Publication date: Available online 1 June 2023
Source: Econometrics and Statistics
Author(s): Fei Jiang, Yanyuan Ma, Raymond J. Carroll
Author Archives: ScienceDirect Publication: Econometrics and Statistics
On approximate robust confidence distributions
Publication date: Available online 30 April 2023
Source: Econometrics and Statistics
Author(s): Elena Bortolato, Laura Ventura
Nonparametric estimation of copulas and copula densities by orthogonal projections
Publication date: Available online 29 April 2023
Source: Econometrics and Statistics
Author(s): Yves I. Ngounou Bakam, Denys Pommeret
Nearest neighbor matching: M-out-of-N bootstrapping without bias correction vs. the naive bootstrap
Publication date: Available online 28 April 2023
Source: Econometrics and Statistics
Author(s): Christopher Walsh, Carsten Jentsch
Multivariate outlier explanations using Shapley values and Mahalanobis distances
Publication date: Available online 28 April 2023
Source: Econometrics and Statistics
Author(s): Marcus Mayrhofer, Peter Filzmoser
Robust nonparametric regression: Review and practical considerations
Publication date: Available online 25 April 2023
Source: Econometrics and Statistics
Author(s): Matias Salibian-Barrera
Seasonality in High Frequency Time Series
Publication date: July 2023
Source: Econometrics and Statistics, Volume 27
Author(s): Tommaso Proietti, Diego J. Pedregal
Factor-augmented Bayesian treatment effects models for panel outcomes
Publication date: October 2023
Source: Econometrics and Statistics, Volume 28
Author(s): Helga Wagner, Sylvia Frühwirth-Schnatter, Liana Jacobi
Bayesian Analysis of ARCH-M model with a dynamic latent variable
Publication date: October 2023
Source: Econometrics and Statistics, Volume 28
Author(s): Zefang Song, Xinyuan Song, Yuan Li
Bayesian estimation of realized GARCH-type models with application to financial tail risk management
Publication date: October 2023
Source: Econometrics and Statistics, Volume 28
Author(s): Cathy W.S. Chen, Toshiaki Watanabe, Edward M.H. Lin