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Optimal prediction under asymmetric loss
Christoffersen, Peter F. - In: Econometric theory 13 (1997) 6, pp. 808-817
Persistent link: https://www.econbiz.de/10001236164
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Prediction and signal extraction of strongly dependent processes in the frequency domain
Hidalgo, Javier; Yajima, Yasutoshi - In: Econometric theory 18 (2002) 3, pp. 584-624
Persistent link: https://www.econbiz.de/10001673367
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Predictive density estimation for multiple regression
George, Edward I.; Xu, Xinyi - In: Econometric theory 24 (2008) 2, pp. 528-544
Persistent link: https://www.econbiz.de/10003894214
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Prediction errors in nonstationary autoregressions of infinite order
Ing, Ching-kang; Sin, Chor-yiu; Yu, Shu-hui - In: Econometric theory 26 (2010) 3, pp. 774-803
Persistent link: https://www.econbiz.de/10003992431
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Estimation for the prediction of point processes with many covariates
Sancetta, Alessio - In: Econometric theory 34 (2018) 3, pp. 598-627
Persistent link: https://www.econbiz.de/10011951015
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Finite-sample size control of ivx-based tests in predictive regressions
Hosseinkouchack, Mehdi; Demetrescu, Matei - In: Econometric theory 37 (2021) 4, pp. 769-793
Persistent link: https://www.econbiz.de/10012618201
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Asymptotic efficiency of the two stage estimator in I (2) systems
Paruolo, Paolo - In: Econometric theory 16 (2000) 4, pp. 524-550
Persistent link: https://www.econbiz.de/10001517334
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Semiparametric estimation of multiple equation models
Picone, Gabriel A.; Butler, John S. - In: Econometric theory 16 (2000) 4, pp. 551-575
Persistent link: https://www.econbiz.de/10001517337
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Nonparametric significance testing
Lavergne, Pascal; Vuong, Quang H. - In: Econometric theory 16 (2000) 4, pp. 576-601
Persistent link: https://www.econbiz.de/10001517339
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Identification of the binary choice model with misclassification
Lewbel, Arthur - In: Econometric theory 16 (2000) 4, pp. 603-609
Persistent link: https://www.econbiz.de/10001517341