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Fast and reliable jackknife and bootstrap methods for cluster-robust inference
MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - In: Journal of applied econometrics 38 (2023) 5, pp. 671-694
Persistent link: https://www.econbiz.de/10014338128
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Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben; Bollerslev, Tim; Frederiksen, Per; … - In: Journal of applied econometrics 25 (2010) 2, pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
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Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.; Nielsen, Morten Ørregaard - In: Journal of applied econometrics 29 (2014) 1, pp. 161-171
Persistent link: https://www.econbiz.de/10010414227
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Multivariate mixed proportional hazard modelling of the joint retirement of married couples
An, Mark Y.; Christensen, Bent Jesper; Gupta, Nabanita Datta - In: Journal of applied econometrics 19 (2004) 6, pp. 687-704
Persistent link: https://www.econbiz.de/10006961343
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Special issue on the econometrics of social insurance
Christensen, Bent Jesper; Datta Gupta, Nabanita; Rust, John - In: Journal of applied econometrics 19 (2004) 6, pp. 647-648
Persistent link: https://www.econbiz.de/10006961345
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Multivariate mixed proportional hazard modelling of the joint retirement of married couples
An, Mark Yuying; Christensen, Bent Jesper; Gupta, … - In: Journal of applied econometrics 19 (2004) 6, pp. 687-704
Persistent link: https://www.econbiz.de/10002468267