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1
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
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2
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:
3
Co-integration
rank determination in partial systems using information criteria
Cavaliere, Giuseppe
;
De Angelis, Luca
;
Fanelli, Luca
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
1
,
pp. 65-89
Persistent link: https://www.econbiz.de/10011969541
Saved in:
4
Determining the
cointegration
rank in heteroskedastic VAR models of unknown order
Cavaliere, Giuseppe
;
De Angelis, Luca
;
Rahbek, Anders
; …
- In:
Econometric theory
34
(
2018
)
2
,
pp. 349-382
Persistent link: https://www.econbiz.de/10011950959
Saved in:
5
Optimal Lag Structure Selection in VEC-Models
Winker, Peter
;
Maringer, Dietmar
- In:
New directions in macromodelling : essays in honor of …
,
(pp. 213-234)
.
2004
Persistent link: https://www.econbiz.de/10015388221
Saved in:
6
Testing rank similarity in the local average treatment effects model
Kim, Ju Hyun
;
Park, Byoung Gun
- In:
Econometric reviews
41
(
2022
)
10
,
pp. 1265-1286
Persistent link: https://www.econbiz.de/10013490706
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7
Accelerated MM algorithms for inference of ranking scores from comparison data
Vojnović, Milan
;
Yun, Se-Young
;
Zhou, Kaifang
- In:
Operations research
71
(
2023
)
4
,
pp. 1318-1342
Persistent link: https://www.econbiz.de/10014338197
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8
The need for "considered estimation" versus "conservative estimation" when ranking or comparing predictors of job performance
Bobko, Philip
;
Roth, Philip L.
;
Le, Huy
;
Oh, In-Sue
; …
- In:
International journal of selection and assessment : IJSA
33
(
2025
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10015143977
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9
Risk measure inference
Hurlin, Christophe
;
Laurent, Sébastien
;
Quaedvlieg, Rogier
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
4
,
pp. 499-512
Persistent link: https://www.econbiz.de/10011893687
Saved in:
10
Sharper asset ranking from total drawdown durations
Challet, Damien
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011746991
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