Narrow search
Showing 1 - 7 of 7
Cover Image
Bagging binary and quantile predictors for time series
Lee, Tae-hwy; Yang, Yang - In: Journal of econometrics 135 (2006) 1/2, pp. 465-497
Persistent link: https://www.econbiz.de/10003376093
Cover Image
Recursive estimation in large panel data models : theory and practice
Jiang, Bin; Yang, Yanrong; Gao, Jiti; Hsiao, Cheng - In: Journal of econometrics 224 (2021) 2, pp. 439-465
Persistent link: https://www.econbiz.de/10013275396
Cover Image
Time-varying minimum variance portfolio
Fan, Qingliang; Wu, Ruike; Yang, Yanrong; Zhong, Wei - In: Journal of econometrics 239 (2024) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10015074503
Cover Image
Estimation of censored linear errors-in-variables models
Wang, Liqun - In: Journal of econometrics 84 (1998) 2, pp. 383-400
Persistent link: https://www.econbiz.de/10001241541
Cover Image
Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models
Wang, Liqun; Hsiao, Cheng - In: Journal of econometrics 165 (2011) 1, pp. 30-44
Persistent link: https://www.econbiz.de/10009374502
Cover Image
Ultrahigh dimensional precision matrix estimation via refitted cross validation
Wang, Luheng; Chen, Zhao; Wang, Christina Dan; Li, Runze - In: Journal of econometrics 215 (2020) 1, pp. 118-130
Persistent link: https://www.econbiz.de/10012439399
Cover Image
A dynamic conditional score model for the log correlation matrix
Hafner, Christian M.; Wang, Linqi - In: Journal of econometrics 237 (2023) 2,2, pp. 1-18
Persistent link: https://www.econbiz.de/10014471519