| 1 |
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Nonparametric Inference for Time-Varying Coefficient Quantile Regression
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Wu, Weichi; Zhou, Zhou
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American Statistical Association
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2017
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| 2 |
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Editorial Board EOV
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unknown
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American Statistical Association
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2017
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| 3 |
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Bootstrap Prediction Intervals for Factor Models
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Gonçalves, Sílvia; Perron, Benoit; Djogbenou, Antoine
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American Statistical Association
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2017
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| 4 |
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The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling
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Chan, Joshua C. C.
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American Statistical Association
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2017
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| 5 |
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Estimating Spatial Autocorrelation With Sampled Network Data
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Zhou, Jing; Tu, Yundong; Chen, Yuxin; Wang, Hansheng
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American Statistical Association
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2017
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| 6 |
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Inference for Heavy-Tailed and Multiple-Threshold Double Autoregressive Models
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Yang, Yaxing; Ling, Shiqing
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American Statistical Association
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2017
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| 7 |
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Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates
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Zhu, Ke; Li, Wai Keung; Yu, Philip L. H.
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American Statistical Association
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2017
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| 8 |
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Specification Test for Spatial Autoregressive Models
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Su, Liangjun; Qu, Xi
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American Statistical Association
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2017
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| 9 |
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Search With Learning for Differentiated Products: Evidence from E-Commerce
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Santos, Babur De Los; Hortaçsu, Ali; Wildenbeest, Matthijs R.
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American Statistical Association
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2017
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| 10 |
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Estimation of Some Nonlinear Panel Data Models With Both Time-Varying and Time-Invariant Explanatory Variables
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Honoré, Bo E.; Kesina, Michaela
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American Statistical Association
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2017
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