Econometrics and Statistics
On The Problem of Relevance in Statistical Inference
Publication date: January 2023Source: Econometrics and Statistics, Volume 25Author(s): Subhadeep Mukhopadhyay, Kaijun Wang
Econometrics and Statistics
A Markov decision process for response adaptive designs
Publication date: January 2023Source: Econometrics and Statistics, Volume 25Author(s): Yanqing Yi, Xikui Wang
Econometrics and Statistics
Statistical inference for state occupation and transition probabilities in non-Markov multi-state models subject to both random left-truncation and right-censoring
Publication date: January 2023Source: Econometrics and Statistics, Volume 25Author(s): Alexandra Nießl, Arthur Allignol, Jan Beyersmann, Carina Mueller
Econometrics and Statistics
The benefits of returns and options in the estimation of GARCH models. A Heston-Nandi GARCH insight
Publication date: Available online 21 December 2022Source: Econometrics and StatisticsAuthor(s): Marcos Escobar-Anel, Lars Stentoft, Xize Ye
Econometrics and Statistics
Spectral Dependence
Publication date: Available online 7 November 2022Source: Econometrics and StatisticsAuthor(s): Hernando Ombao, Marco Pinto
Econometrics and Statistics
A new bootstrap assisted test for checking second order stationarity
Publication date: Available online 7 November 2022Source: Econometrics and StatisticsAuthor(s): Lei Jin, Suojin Wang
Econometrics and Statistics
On tail-risk measures for non-integrable heavy-tailed random variables
Publication date: Available online 29 October 2022Source: Econometrics and StatisticsAuthor(s): Laurent Gardes
Econometrics and Statistics
Using Canonical Quantile Regression to predict company performance: better prediction than using CEO compensation
Publication date: Available online 26 October 2022Source: Econometrics and StatisticsAuthor(s): Stephen Portnoy, Joseph Haimberg
Econometrics and Statistics
Spectral Subsampling MCMC for Stationary Multivariate Time Series with Applications to Vector ARTFIMA Processes
Publication date: Available online 13 October 2022Source: Econometrics and StatisticsAuthor(s): Mattias Villani, Matias Quiroz, Robert Kohn, Robert Salomone
Econometrics and Statistics
Flexible and Robust Particle Tempering for State Space Models
Publication date: Available online 10 October 2022Source: Econometrics and StatisticsAuthor(s): David Gunawan, Robert Kohn, Minh Ngoc Tran