Narrow search
Showing 1 - 10 of 1,858
Cover Image
Multiperiod corporate default prediction : a forward intensity approach
Duan, Jin-Chuan; Sun, Jie; Wang, Tao - In: Journal of econometrics 170 (2012) 1, pp. 191-209
Persistent link: https://www.econbiz.de/10009673113
Cover Image
(Machine) learning parameter regions
Olea, José Luis Montiel; Nesbit, James - In: Journal of econometrics 222 (2021) 1,3, pp. 716-744
Persistent link: https://www.econbiz.de/10012619782
Cover Image
Autoencoder asset pricing models
Gu, Shihao; Kelly, Bryan T.; Xiu, Dacheng - In: Journal of econometrics 222 (2021) 1,2, pp. 429-450
Persistent link: https://www.econbiz.de/10012619654
Cover Image
On LASSO for predictive regression
Lee, Ji Hyung; Shi, Zhentao; Gao, Zhan - In: Journal of econometrics 229 (2022) 2, pp. 322-349
Persistent link: https://www.econbiz.de/10013441886
Cover Image
Debiased machine learning of set-identified linear models
Semenova, Vira - In: Journal of econometrics 235 (2023) 2, pp. 1725-1746
Persistent link: https://www.econbiz.de/10014471425
Cover Image
Are bond returns predictable with real-time macro data?
Huang, Dashan; Jiang, Fuwei; Li, Kunpeng; Tong, Guoshi; … - In: Journal of econometrics 237 (2023) 2,3, pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Cover Image
Modeling frailty-correlated defaults using many macroeconomic covariates
Koopman, Siem Jan; Lucas, André; Schwaab, Bernd - In: Journal of econometrics 162 (2011) 2, pp. 312-325
Persistent link: https://www.econbiz.de/10009270628
Cover Image
Reinforced urn processes for credit risk models
Peluso, Stefano; Mira, Antonietta; Mulière, Pietro - In: Journal of econometrics 184 (2015) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10011326824
Cover Image
Commercial and residential mortgage defaults : spatial dependence with frailty
Babii, Andrii; Chen, Xi; Ghysels, Eric - In: Journal of econometrics 212 (2019) 1, pp. 47-77
Persistent link: https://www.econbiz.de/10012303871
Cover Image
Bayesian Artificial Neural Networks for frontier efficiency analysis
Tsionas, Efthymios G.; Parmeter, Christopher F.; … - In: Journal of econometrics 236 (2023) 2, pp. 1-14
Persistent link: https://www.econbiz.de/10014365509