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Robust Predictive Regression
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Scaillet, Olivier
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Trojani, Fabio
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Camponovo, Lorenzo
2
Fernandes, Marcelo
2
Linton, Oliver
2
Ortelli, Claudio
2
Rombouts, Jeroen V. K.
2
Urga, Giovanni
2
Veredas, David
2
Zakoïan, Jean-Michel
2
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1
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Journal of econometrics
Working Paper
80
FINRISK Working Paper Series
78
Research paper series / Swiss Finance Institute
57
Swiss Finance Institute Research Paper
38
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
26
FAME Research Paper Series
23
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
22
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21
Swiss Finance Institute Research Paper Series
19
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
11
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11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of economic dynamics & control
9
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9
The review of financial studies
9
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8
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Management science : journal of the Institute for Operations Research and the Management Sciences
7
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6
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6
International Center for Financial Asset Management and Engineering (FAME) - Research Paper Series
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Journal of Econometrics
6
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5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Finance and stochastics
5
Journal of financial econometrics
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Journal of the American Statistical Association : JASA
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Universität Zürich - Institut für schweizerisches Bankwesen
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CORE Discussion Papers
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1
Robust subsampling
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 197-211
Persistent link: https://www.econbiz.de/10009825301
Saved in:
2
Robust subsampling
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 197-210
Persistent link: https://www.econbiz.de/10009551425
Saved in:
3
Robust GMM tests for structural breaks
Gagliardini, Patrick
;
Trojani, Fabio
;
Urga, Giovanni
- In:
Journal of econometrics
129
(
2005
)
1
,
pp. 139-182
Persistent link: https://www.econbiz.de/10006750358
Saved in:
4
Robust efficient method of moments
Ortelli, Claudio
;
Trojani, Fabio
- In:
Journal of econometrics
128
(
2005
)
1
,
pp. 69-98
Persistent link: https://www.econbiz.de/10006751476
Saved in:
5
Robust inference with GMM estimators
Ronchetti, Elvezio
;
Trojani, Fabio
- In:
Journal of econometrics
101
(
2001
)
1
,
pp. 37-69
Persistent link: https://www.econbiz.de/10001545114
Saved in:
6
Robust efficient method of moments
Ortelli, Claudio
;
Trojani, Fabio
- In:
Journal of econometrics
128
(
2005
)
1
,
pp. 69-97
Persistent link: https://www.econbiz.de/10003002292
Saved in:
7
Robust GMM tests for structural breaks
Gagliardini, Patrick
;
Trojani, Fabio
;
Urga, Giovanni
- In:
Journal of econometrics
129
(
2005
)
1/2
,
pp. 139-182
Persistent link: https://www.econbiz.de/10003172760
Saved in:
8
Semiparametric methods in econometrics
Fernandes, Marcelo
;
Linton, Oliver
;
Scaillet, Olivier
- In:
Journal of econometrics
141
(
2007
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10007797068
Saved in:
9
Tikhonov regularization for nonparametric instrumental variable estimators
Gagliardini, Patrick
;
Scaillet, Olivier
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 61-76
Persistent link: https://www.econbiz.de/10009825294
Saved in:
10
A higher-order correct fast moving-average bootstrap for dependent data
La Vecchia, Davide
;
Moor, Alban
;
Scaillet, Olivier
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 65-81
Persistent link: https://www.econbiz.de/10014434380
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