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Where does the tail begin? : an approach based on scoring rules
Hoga, Yannick - In: Econometric reviews 39 (2020) 6, pp. 579-601
Persistent link: https://www.econbiz.de/10012195423
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Conditional VAR and expected shortfall : a new functional approach
Ferraty, Frédéric; Quintela del Río, Alejandro - In: Econometric reviews 35 (2016) 1/4, pp. 263-292
Persistent link: https://www.econbiz.de/10011549924
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Robust parametric tests of constant conditional correlation in a MGARCH model
Shadat, Wasel; Orme, Chris D. - In: Econometric reviews 37 (2018) 6/10, pp. 551-576
Persistent link: https://www.econbiz.de/10012039397
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High-order conditional quantile estimation based on nonparametric models of regression
Martins-Filho, Carlos; Yao, Feng; Torero, Máximo - In: Econometric reviews 34 (2015) 6/10, pp. 907-958
Persistent link: https://www.econbiz.de/10011483401
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Extremal quantiles and stock price crashes
Andreou, Panayiotis C.; Anyfantaki, Sofia; Maasoumi, … - In: Econometric reviews 42 (2023) 9/10, pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
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Confidence intervals for impulse responses under departures from normality
Kilian, Lutz - In: Econometric reviews 17 (1998) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10001237560
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A test of normality using nonparametric residuals
Whang, Yoon-jae - In: Econometric reviews 17 (1998) 3, pp. 301-327
Persistent link: https://www.econbiz.de/10001247692
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Estimation and inference on long-run equilibria : a simulation study
Cappuccio, Nunzio; Lubian, Diego - In: Econometric reviews 20 (2001) 1, pp. 61-84
Persistent link: https://www.econbiz.de/10001582455
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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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Normality of posterior distribution under misspecification and nonsmoothness, and Bayes factor for Davies' problem
Yang, Minxian - In: Econometric reviews 33 (2014) 1/4, pp. 305-336
Persistent link: https://www.econbiz.de/10010360511