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Expected utility and catastrophic risk in a stochastic economy-climate model
Ikefuji, Masako; Laeven, Roger J. A.; Magnus, Jan R.; … - In: Journal of econometrics 214 (2020) 1, pp. 110-129
Persistent link: https://www.econbiz.de/10012438313
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Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares
Botosaru, Irene; Muris, Chris; Pendakur, Krishna - In: Journal of econometrics 232 (2023) 2, pp. 576-597
Persistent link: https://www.econbiz.de/10014340641
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Model averaging in semiparametric estimation of treatment effects
Kitagawa, Toru; Muris, Chris - In: Journal of econometrics 193 (2016) 1, pp. 271-289
Persistent link: https://www.econbiz.de/10011704807
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Mutual excitation in Eurozone sovereign CDS
Aït-Sahalia, Yacine; Laeven, Roger J. A.; Pelizzon, Loriana - In: Journal of econometrics 183 (2014) 2, pp. 151-167
Persistent link: https://www.econbiz.de/10010506073
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Testing for self-excitation in jumps
Boswijk, Herman Peter; Laeven, Roger J. A.; Yang, Xiye - In: Journal of econometrics 203 (2018) 2, pp. 256-266
Persistent link: https://www.econbiz.de/10011974668
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Dependent microstructure noise and integrated volatility estimation from high-frequency data
Li, Z. Merrick; Laeven, Roger J. A.; Vellekoop, Michel - In: Journal of econometrics 215 (2020) 2, pp. 536-558
Persistent link: https://www.econbiz.de/10012439499
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Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix
Magnus, Jan R. - In: Journal of econometrics 7 (1978) 3, pp. 281-312
Persistent link: https://www.econbiz.de/10002424163
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Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood
Magnus, Jan R. - In: Journal of econometrics 19 (1982) 2/3, pp. 239-285
Persistent link: https://www.econbiz.de/10002424168
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On the harm that ignoring pretesting can cause
Danilov, Dmitry; Magnus, Jan R. - In: Journal of econometrics 122 (2004) 1, pp. 27-46
Persistent link: https://www.econbiz.de/10006756219
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On tests and significance in econometrics
Keuzenkamp, Hugo A.; Magnus, Jan R. - In: Journal of econometrics 67 (1995) 1, pp. 5-24
Persistent link: https://www.econbiz.de/10006798466