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Showing below up to 50 results in range #1 to #50.

1. Econometric inflation targeting: Label: en
2. A radial basis function artificial neural network test for neglected nonlinearity: Label: en
3. A full-factor multivariate GARCH model: Label: en
4. EM algorithms for ordered probit models with endogenous regressors: Label: en
5. Testing for volatility interactions in the Constant Conditional Correlation GARCH model: Label: en
6. Causality and forecasting in temporally aggregated multivariate GARCH processes: Label: en
7. Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-t innovations: Label: en
8. Value at Risk with time varying variance, skewness and kurtosis-the NIG-ACD model: Label: en
9. On the impact of error cross-sectional dependence in short dynamic panel estimation: Label: en
10. Determining the number of factors in a multivariate error correction-volatility factor model: Label: en
11. Assessing the magnitude of the concentration parameter in a simultaneous equations model: Label: en
12. Identification and estimation of local average derivatives in non-separable models without monotonicity: Label: en
13. Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent: Label: en
14. Distinguishing short and long memory volatility specifications: Label: en
15. Estimation of the stochastic conditional duration model via alternative methods: Label: en
16. Asymptotic and qualitative performance of non-parametric density estimators: a comparative study: Label: en
17. Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors: the case of stationary and non-stationary regressors and residuals: Label: en
18. A semiparametric derivative estimator in log transformation models: Label: en
19. Semiparametric estimation of the Box-Cox transformation model: Label: en
20. Heterogeneity, state dependence and health: Label: en
21. Using semi-parametric methods in an analysis of earnings mobility: Label: en
22. Bootstrap inference in a linear equation estimated by instrumental variables: Label: en
23. Seasonal unit root tests and the role of initial conditions: Label: en
24. K-nearest-neighbour non-parametric estimation of regression functions in the presence of irrelevant variables: Label: en
25. A bootstrap procedure for panel data sets with many cross-sectional units: Label: en
26. Generalized LM tests for functional form and heteroscedasticity: Label: en
27. The impact of homework on student achievement: Label: en
28. Representation theorem for convex nonparametric least squares: Label: en
29. Generic consistency of the break-point estimators under specification errors in a multiple-break model: Label: en
30. Factor analysis in a model with rational expectations: Label: en
31. Moment based regression algorithms for drift and volatility estimation in continuous-time Markov switching models: Label: en
32. Panel vector autoregression under cross-sectional dependence: Label: en
33. A note on adapting propensity score matching and selection models to choice based samples: Label: en
34. Two-step series estimation of sample selection models: Label: en
35. More on monotone instrumental variables: Label: en
36. Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities: Label: en
37. Efficient GMM with nearly-weak instruments: Label: en
38. Distribution-free specification tests for dynamic linear models: Label: en
39. Semiparametric cointegrating rank selection: Label: en
40. Large-sample inference on spatial dependence: Label: en
41. Copula-based nonlinear quantile autoregression: Label: en
42. Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form: Label: en
43. Goodness-of-fit tests for functional data: Label: en
44. A note on non-parametric estimation with predicted variables: Label: en
45. The empirical process of autoregressive residuals: Label: en
46. Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application: Label: en
47. Bayesian estimation of a random effects heteroscedastic probit model: Label: en
48. Multivariate stochastic volatility, leverage and news impact surfaces: Label: en
49. Multi-tail generalized elliptical distributions for asset returns: Label: en
50. Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models: Label: en