Generalised residuals | 1987/01/01 | English | 236 |
The wild bootstrap, tamed at last | 2008/09/01 | English | 235 |
Dynamic discrete choice structural models: A survey | 2010/05/01 | English | 235 |
Specification testing in Markov-switching time-series models | 1996/01/01 | English | 233 |
Causal impact of masks, policies, behavior on early covid-19 pandemic in the U.S. | 2021/01/01 | English | 233 |
New methods for analyzing structural models of labor force dynamics | 1982/01/01 | English | 232 |
Regime switching for dynamic correlations | 2006/03/01 | English | 232 |
A comparison of two model averaging techniques with an application to growth empirics | 2010/02/01 | English | 231 |
Design-based analysis in Difference-In-Differences settings with staggered adoption | 2022/01/01 | English | 229 |
Testing for serial correlation, spatial autocorrelation and random effects using panel data | 2007/09/01 | English | 229 |
A consistent nonparametric test for nonlinear causality—Specification in time series regression | 2011/11/01 | English | 228 |
VAR for VaR: Measuring tail dependence using multivariate regression quantiles | 2015/07/01 | English | 227 |
The estimation of the degree of oligopoly power | 1982/08/01 | English | 226 |
Robust penalized quantile regression estimation for panel data | 2010/08/01 | English | 224 |
Estimating covariation: Epps effect, microstructure noise | 2011/01/01 | English | 223 |
HAC estimation in a spatial framework | 2007/09/01 | English | 223 |
Likelihood approximation by numerical integration on sparse grids | 2008/05/01 | English | 222 |
The (mis)specification of discrete duration models with unobserved heterogeneity: A Monte Carlo study | 2010/11/01 | English | 221 |
The three-pass regression filter: A new approach to forecasting using many predictors | 2015/06/01 | English | 221 |
Multiperiod corporate default prediction—A forward intensity approach | 2012/09/01 | English | 221 |
Stochastic frontier models | 1994/04/01 | English | 221 |
A pair-wise approach to testing for output and growth convergence | 2007/05/01 | English | 219 |
The frequency of price adjustment | 1986/04/01 | English | 219 |
Synchronization of cycles | 2006/05/01 | English | 218 |
Consistent ranking of volatility models | 2006/03/01 | English | 217 |
Bayes inference in regression models with ARMA (p, q) errors | 1994/09/01 | English | 217 |
A component model for dynamic correlations | 2011/09/01 | English | 213 |
Estimation of consumer demand systems with binding non-negativity constraints | 1983/04/01 | English | 210 |
Risk, jumps, and diversification | 2008/05/01 | English | 207 |
The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets | 2011/01/01 | English | 205 |