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~subject:"Statistische Verteilung"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Econometric theory"
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Statistische Verteilung
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ECONIS (ZBW)
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1
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
38
(
2023
)
2
,
pp. 164-185
Persistent link: https://www.econbiz.de/10014287961
Saved in:
2
Deep distributional time series models and the probabilistic forecasting of intraday electricity prices
Klein, Nadja
;
Smith, Michael S.
;
Nott, David J.
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 493-511
Persistent link: https://www.econbiz.de/10014288014
Saved in:
3
Estimates of derivatives of (log) densities and related objects
Pinkse, Joris
;
Schurter, Karl
- In:
Econometric theory
39
(
2023
)
2
,
pp. 321-356
Persistent link: https://www.econbiz.de/10014306313
Saved in:
4
Tail dependence of OLS
Oorschot, Jochem
;
Chen Zhou
- In:
Econometric theory
38
(
2022
)
2
,
pp. 273-300
Persistent link: https://www.econbiz.de/10013187225
Saved in:
5
Partial identification and inference for conditional distributions of treatment effects
Lee, Sungwon
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 107-127
Persistent link: https://www.econbiz.de/10014474442
Saved in:
6
A mollifier approach to the deconvolution of probability densities
Hohage, Thorsten
;
Maréchal, Pierre
;
Simar, Léopold
; …
- In:
Econometric theory
40
(
2024
)
2
,
pp. 320-359
Persistent link: https://www.econbiz.de/10014485250
Saved in:
7
Censored density forecasts : production and evaluation
Mitchell, James
;
Weale, Martin
- In:
Journal of applied econometrics
38
(
2023
)
5
,
pp. 714-734
Persistent link: https://www.econbiz.de/10014338140
Saved in:
8
Heavy tailed but not Zipf : firm and establishment size in the United States
Kondo, Illenin O.
;
Lewis, Logan T.
;
Stella, Andrea
- In:
Journal of applied econometrics
38
(
2023
)
5
,
pp. 767-785
Persistent link: https://www.econbiz.de/10014338144
Saved in:
9
On multiple structural breaks in distribution : an empirical characteristic function approach
Fu, Zhonghao
;
Hong, Yongmiao
;
Wang, Xia
- In:
Econometric theory
39
(
2023
)
3
,
pp. 534-581
Persistent link: https://www.econbiz.de/10014306649
Saved in:
10
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
Saved in:
11
Extremal connectedness of hedge funds
Mhalla, Linda
;
Hambuckers, Julien
;
Lambert, Marie
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 988-1009
Persistent link: https://www.econbiz.de/10013464644
Saved in:
12
Count Roy model with finite mixtures
Munkin, Murat K.
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1160-1181
Persistent link: https://www.econbiz.de/10013464662
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13
Nonparametric tests of tail behavior in stochastic frontier models
Horrace, William C.
;
Wang, Yulong
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 537-562
Persistent link: https://www.econbiz.de/10013186698
Saved in:
14
Normal but skewed?
Amengual, Dante
;
Bei, Xinyue
;
Sentana, Enrique
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1295-1313
Persistent link: https://www.econbiz.de/10013473969
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15
Inference on a semiparametric model with global power law and local nonparametric trends
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
- In:
Econometric theory
36
(
2020
)
2
,
pp. 223-249
Persistent link: https://www.econbiz.de/10012193746
Saved in:
16
Nonparametric density estimation by B-spline duality
Cui, Zhenyu
;
Kirkby, Justin Lars
;
Nguyen, Duy
- In:
Econometric theory
36
(
2020
)
2
,
pp. 250-291
Persistent link: https://www.econbiz.de/10012193747
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17
Link of moments before and after transformations, with an application to resampling from fat-tailed distributions
Abadir, Karim Maher
;
Cornea-Madeira, Adriana
- In:
Econometric theory
35
(
2019
)
3
,
pp. 630-652
Persistent link: https://www.econbiz.de/10012146160
Saved in:
18
Identification of joint distributions in dependent factor models
Ben-Moshe, Dan
- In:
Econometric theory
34
(
2018
)
1
,
pp. 134-165
Persistent link: https://www.econbiz.de/10011950930
Saved in:
19
Characteristic function based testing for conditional independence : a nonparametric regression approach
Wang, Xia
;
Hong, Yongmiao
- In:
Econometric theory
34
(
2018
)
4
,
pp. 815-849
Persistent link: https://www.econbiz.de/10011951432
Saved in:
20
On the functional estimation of multivariate diffusion processes
Bandi, Federico M.
