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Oracle inequalities for convex loss functions with nonlinear targets
Caner, Mehmet; Kock, Anders Bredahl - In: Econometric reviews 35 (2016) 8/10, pp. 1377-1411
Persistent link: https://www.econbiz.de/10011592343
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The variances of non-parametric estimates of the cross-sectional distribution of durations
Tian, Maoshan; Dixon, Huw - In: Econometric reviews 41 (2022) 10, pp. 1243-1264
Persistent link: https://www.econbiz.de/10013490704
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A diagnostic test for specification of copulas under censorship
Lin, Juan; Wu, Ximing - In: Econometric reviews 39 (2020) 9, pp. 930-946
Persistent link: https://www.econbiz.de/10012295589
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Posterior odds with a generalized hyper-g-prior
George, Edward I.; Maruyama, Yuzo - In: Econometric reviews 33 (2014) 1/4, pp. 251-269
Persistent link: https://www.econbiz.de/10010359808
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Confidence sets based on thresholding estimators in high-dimensional Gaussian regression models
Schneider, Ulrike - In: Econometric reviews 35 (2016) 8/10, pp. 1412-1455
Persistent link: https://www.econbiz.de/10011592348
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A theory of dichotomous valuation with applications to variable selection
Hu, Xingwei - In: Econometric reviews 39 (2020) 10, pp. 1075-1099
Persistent link: https://www.econbiz.de/10012406210
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Binary quantile regression and variable selection : a new approach
Aristodemou, Katerina; He, Jian; Yu, Keming - In: Econometric reviews 38 (2019) 6, pp. 679-694
Persistent link: https://www.econbiz.de/10012181345
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Lassoed boosting and linear prediction in the equities market
Huang, Xiao - In: Econometric reviews 43 (2024) 9, pp. 733-751
Persistent link: https://www.econbiz.de/10015050638
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Empirical Monte Carlo evidence on estimation of timing-of-events models
Lombardi, Stefano; Berg, Gerard J. van den; Vikström, Johan - In: Econometric reviews 44 (2024) 1, pp. 90-118
Persistent link: https://www.econbiz.de/10015196435
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Estimating the derivative function and counterfactuals in duration models with heterogeneity
Hausman, Jerry A.; Woutersen, Tiemen - In: Econometric reviews 33 (2014) 5/6, pp. 472-496
Persistent link: https://www.econbiz.de/10010360808