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Detection and prediction of managerial fraud in the financial statements of Tunisian banks

Boumediene, Salem Lotfi - In: Accounting & taxation : AT 6 (2014) 2, pp. 1-10

Persistent link: https://www.econbiz.de/10010510273

A new robust inference for predictive quantile regression

Cai, Zongwu; Chen, Haiqiang; Liao, Xiaosai - In: Journal of econometrics 234 (2023) 1, pp. 227-250

Persistent link: https://www.econbiz.de/10014364804

A new robust inference for asset return predictability via quantile regression

Cai, Zongwu; Chen, Haiqiang; Liao, Xiaosai - 2020

Persistent link: https://www.econbiz.de/10012203086

Forecasting peak electric load : robust support vector regression with smooth nonconvex ϵ-insensitive loss

Nie, Rujia; Che, Jinxing; Yuan, Fang; Zhao, Weihua - In: Journal of forecasting 43 (2024) 6, pp. 1902-1917

Persistent link: https://www.econbiz.de/10015110338

From the bottom? : rank effects on political promotion and electoral outcomes in South Korea's local elections

Jung, Hoyong - In: Hitotsubashi journal of economics 64 (2023) 1, pp. 42-58

Persistent link: https://www.econbiz.de/10015407353

On confidence intervals for autoregressive roots and predictive regression

Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 82 (2014) 3, pp. 1177-1195

Persistent link: https://www.econbiz.de/10010506470

Simultaneous selection of optimal bandwidths for the sharp regression discontinuity estimator

Arai, Yoichi; Ichimura, Hidehiko - In: Quantitative economics : QE ; journal of the … 9 (2018) 1, pp. 441-482

A new bandwidth selection method that uses different bandwidths for the local linear regression estimators on the left and the right of the cut-off point is proposed for the sharp regression discontinuity design estimator of the average treatment effect at the cut-off point. The asymptotic mean...

Persistent link: https://www.econbiz.de/10011884511

Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples

Donayre, Luiggi; Eo, Yunjong; Morley, James C. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10011886522

A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models

Chang, Seong Yeon; Perron, Pierre - In: Econometric reviews 37 (2018) 6/10, pp. 577-601

Persistent link: https://www.econbiz.de/10012040396

On optimal inference in the linear IV model

Andrews, Donald W. K.; Marmer, Vadim; Yu, Zhengfei - In: Quantitative economics : QE ; journal of the … 10 (2019) 2, pp. 457-485

infinite length and shows numerically that the conditional likelihood ratio (CLR) CS of Moreira (2003) is not always “very …

Persistent link: https://www.econbiz.de/10012042425