;
Moloche, Guillermo
- In:
Econometric theory
34
(
2018
)
4
,
pp. 896-946
Persistent link: https://www.econbiz.de/10011951437
Saved in:
21
Specification tests for multiplicative error models
Perera, Indeewara
;
Silvapulle, Mervyn J.
- In:
Econometric theory
33
(
2017
)
2
,
pp. 413-438
Persistent link: https://www.econbiz.de/10011665418
Saved in:
22
Marginalized predictive likelihood comparisons of linear gaussian state-space models with applications to DSGE, DSGE-VAR, and VAR models
Warne, Anders
;
Coenen, Günter
;
Christoffel, Kai
- In:
Journal of applied econometrics
32
(
2017
)
1
,
pp. 103-119
Persistent link: https://www.econbiz.de/10011688267
Saved in:
23
Forecasting tail risks
De Nicolò, Gianni
;
Lucchetta, Marcella
- In:
Journal of applied econometrics
32
(
2017
)
1
,
pp. 159-170
Persistent link: https://www.econbiz.de/10011688505
Saved in:
24
Modeling financial sector joint tail risk in the Euro Area
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
- In:
Journal of applied econometrics
32
(
2017
)
1
,
pp. 171-191
Persistent link: https://www.econbiz.de/10011688510
Saved in:
25
Density forecasts with MIDAS models
Aastveit, Knut Are
;
Foroni, Claudia
;
Ravazzolo, Francesco
- In:
Journal of applied econometrics
32
(
2017
)
4
,
pp. 783-801
Persistent link: https://www.econbiz.de/10011862204
Saved in:
26
Fat tails and spurious estimation of consumption‐based asset pricing models
Akira Toda, Alexis
;
Walsh, Kieran
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1156-1177
Persistent link: https://www.econbiz.de/10011862571
Saved in:
27
Nonparametric methods and local‐time‐based estimation for dynamic power law distributions
Fernholz, Ricardo T.
- In:
Journal of applied econometrics
32
(
2017
)
7
,
pp. 1244-1260
Persistent link: https://www.econbiz.de/10011862593
Saved in:
28
Change point tests for the tail index of β-mixing random variables
Hoga, Yannick
- In:
Econometric theory
33
(
2017
)
4
,
pp. 915-954
Persistent link: https://www.econbiz.de/10011810218
Saved in:
29
Adaptive Bayesian estimation of conditional densities
Norets, Andriy
;
Pati, Debdeep
- In:
Econometric theory
33
(
2017
)
4
,
pp. 980-1012
Persistent link: https://www.econbiz.de/10011810224
Saved in:
30
Regularizing priors for linear inverse problems
Florens, Jean-Pierre
;
Simoni, Anna
- In:
Econometric theory
32
(
2016
)
1
,
pp. 71-121
Persistent link: https://www.econbiz.de/10011578446
Saved in:
31
Model-free inference for tail risk measures
Xu, Ke-Li
- In:
Econometric theory
32
(
2016
)
1
,
pp. 122-153
Persistent link: https://www.econbiz.de/10011578447
Saved in:
32
A new characterization of the normal distribution and test for normality
Bera, Anil K.
;
Galvão Júnior, Antônio Fialho
;
Wang, Liang
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1216-1252
Persistent link: https://www.econbiz.de/10011661739
Saved in:
33
A flexible nonparametric test for conditional independence
Huang, Meng
;
Sun, Yixiao
;
White, Halbert
- In:
Econometric theory
32
(
2016
)
6
,
pp. 1434-1482
Persistent link: https://www.econbiz.de/10011661982
Saved in:
34
Outlier-robust Bayesian multinomial choice modeling
Benoit, Dries F.
