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M-estimators of U-processes with a change-point due to a covariate threshold
Tan, Lili; Zhang, Yichong - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 2, pp. 248-259
Persistent link: https://www.econbiz.de/10012176619
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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
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Nonparametric tests for tail monotonicity
Berghaus, Betina; Bücher, Axel - In: Journal of econometrics 180 (2014) 2, pp. 117-126
Persistent link: https://www.econbiz.de/10010433404
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A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables
Swensen, Anders Rygh - In: Journal of econometrics 165 (2011) 2, pp. 152-162
Persistent link: https://www.econbiz.de/10009409699
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Bootstrap algorithms for testing and determining the cointegration rank in VAR models
Swensen, Anders Rygh - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 6, pp. 1699-1714
Persistent link: https://www.econbiz.de/10003392390
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Reciprocal upper semicontinuity and better reply secure games : a comment
Bagh, Adib; Jofré, Alejandro - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 6, pp. 1715-1721
Persistent link: https://www.econbiz.de/10003394280