Entity usage

This page lists pages that use the given entity (e.g. Q42). The list is sorted by descending page ID, so that newer pages are listed first.

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

Estimations and Tests for Generalized Mediation Models with High-Dimensional Potential Mediators: Label: en
On Bivariate Time-Varying Price Staleness: Label: en
On the Least Squares Estimation of Multiple-Threshold-Variable Autoregressive Models: Label: en
Prediction Using Many Samples with Models Possibly Containing Partially Shared Parameters: Label: en
Optimal Subsampling Bootstrap for Massive Data: Label: en
Low Frequency Cointegrating Regression with Local to Unity Regressors and Unknown Form of Serial Dependence: Label: en
Two-Sample Testing for Tail Copulas with an Application to Equity Indices: Label: en
Likelihood Ratio Tests for Lorenz Dominance: Label: en
Graphical Assistant Grouped Network Autoregression Model: A Bayesian Nonparametric Recourse: Label: en
Covariance Model with General Linear Structure and Divergent Parameters: Label: en
Homogeneity and Sparsity Analysis for High-Dimensional Panel Data Models: Label: en
Identification of a Triangular Two Equation System Without Instruments: Label: en
Assessing Sensitivity to Unconfoundedness: Estimation and Inference: Label: en
Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs: Label: en
From Conditional Quantile Regression to Marginal Quantile Estimation with Applications to Missing Data and Causal Inference: Label: en
Spectral Estimation of Large Stochastic Blockmodels with Discrete Nodal Covariates: Label: en
Fast Variational Bayes Methods for Multinomial Probit Models: Label: en
Identifying Structural Vector Autoregression via Leptokurtic Economic Shocks: Label: en
Teacher-to-Classroom Assignment and Student Achievement: Label: en
Generalized Covariance Estimator: Label: en
Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models: Label: en
Corporate Probability of Default: A Single-Index Hazard Model Approach: Label: en
Extremal Dependence-Based Specification Testing of Time Series: Label: en
Testing Stability in Functional Event Observations with an Application to IPO Performance: Label: en
Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions: Label: en
Nonparametric Quantile Regression for Homogeneity Pursuit in Panel Data Models: Label: en
A Scalable Frequentist Model Averaging Method: Label: en
Overnight GARCH-Itô Volatility Models: Label: en
Consistent Estimation of Distribution Functions under Increasing Concave and Convex Stochastic Ordering: Label: en
When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage: Label: en
Nonparametric Option Pricing with Generalized Entropic Estimators: Label: en
Nonparametric Prediction Distribution from Resolution-Wise Regression with Heterogeneous Data: Label: en
Procurements with Bidder Asymmetry in Cost and Risk-Aversion: Label: en
LASSO for Stochastic Frontier Models with Many Efficient Firms: Label: en
Bagged Pretested Portfolio Selection: Label: en
Specification Testing of Regression Models with Mixed Discrete and Continuous Predictors: Label: en
Robust Covariance Matrix Estimation for High-Dimensional Compositional Data with Application to Sales Data Analysis: Label: en
Identification of SVAR Models by Combining Sign Restrictions With External Instruments: Label: en
Network Gradient Descent Algorithm for Decentralized Federated Learning: Label: en
Culling the Herd of Moments with Penalized Empirical Likelihood: Label: en
Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when T is Fixed: Label: en
Combining p-values for Multivariate Predictive Ability Testing: Label: en
Structural Breaks in Grouped Heterogeneity: Label: en
Testing for Unobserved Heterogeneity via k-means Clustering: Label: en
Panel Data Quantile Regression for Treatment Effect Models: Label: en
Forecasting with Economic News: Label: en
Identification and Estimation of Multinomial Choice Models with Latent Special Covariates: Label: en
Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models: Label: en
Using Survey Information for Improving the Density Nowcasting of U.S. GDP: Label: en
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19: Label: en