013
)
28/30
,
pp. 4169-4183
Persistent link: https://www.econbiz.de/10010345747
Saved in:
7248
Evaluating and improving GARCH-based volatility forecasts with range-based estimators
Hung, Jui-cheng
;
Lou, Tien-wei
;
Wang, Yi-hsien
;
Lee, Jun-de
- In:
Applied economics
45
(
2013
)
28/30
,
pp. 4041-4049
Persistent link: https://www.econbiz.de/10010345765
Saved in:
7249
The heterogeneity of carbon Kuznets curves for advanced countries : comparing homogeneous, heterogeneous and shrinkage/Bayesian estimators
Mazzanti, Massimiliano
;
Musolesi, Antonio
- In:
Applied economics
45
(
2013
)
25/27
,
pp. 3827-3842
Persistent link: https://www.econbiz.de/10010345851
Saved in:
7250
Asymptotic expansion for term structures of defaultable bonds with non-Gaussian dependent innovations
Miura, Masakazu
;
Tamaki, Kenichiro
;
Shiohama, Takayuki
- In:
Asia-Pacific financial markets
20
(
2013
)
4
,
pp. 311-344
Persistent link: https://www.econbiz.de/10010345916
Saved in:
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