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1also available:Exemplare Uni Bonn from 1983
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3by Cameron, A. Colin Gelbach, Jonah B Miller, Douglas L Published in Journal of business & economic statistics (01.04.2011)“...In this article we propose a variance estimator for the OLS estimator as well as for nonlinear estimators such as logit, probit, and GMM. This variance...”
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4by Abadie, Alberto Imbens, Guido W Published in Journal of business & economic statistics (01.01.2011)“...In Abadie and Imbens (2006), it was shown that simple nearest-neighbor matching estimators include a conditional bias term that converges to zero at a rate...”
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5by Gabaix, Xavier Ibragimov, Rustam Published in Journal of business & economic statistics (01.01.2011)“...Despite the availability of more sophisticated methods, a popular way to estimate a Pareto exponent is still to run an OLS regression: log(Rank) = a − b...”
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6by Aruoba, S. Borağan Diebold, Francis X Scotti, Chiara Published in Journal of business & economic statistics (01.10.2009)“...We construct a framework for measuring economic activity at high frequency, potentially in real time. We use a variety of stock and flow data observed at mixed...”
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7by Gneiting, Tilmann Ranjan, Roopesh Published in Journal of business & economic statistics (01.07.2011)“...We propose a method for comparing density forecasts that is based on weighted versions of the continuous ranked probability score. The weighting emphasizes...”
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8by Clark, Todd E Published in Journal of business & economic statistics (01.07.2011)“...Central banks and other forecasters are increasingly interested in various aspects of density forecasts. However, recent sharp changes in macroeconomic...”
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9by Creal, Drew Koopman, Siem Jan Lucas, André Published in Journal of business & economic statistics (01.10.2011)“...We propose a new class of observation-driven time-varying parameter models for dynamic volatilities and correlations to handle time series from heavy-tailed...”
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10by Perron, Pierre Yabu, Tomoyoshi Published in Journal of business & economic statistics (01.07.2009)“...We consider testing for structural changes in the trend function of a time series without any prior knowledge of whether the noise component is stationary or...”
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11by Todorov, Viktor Tauchen, George Published in Journal of business & economic statistics (01.07.2011)“...The article undertakes a nonparametric analysis of the high-frequency movements in stock market volatility using very finely sampled data on the VIX volatility...”
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12by Manski, Charles F Molinari, Francesca Published in Journal of business & economic statistics (01.04.2010)“...Rounding is the familiar practice of reporting one value whenever a real number lies in an interval. Uncertainty about the extent of rounding is common when...”
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13by Ibragimov, Rustam Müller, Ulrich K Published in Journal of business & economic statistics (01.10.2010)“...We develop a general approach to robust inference about a scalar parameter of interest when the data is potentially heterogeneous and correlated in a largely...”
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14by Kejriwal, Mohitosh Perron, Pierre Published in Journal of business & economic statistics (01.10.2010)“...We consider testing for multiple structural changes in cointegrated systems and derive the limiting distribution of the sup-Wald test under mild conditions on...”
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15by McShane, Blake Adrian, Moshe Bradlow, Eric T Fader, Peter S Published in Journal of business & economic statistics (01.07.2008)“...The widespread popularity and use of both the Poisson and the negative binomial models for count data arise, in part, from their derivation as the number of...”
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16by Qu, Zhongjun Published in Journal of business & economic statistics (01.07.2011)“...This paper proposes a test statistic for the null hypothesis that a given time series is a stationary long-memory process against the alternative hypothesis...”
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17by Gaglianone, Wagner Piazza Lima, Luiz Renato Linton, Oliver Smith, Daniel R Published in Journal of business & economic statistics (01.01.2011)“...This article is concerned with evaluating Value-at-Risk estimates. It is well known that using only binary variables, such as whether or not there was an...”
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18“...There has been interest in the possibility of confusing long memory and structural changes in level, and studies showed that when a short-memory process is...”
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19by Hendry, David F Hubrich, Kirstin Published in Journal of business & economic statistics (01.04.2011)“...To forecast an aggregate, we propose adding disaggregate variables, instead of combining forecasts of those disaggregates or forecasting by a univariate...”
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20“...We propose a new nonparametric conditional cumulative distribution function kernel estimator that admits a mix of discrete and categorical data along with an...”