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Estimation and inference about tail features with tail censored data
Wang, Yulong; Xiao, Zhijie - In: Journal of econometrics 230 (2022) 2, pp. 363-387
Persistent link: https://www.econbiz.de/10013463894
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Endogenous household interaction
Del Boca, Daniela; Flinn, Christopher J. - In: Journal of econometrics 166 (2012) 1, pp. 49-65
Persistent link: https://www.econbiz.de/10009410339
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Spectral tests of the martingale hypothesis under conditional heteroscedasticity
Deo, Rohit S. - In: Journal of econometrics 99 (2000) 2, pp. 291-315
Persistent link: https://www.econbiz.de/10001511972
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Ordering univariate distributions by entropy and variance
Ebrahimi, Nader; Maasoumi, Esfandiar; Soofi, Ehsan S. - In: Journal of econometrics 90 (1999) 2, pp. 317-336
Persistent link: https://www.econbiz.de/10001382139
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Forecasting multifractal volatility
Calvet, Laurent E.; Fisher, Adlai - In: Journal of econometrics 105 (2001) 1, pp. 27-58
Persistent link: https://www.econbiz.de/10001617142
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Calculation of maximum entropy densities with application to income distribution
Wu, Ximing - In: Journal of econometrics 115 (2003) 2, pp. 347-354
Persistent link: https://www.econbiz.de/10001768327
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Subsampling the distribution of diverging statistics with applications to finance
Bertail, Patrice; Häfke, Christian; Politis, Dimitris N.; … - In: Journal of econometrics 120 (2004) 2, pp. 295-326
Persistent link: https://www.econbiz.de/10002028637
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Bootstrap specification tests for diffusion processes
Corradi, Valentina; Swanson, Norman R. - In: Journal of econometrics 124 (2005) 1, pp. 117-148
Persistent link: https://www.econbiz.de/10002439423
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A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
Abadir, Karim Maher; Lucas, André - In: Journal of econometrics 119 (2004) 1, pp. 45-71
Persistent link: https://www.econbiz.de/10001943912
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A consistent estimator for the binomial distribution in the presence of "incidental parameters" : an application to patent data
Machado, Matilde P. - In: Journal of econometrics 119 (2004) 1, pp. 73-98
Persistent link: https://www.econbiz.de/10001943935