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Journal of econometrics
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ECONIS (ZBW)
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1
Semiparametric testing with highly persistent predictors
Werker, Bas J. M.
;
Zhou, Bo
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 347-370
Persistent link: https://www.econbiz.de/10013442061
Saved in:
2
A Simple R-estimation method for semiparametric duration models
Hallin, Marc
;
La Vecchia, Davide
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 736-749
Persistent link: https://www.econbiz.de/10012483179
Saved in:
3
On rank estimators in increasing dimensions
Fan, Yanqin
;
Han, Fang
;
Li, Wei
;
Zhou, Xiao-Hua
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 379-412
Persistent link: https://www.econbiz.de/10012438434
Saved in:
4
Inference in heavy-tailed vector error correction models
She, Rui
;
Ling, Shiqing
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 433-450
Persistent link: https://www.econbiz.de/10012439014
Saved in:
5
Rank regularized estimation of approximate factor models
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 78-96
Persistent link: https://www.econbiz.de/10012303892
Saved in:
6
A unifying theory of tests of rank
Sadoon, Majid M. al-
- In:
Journal of econometrics
199
(
2017
)
1
,
pp. 49-62
Persistent link: https://www.econbiz.de/10011818957
Saved in:
7
Semiparametric error-correction models for cointegration with trends : Pseudo-Gaussian and optimal rank-based tests of the cointegration rank
Hallin, Marc
;
Akker, Ramon van den
;
Werker, Bas J. M.
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 46-61
Persistent link: https://www.econbiz.de/10011591614
Saved in:
8
Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point
Harris, David
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 451-467
Persistent link: https://www.econbiz.de/10011704729
Saved in:
9
Robust inference of risks of large portfolios
Fan, Jianqing
;
Han, Fang
;
Liu, Han
;
Vickers, Byron
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 298-308
Persistent link: https://www.econbiz.de/10011705149
Saved in:
10
Nonparametric tests for tail monotonicity
Berghaus, Betina
;
Bücher, Axel
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 117-126
Persistent link: https://www.econbiz.de/10010433404
Saved in:
11
Rank tests for short memory stationarity
Pelagatti, Matteo M.
;
Sen, Pranab K.
- In:
Journal of econometrics
172
(
2013
)
1
,
pp. 90-105
Persistent link: https://www.econbiz.de/10009702307
Saved in:
12
On loss functions and ranking forecasting performances of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10009719647
Saved in:
13
Cointegrating rank selection in models with time-varying variance
Cheng, Xu
;
Phillips, Peter C. B.
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 155-165
Persistent link: https://www.econbiz.de/10009671329
Saved in:
14
Data-based ranking of realised volatility estimators
Patton, Andrew J.
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 284-303
Persistent link: https://www.econbiz.de/10009242129
Saved in:
15
A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables
Swensen, Anders Rygh
- In:
Journal of econometrics
165
(
2011
)
2
,
pp. 152-162
Persistent link: https://www.econbiz.de/10009409699
Saved in:
16
The effect of microaggregation by individual ranking on the estimation of moments
Schmid, Matthias
;
Schneeweiß, Hans
- In:
Journal of econometrics
153
(
2009
)
2
,
pp. 174-182
Persistent link: https://www.econbiz.de/10003920296
Saved in:
17
Local rank tests in a multivariate nonparametric relationship
Fortuna, Natércia
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 162-182
Persistent link: https://www.econbiz.de/10003608151
Saved in:
18
Generalized R-estimators under conditional heteroscedasticity
Mukherjee, Kanchan
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 383-415
Persistent link: https://www.econbiz.de/10003571300
Saved in:
19
Determining the cointegrating rank in nonstationary frational system by the exact local Whittle approach
Nielsen, Morten Ørregaard
;
Shimotsu, Katsumi
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 574-596
Persistent link: https://www.econbiz.de/10003571326
Saved in:
20
Partial rank estimation of duration models with general forms of censoring
Khan, Shakeeb
;
Tamer, Elie T.
- In:
Journal of econometrics
136
(
2007
)
1
,
pp. 251-280
Persistent link: https://www.econbiz.de/10003401657
Saved in:
21
Generalized reduced rank tests using the singular value decomposition
Kleibergen, Frank
;
Paap, Richard
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 97-126
Persistent link: https://www.econbiz.de/10003354557
Saved in:
22
Consistent ranking of volatility models
Hansen, Peter Reinhard
;
Lunde, Asger
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 97-121
Persistent link: https://www.econbiz.de/10003298566
Saved in:
23
Testing for the cointegration rank when some cointegrating directions are changing
Andrade, Philippe
;
Bruneau, Catherine
;
Grégoir, Stéphane
- In:
Journal of econometrics
124
(
2005
)
2
,
pp. 269-310
Persistent link: https://www.econbiz.de/10002515549
Saved in:
24
On ranking and selection from independent truncated normal distributions
Horrace, William C.
- In:
Journal of econometrics
126
(
2005
)
2
,
pp. 335-354
Persistent link: https://www.econbiz.de/10002647821
Saved in:
25
Density inference for ranking European research systems in the field of economics
Lubrano, Michel
;
Protopopescu, Camelia
- In:
Journal of econometrics
123
(
2004
)
2
,
pp. 345-369
Persistent link: https://www.econbiz.de/10002361766
Saved in:
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