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Estimation risk in GARCH VaR and ES estimates
Gao, Feng; Song, Fengming - In: Econometric theory 24 (2008) 5, pp. 1404-1424
Persistent link: https://www.econbiz.de/10003748804
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Nonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory
Martins-Filho, Carlos; Yao, Feng; Torero, Máximo - In: Econometric theory 34 (2018) 1, pp. 23-67
Persistent link: https://www.econbiz.de/10011950922
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Bandwidth selection, prewhitening, and the power of the Phillips-Perron test
Cheung, Yin-Wong - In: Econometric theory 13 (1997) 5, pp. 679-691
Persistent link: https://www.econbiz.de/10001232218
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Unit root tests based on adaptive maximum likelihood estimation
Shin, Dong-wan; So, Beong Soo - In: Econometric theory 15 (1999) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10001381796
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Semiparametric estimation of a location parameter in the binary choice model
Chen, Songnian - In: Econometric theory 15 (1999) 1, pp. 79-98
Persistent link: https://www.econbiz.de/10001381812
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Cauchy estimators for autoregressive processes with applications to unit root tests and confidence intervals
So, Beong Soo; Shin, Dong-wan - In: Econometric theory 15 (1999) 2, pp. 165-176
Persistent link: https://www.econbiz.de/10001381830
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A permutation-based estimator for monotone index models
Bhattacharya, Debopam - In: Econometric theory 24 (2008) 3, pp. 795-807
Persistent link: https://www.econbiz.de/10003894302
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A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators
Giacomini, Raffaella; Politis, Dimitris N.; White, Halbert - In: Econometric theory 29 (2013) 3, pp. 567-589
Persistent link: https://www.econbiz.de/10009778510
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Efficient estimation of factor models
Choi, In - In: Econometric theory 28 (2012) 2, pp. 274-308
Persistent link: https://www.econbiz.de/10009520949
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The bootstrap in threshold regression
Yu, Ping - In: Econometric theory 30 (2014) 3, pp. 676-714
Persistent link: https://www.econbiz.de/10010500881