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Disastrous Defaults*.
- Published in:
- Review of Finance, 2021, v. 25, n. 6, p. 1727, doi. 10.1093/rof/rfaa042
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- Publication type:
- Article
Affine Modeling of Credit Risk, Pricing of Credit Events, and Contagion.
- Published in:
- Management Science, 2021, v. 67, n. 6, p. 3674, doi. 10.1287/mnsc.2020.3658
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- Publication type:
- Article
Identification and Estimation in Non-Fundamental Structural VARMA Models.
- Published in:
- Review of Economic Studies, 2020, v. 87, n. 4, p. 1915, doi. 10.1093/restud/rdz028
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- Publication type:
- Article
COHERENT INCURRED PAID (CIP) MODELS FOR CLAIMS RESERVING.
- Published in:
- Astin Bulletin, 2018, v. 48, n. 2, p. 749, doi. 10.1017/asb.2017.36
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- Publication type:
- Article
Evaluating Reserve Risk in a Regulatory Perspective.
- Published in:
- Journal of Insurance Issues, 2015, v. 38, n. 2, p. 157
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- Publication type:
- Article
Decomposing Euro-Area Sovereign Spreads: Credit and Liquidity Risks*.
- Published in:
- Review of Finance, 2014, v. 18, n. 6, p. 2103, doi. 10.1093/rof/rft049
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- Publication type:
- Article
Regime Switching and Bond Pricing.
- Published in:
- Journal of Financial Econometrics, 2014, v. 12, n. 2, p. 237, doi. 10.1093/jjfinec/nbt019
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- Publication type:
- Article
Default, Liquidity, and Crises: an Econometric Framework.
- Published in:
- Journal of Financial Econometrics, 2013, v. 11, n. 2, p. 221, doi. 10.1093/jjfinec/nbs020
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- Publication type:
- Article
Joint econometric modeling of spot electricity prices, forwards and options.
- Published in:
- Review of Derivatives Research, 2012, v. 15, n. 3, p. 217, doi. 10.1007/s11147-012-9075-z
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- Publication type:
- Article
Microinformation, Nonlinear Filtering, and Granularity.
- Published in:
- Journal of Financial Econometrics, 2012, v. 10, n. 1, p. 1, doi. 10.1093/jjfinec/nbr010
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- Publication type:
- Article
Switching VARMA Term Structure Models.
- Published in:
- Journal of Financial Econometrics, 2007, v. 5, n. 1, p. 105, doi. 10.1093/jjfinec/nbl009
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- Publication type:
- Article
Kernel-Based Indirect Inference.
- Published in:
- Journal of Financial Econometrics, 2003, v. 1, n. 3, p. 297, doi. 10.1093/jjfinec/nbg014
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- Publication type:
- Article
THE ECONOMETRIC SOCIETY ANNUAL REPORTS REPORT OF THE EDITORS 1999-2000.
- Published in:
- Econometrica, 2001, v. 69, n. 1, p. 253, doi. 10.1111/1468-0262.00190
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- Publication type:
- Article
REPORT OF THE EDITORS, 1996-1997.
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- Econometrica, 1998, v. 66, n. 1, p. 202
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- Publication type:
- Article
A Reappraisal of Misspecified Econometric Models.
- Published in:
- Econometric Theory, 1996, v. 12, n. 4, p. 597, doi. 10.1017/S0266466600006952
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- Publication type:
- Article
Testing, Encompassing, and Simulating Dynamic Econometric Models.
- Published in:
- Econometric Theory, 1995, v. 11, n. 2, p. 195, doi. 10.1017/S0266466600009142
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- Publication type:
- Article
THE ECONOMETRIC SOCIETY ANNUAL REPORTS, 1993 - THE ECONOMETRIC SOCIETY RESEARCH MONORAPH SERIES.
- Published in:
- Econometrica, 1994, v. 62, n. 1, p. 221
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- Publication type:
- Article
INTRODUCTION.
- Published in:
- Journal of Applied Econometrics, 1993, v. 8, p. S1, doi. 10.1002/jae.3950080502
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- Publication type:
- Article
Introduction.
- Published in:
- 1993
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- Publication type:
- Other
THE ECONOMETRIC SOCIETY ANNUAL REPORTS, 1992 - THE ECONOMETRIC SOCIETY RESEARCH MONOGRAPH SERIES - REPORT OF THE EDITORS.
- Published in:
- Econometrica, 1993, v. 61, n. 1, p. 245
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- Publication type:
- Article
Exogenous and Endogenous Sampling.
- Published in:
- Econometric Theory, 1992, v. 8, n. 3, p. 427, doi. 10.1017/S0266466600013086
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- Publication type:
- Article
Exogenous and Endogenous Sampling.
- Published in:
- Econometric Theory, 1991, v. 7, n. 3, p. 417, doi. 10.1017/S0266466600004588
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- Publication type:
- Article
Mutual Independence off Test Statistics–Solution.
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- Econometric Theory, 1987, v. 3, n. 3, p. 464, doi. 10.1017/S0266466600010501
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- Publication type:
- Article
Mutual Independence of F Test Statistics.
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- Econometric Theory, 1986, v. 2, n. 1, p. 156, doi. 10.1017/S0266466600011439
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- Publication type:
- Article
LIKELIHOOD RATIO TEST, WALD TEST, AND KUHN-TUCKER TEST IN LINEAR MODELS WITH INEQUALITY CONSTRAINTS ON THE REGRESSION PARAMETERS.
- Published in:
- Econometrica, 1982, v. 50, n. 1, p. 63, doi. 10.2307/1912529
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- Publication type:
- Article
On the Problem of Missing Data in Linear Models.
- Published in:
- Review of Economic Studies, 1981, v. 48, n. 4, p. 579, doi. 10.2307/2297197
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- Publication type:
- Article
SUFFICIENT LINEAR STRUCTURES: ECONOMETRIC APPLICATIONS.
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- Econometrica, 1980, v. 48, n. 5, p. 1083, doi. 10.2307/1912172
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- Publication type:
- Article
TESTS OF THE EQUILIBRIUM VS. DISEQUILIBRIUM HYPOTHESES: A COMMENT.
- Published in:
- International Economic Review, 1980, v. 21, n. 1, p. 245, doi. 10.2307/2526252
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- Publication type:
- Article