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Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios
Chu, Ba - In: Annals of finance 8 (2012) 1, pp. 97-122
Persistent link: https://www.econbiz.de/10009510575
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Time-specific average estimation of dynamic panel regressions
Chu, Ba - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 4, pp. 581-616
Persistent link: https://www.econbiz.de/10013453781
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k-nearest neighbor estimation of inverse-density-weighted expectations with dependent data
Chu, Ba; Jacho-Chávez, David T. - In: Econometric theory 28 (2012) 4, pp. 769-803
Persistent link: https://www.econbiz.de/10009669745
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Non-standard confidence sets for ratios and tipping points with applications to dynamic panel data
Bernard, Jean-Thomas; Chu, Ba; Khalaf, Lynda; Voia, … - 2017
Persistent link: https://www.econbiz.de/10011629461
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Standard errors for nonparametric regression
Chu, Ba; Jacho-Chávez, David Tomás; Linton, Oliver - In: Econometric reviews 39 (2020) 7, pp. 674-690
Persistent link: https://www.econbiz.de/10012262514
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Non-Standard confidence sets for ratios and tipping points with applications to dynamic panel data
Bernard, Jean-Thomas; Chu, Ba; Khalaf, Lynda; Voia, … - In: Annals of economics and statistics 134 (2019), pp. 79-108
Persistent link: https://www.econbiz.de/10012305975
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Forecasting (LOG) volatility models
Christodoulakis, George A.; Satchell, Stephen - 1998
Persistent link: https://www.econbiz.de/10000998647
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A theorem of validity for edgeworth expansions
Sargan, John Denis - In: Econometrica : journal of the Econometric Society, an … 54 (1986) 1, pp. 189-213
Persistent link: https://www.econbiz.de/10001007663
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Option pricing with GARCH and systematic consumption risk
Satchell, Stephen; Timmermann, Allan - 1993
Persistent link: https://www.econbiz.de/10000930377