Testing for changes in (extreme) VaR.
- Published in:
- Econometrics Journal, 2017, v. 20, n. 1, p. 23, doi. 10.1111/ectj.12080
- By:
- Publication type:
- Article
Works matching IS 13684221 AND DT 2017 AND VI 20 AND IP 1
Results: 6
1
2
Model-selection tests for conditional moment restriction models.
- Published in:
- Econometrics Journal, 2017, v. 20, n. 1, p. 52, doi. 10.1111/ectj.12081
- By:
- Publication type:
- Article
3
Nonparametric regression with nearly integrated regressors under long-run dependence.
- Published in:
- Econometrics Journal, 2017, v. 20, n. 1, p. 118, doi. 10.1111/ectj.12082
- By:
- Publication type:
- Article
4
Change point tests in functional factor models with application to yield curves.
- Published in:
- Econometrics Journal, 2017, v. 20, n. 1, p. 86, doi. 10.1111/ectj.12075
- By:
- Publication type:
- Article
5
Consistent tests for conditional treatment effects.
- Published in:
- Econometrics Journal, 2017, v. 20, n. 1, p. 1, doi. 10.1111/ectj.12077
- By:
- Publication type:
- Article
6
Second-order refinement of empirical likelihood ratio tests of nonlinear restrictions.
- Published in:
- Econometrics Journal, 2017, v. 20, n. 1, p. 139, doi. 10.1111/ectj.12079
- By:
- Publication type:
- Article