| 31 |
|
Scanner Data and the Treatment of Quality Change in Nonrevisable Price Indexes
|
de Haan, J.; Krsinich, F.
|
American Statistical Association
|
2014
|
|
|
|
| 32 |
|
Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences
|
Alessi, L.; Ghysels, E.; Onorante, L.; Peach, R.; Potter, S.
|
American Statistical Association
|
2014
|
|
|
|
| 33 |
|
Rejoinder
|
Muller, U.K.
|
American Statistical Association
|
2014
|
|
|
|
| 34 |
|
Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT
|
Donald, S.G.; Hsu, Y.-C.; Lieli, R.P.
|
American Statistical Association
|
2014
|
|
|
|
| 35 |
|
A Varying-Coefficient Expectile Model for Estimating Value at Risk
|
Xie, S.; Zhou, Y.; Wan, A.T.K.
|
American Statistical Association
|
2014
|
|
|
|
| 36 |
|
Market-Based Credit Ratings
|
Creal, D.D.; Gramacy, R.B.; Tsay, R.S.
|
American Statistical Association
|
2014
|
|
|
|
| 37 |
|
Comment
|
Kenny, G.
|
American Statistical Association
|
2014
|
|
|
|
| 38 |
|
Consistent Nonparametric Tests for Lorenz Dominance
|
Barrett, G.F.; Donald, S.G.; Bhattacharya, D.
|
American Statistical Association
|
2014
|
|
|
|
| 39 |
|
HAC Corrections for Strongly Autocorrelated Time Series
|
Muller, U.K.
|
American Statistical Association
|
2014
|
|
|
|
| 40 |
|
Conditional Correlation Models of Autoregressive Conditional Heteroscedasticity With Nonstationary GARCH Equations
|
Amado, C.; Terasvirta, T.
|
American Statistical Association
|
2014
|
|
|
|
