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A new test for linear inequality constraints when the variance–covariance matrix depends on the unknown parameters
Donald, Stephen G.; Hsu, Yu-Chin - In: Economics letters 113 (2011) 3, pp. 241-244
Persistent link: https://www.econbiz.de/10009801762
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ON THE RECOVERABILITY OF FORECASTERS’ PREFERENCES
Lieli, Robert P.; Stinchcombe, Maxwell B. - In: Econometric theory 29 (2012) 3, pp. 517-544
Persistent link: https://www.econbiz.de/10010120920
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Predicting binary outcomes
Elliott, Graham; Lieli, Robert P. - In: Journal of econometrics 174 (2013) 1, pp. 15-26
Persistent link: https://www.econbiz.de/10010094329
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The construction of empirical credit scoring rules based on maximization principles
Lieli, Robert P.; White, Halbert - In: Journal of econometrics 157 (2010) 1, pp. 110-120
Persistent link: https://www.econbiz.de/10008418103
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Change-point estimation of nonstationary I(d) processes
Hsu, Yu-Chin; Kuan, Chung-Ming - In: Economics letters 98 (2008) 2, pp. 115-121
Persistent link: https://www.econbiz.de/10007893863
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Assessing value at risk with CARE, the Conditional Autoregressive Expectile models
Kuan, Chung-Ming; Yeh, Jin-Huei; Hsu, Yu-Chin - In: Journal of econometrics 150 (2009) 2, pp. 261-270
Persistent link: https://www.econbiz.de/10008253322
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Change-point estimation of nonstationary I(d) processes
Hsu, Yu-Chin; Kuan, Chung-Ming - In: Economics letters 98 (2008) 2, pp. 115-122
Persistent link: https://www.econbiz.de/10008880572
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Assessing value at risk with CARE, the Conditional Autoregressive Expectile models
Kuan, Chung-Ming; Yeh, Jin-Huei; Hsu, Yu-Chin - In: Journal of econometrics 150 (2009) 2, pp. 261-271
Persistent link: https://www.econbiz.de/10008890754
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On the Asymptotic Properties of LDU-Based Tests of the Rank of a Matrix
Cragg, John G.; Donald, Stephen G. - In: Journal of the American Statistical Association : JASA 91 (1996) 435, pp. 1301-1309
Persistent link: https://www.econbiz.de/10006633114
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Inference Concerning the Number of Factors in a Multivariate Nonparametric Relationship
Donald, Stephen G. - In: Econometrica : journal of the Econometric Society, an … 65 (1997) 1, pp. 103-132
Persistent link: https://www.econbiz.de/10006793214