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Numerically accelerated importance sampling for nonlinear non-Gaussian state-space models
Koopman, Siem Jan; Lucas, André; Scharth, Marcel - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 1, pp. 114-127
Persistent link: https://www.econbiz.de/10011389921
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Bayesian bandwidth estimation in nonparametric time-varying coefficient models
Cheng, Tingting; Gao, Jiti; Zhang, Xibin - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10012175865
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Inequality constrained state-space models
Qian, Hang - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 2, pp. 350-362
Persistent link: https://www.econbiz.de/10012177369
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The finite sample performance of inference methods for propensity score matching and weighting estimators
Bodory, Hugo; Camponovo, Lorenzo; Huber, Martin; … - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 1, pp. 183-200
Persistent link: https://www.econbiz.de/10012179542
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The finite sample performance of estimators for mediation analysis under sequential conditional independence
Huber, Martin; Lechner, Michael; Mellace, Giovanni - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 1, pp. 139-160
Persistent link: https://www.econbiz.de/10011691243
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Multivariate tests of mean-variance efficiency and spanning with a large number of assets and time-varying covariances
Gungor, Sermin; Luger, Richard - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 2, pp. 161-175
Persistent link: https://www.econbiz.de/10011691256
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Sample selection and treatment effect estimation of lender of last resort policies
Vossmeyer, Angela - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 2, pp. 197-212
Persistent link: https://www.econbiz.de/10011691275
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Stochastic volatility models based on OU-Gamma time change : theory and estimation
James, Lancelot F.; Müller, Gernot; Zhang, Zhiyuan - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 1, pp. 75-87
Persistent link: https://www.econbiz.de/10011894398
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Uniform inference in predictive regression models
Chen, Willa W.; Deo, Rohit S.; Yi, Yanping - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 4, pp. 525-533
Persistent link: https://www.econbiz.de/10010337853
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Likelihood-based estimation of dynamic panels with predetermined regressors
Moral-Benito, Enrique - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 4, pp. 451-472
Persistent link: https://www.econbiz.de/10010337857