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Density prediction of stock index returns using GARCH models : frequentist or Bayesian estimation?
Hoogerheide, Lennart F.; Ardia, David; Corré, Nienke - In: Economics letters 116 (2012) 3, pp. 322-325
Persistent link: https://www.econbiz.de/10009674398
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Missing mean does no harm to volatility!
Anatolyev, Stanislav; Tarasyuk, Irina - In: Economics letters 134 (2015), pp. 62-64
Persistent link: https://www.econbiz.de/10011432253
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Regional integration in China : a statistical model
Xu, Xinpeng; Voon, Jan P. - In: Economics letters 79 (2003) 1, pp. 35-42
Persistent link: https://www.econbiz.de/10001741263
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Calibration and the volatility of labor : a cautionary note
Salyer, Kevin Duff - In: Economics letters 77 (2002) 2, pp. 265-269
Persistent link: https://www.econbiz.de/10001705617
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A note on NNS models : introducing physical capital; avoiding rationing
Danthine, Jean-Pierre; Donaldson, John B. - In: Economics letters 77 (2002) 3, pp. 433-437
Persistent link: https://www.econbiz.de/10001711527
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Cross-validation for selecting the penalty factor in least squares model averaging
Fang, Fang; Yang, Qiwei; Tian, Wenling - In: Economics letters 217 (2022), pp. 1-5
Persistent link: https://www.econbiz.de/10013465487
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A discrete choice model with endogenous attribute attendance
Hole, Arne Risa - In: Economics letters 110 (2011) 3, pp. 203-205
Persistent link: https://www.econbiz.de/10009241525
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Specification tests and tests for overidentifying restrictions in panel data models with selection
Semykina, Anastasia - In: Economics letters 115 (2012) 1, pp. 53-55
Persistent link: https://www.econbiz.de/10009615335
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Local interaction in tax evasion
Garay, Barnabás M.; Simonovits, András; Tóth, János - In: Economics letters 115 (2012) 3, pp. 412-415
Persistent link: https://www.econbiz.de/10009632343
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Identification problem of the exponential tilting estimator under misspecification
Sueishi, Naoya - In: Economics letters 118 (2013) 3, pp. 509-511
Persistent link: https://www.econbiz.de/10009729519