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Phillips, Peter C. B.
31
Koop, Gary
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18
Lee, Lung-fei
16
Timmermann, Allan
15
Ghysels, Eric
14
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14
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14
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13
Yu, Jun
13
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12
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12
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12
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12
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11
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11
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11
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10
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10
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10
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9
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9
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9
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9
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9
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9
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9
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9
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8
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8
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8
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8
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8
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(EC)2 Conference <1, 1990; 2, 1991>
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1
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Journal of econometrics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
1,729
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1
"Stochastically more
risk
averse" : a contextual
theory
of stochastic discrete choice under
risk
Wilcox, Nathaniel T.
- In:
Journal of econometrics
162
(
2011
)
1
,
pp. 89-104
Persistent link: https://www.econbiz.de/10009270696
Saved in:
2
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
Saved in:
3
The VIX, the variance premium and stock market volatility
Bekaert, Geert
;
Hoerova, Marie
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 181-192
Persistent link: https://www.econbiz.de/10010506065
Saved in:
4
Nonparametric estimation of first-price auctions with
risk
-averse bidders
Zincenko, Federico
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 303-335
Persistent link: https://www.econbiz.de/10012110282
Saved in:
5
Calibrating the wealth effects of decoupled payments : does decreasing absolute
risk
aversion matter?
Just, David
- In:
Journal of econometrics
162
(
2011
)
1
,
pp. 25-34
Persistent link: https://www.econbiz.de/10009270722
Saved in:
6
Nonparametric
risk
management and implied
risk
aversion
Aït-Sahalia, Yacine
;
Lo, Andrew W.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 9-51
Persistent link: https://www.econbiz.de/10001437741
Saved in:
7
Unit root tests in the presence of uncertainty about the non-stochastic trend
Ayat, K. Leila
;
Burridge, Peter
- In:
Journal of econometrics
95
(
2000
)
1
,
pp. 71-96
Persistent link: https://www.econbiz.de/10001432518
Saved in:
8
Residual
risk
revisited
Lehmann, Bruce Neal
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 71-92
Persistent link: https://www.econbiz.de/10001332079
Saved in:
9
Semiparametric proportional hazards estimation of competing risks models with time-varying covariates
Sueyoshi, Glenn T.
- In:
Journal of econometrics
51
(
1992
)
1
,
pp. 25-58
Persistent link: https://www.econbiz.de/10001118273
Saved in:
10
Partially identifying competing risks models : an application to the war on cancer
Kim, Dongwoo
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 536-564
Persistent link: https://www.econbiz.de/10014434346
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