Generalized dynamic semi-parametric factor models for high-dimensional non-stationary time series.
- Published in:
- Econometrics Journal, 2014, v. 17, n. 2, p. S101, doi. 10.1111/ectj.12024
- By:
- Publication type:
- Article
Works matching IS 13684221 AND DT 2014 AND VI 17 AND IP 2
Results: 7
1
2
Backfitting and smooth backfitting in varying coefficient quantile regression.
- Published in:
- Econometrics Journal, 2014, v. 17, n. 2, p. S20, doi. 10.1111/ectj.12017
- By:
- Publication type:
- Article
3
Testing for the stochastic dominance efficiency of a given portfolio.
- Published in:
- Econometrics Journal, 2014, v. 17, n. 2, p. S59, doi. 10.1111/ectj.12016
- By:
- Publication type:
- Article
4
Posterior inference in curved exponential families under increasing dimensions.
- Published in:
- Econometrics Journal, 2014, v. 17, n. 2, p. S75, doi. 10.1111/ectj.12027
- By:
- Publication type:
- Article
5
Confidence sets based on inverting Anderson-Rubin tests.
- Published in:
- Econometrics Journal, 2014, v. 17, n. 2, p. S39, doi. 10.1111/ectj.12015
- By:
- Publication type:
- Article
6
Advances in Robust and Flexible Inference in Econometrics: A Special Issue in Honour of Joel L. Horowitz.
- Published in:
- 2014
- By:
- Publication type:
- Editorial
7
An instrumental variable random-coefficients model for binary outcomes.
- Published in:
- Econometrics Journal, 2014, v. 17, n. 2, p. S1, doi. 10.1111/ectj.12018
- By:
- Publication type:
- Article