| 31 |
|
The Estimation and Testing of the Cointegration Order Based on the Frequency Domain
|
Souza, Igor Viveiros Melo; Reisen, Valderio Anselmo; Franco, Glaura da Conceição; Bondon, Pascal
|
American Statistical Association
|
2018
|
|
|
|
| 32 |
|
Poisson-Driven Stationary Markov Models
|
Anzarut, Michelle; Mena, Ramsés H.; Nava, Consuelo R.; Prünster, Igor
|
American Statistical Association
|
2018
|
|
|
|
| 33 |
|
Simple Estimators for Invertible Index Models
|
Ahn, Hyungtaik; Ichimura, Hidehiko; Powell, James L.; Ruud, Paul A.
|
American Statistical Association
|
2018
|
|
|
|
| 34 |
|
Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels
|
Robertson, Donald; Sarafidis, Vasilis; Westerlund, Joakim
|
American Statistical Association
|
2018
|
|
|
|
| 35 |
|
Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective
|
Fan, Qingliang; Zhong, Wei
|
American Statistical Association
|
2018
|
|
|
|
| 36 |
|
The Variance Risk Premium: Components, Term Structures, and Stock Return Predictability
|
Li, Junye; Zinna, Gabriele
|
American Statistical Association
|
2018
|
|
|
|
| 37 |
|
A Unified Approach to Estimating and Testing Income Distributions With Grouped Data
|
Chen, Yi-Ting
|
American Statistical Association
|
2018
|
|
|
|
| 38 |
|
On Estimation of Hurst Parameter Under Noisy Observations
|
Liu, Guangying; Jing, Bing-Yi
|
American Statistical Association
|
2018
|
|
|
|
| 39 |
|
Confidence Bands for ROC Curves With Serially Dependent Data
|
Lahiri, Kajal; Yang, Liu
|
American Statistical Association
|
2018
|
|
|
|
| 40 |
|
Covariance Matrix Estimation via Network Structure
|
Lan, Wei; Fang, Zheng; Wang, Hansheng; Tsai, Chih-Ling
|
American Statistical Association
|
2018
|
|
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|