;
Van Aelst, Stefan
;
Van den Poel, Dirk
- In:
Journal of applied econometrics
31
(
2016
)
7
,
pp. 1445-1466
Persistent link: https://www.econbiz.de/10011687558
Saved in:
35
Relative risk aversion and power-law distribution of macroeconomic disasters
Brzezinski, Michal
- In:
Journal of applied econometrics
30
(
2015
)
1
,
pp. 170-175
Persistent link: https://www.econbiz.de/10011333038
Saved in:
36
Asymptotic inference for ar models with heavy-tailed g-Garch noises
Zhang, Rongmao
;
Ling, Shiqing
- In:
Econometric theory
31
(
2015
)
4
,
pp. 880-890
Persistent link: https://www.econbiz.de/10011341924
Saved in:
37
Nonparametric tests of density ratio ordering
Beare, Brendan K.
;
Moon, Jong-Myun
- In:
Econometric theory
31
(
2015
)
3
,
pp. 471-492
Persistent link: https://www.econbiz.de/10011290911
Saved in:
38
A parametric bootstrap for heavy-tailed distributions
Cornea-Madeira, Adriana
;
Davidson, Russell
- In:
Econometric theory
31
(
2015
)
3
,
pp. 449-470
Persistent link: https://www.econbiz.de/10011290912
Saved in:
39
Evaluating point and density forecasts of DSGE models
Wolters, Maik H.
- In:
Journal of applied econometrics
30
(
2015
)
1
,
pp. 74-96
Persistent link: https://www.econbiz.de/10011327648
Saved in:
40
Posterior consistency in conditional density estimation by covariate dependent mixtures
Norets, Andriy
;
Pelenis, Justinas
- In:
Econometric theory
30
(
2014
)
3
,
pp. 606-646
Persistent link: https://www.econbiz.de/10010500885
Saved in:
41
A robust neighborhood truncation approach to estimation of integrated quarticity
Andersen, Torben
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Econometric theory
30
(
2014
)
1
,
pp. 3-59
Persistent link: https://www.econbiz.de/10010399788
Saved in:
42
Applying beta-type size distributions to healthcare cost regressions
Jones, Andrew M.
;
Lomas, James
;
Rice, Nigel
- In:
Journal of applied econometrics
29
(
2014
)
4
,
pp. 649-670
Persistent link: https://www.econbiz.de/10010414863
Saved in:
43
A smooth nonparametric conditional density test for categorical responses
Li, Cong
;
Racine, Jeffrey
- In:
Econometric theory
29
(
2013
)
3
,
pp. 629-641
Persistent link: https://www.econbiz.de/10009778500
Saved in:
44
Tail index of an AR(1) model with ARCH(1) errors
Chan, Ngai Hang
;
Li, Deyuan
;
Peng, Liang
;
Zhang, Rongmao
- In:
Econometric theory
29
(
2013
)
5
,
pp. 920-940
Persistent link: https://www.econbiz.de/10010248321
Saved in:
45
Adaptive LASSO-type estimation for multivariate diffusion processes
De Gregorio, Alessandro
;
Iacus, Stefano Maria
- In:
Econometric theory
28
(
2012
)
4
,
pp. 838-860
Persistent link: https://www.econbiz.de/10009669733
Saved in:
46
Modelling dependence using skew t copulas : Bayesian inference and applications
Smith, Michael S.
;
Quan Gan
;
Kohn, Robert J.
- In:
Journal of applied econometrics
27
(
2012
)
3
,
pp. 500-522
Persistent link: https://www.econbiz.de/10009618600
Saved in:
47
Testing distributional assumptions : a GMM approach
Bontemps, Christian
;
Meddahi, Nour
- In:
Journal of applied econometrics
27
(
2012
)
6
,
pp. 978-1012
Persistent link: https://www.econbiz.de/10010219746
Saved in:
48
Specification test for conditional distribution with functional data
Ferraty, Frederic
;
Quintela del Río, Alejandro
;
Vieu, …
- In:
Econometric theory
28
(
2012
)
2
,
pp. 363-386
Persistent link: https://www.econbiz.de/10009520944
Saved in:
49
Integrated conditional moment tests for parametric conditional distributions
Bierens, Herman J.
;
Wang, Li
- In:
Econometric theory
28
(
2012
)
2
,
pp. 328-362
Persistent link: https://www.econbiz.de/10009520945
Saved in:
50
Tail and nontail memory with applications to extreme value and robust statistics
Hill, Jonathan B.
- In:
Econometric theory
27
(
2011
)
4
,
pp. 844-884
Persistent link: https://www.econbiz.de/10009311730
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