| 21 |
|
In-Sample Inference and Forecasting in Misspecified Factor Models
|
Carrasco, Marine; Rossi, Barbara
|
American Statistical Association
|
2016
|
|
|
|
| 22 |
|
Default Correlations and Large-Portfolio Credit Analysis
|
Duan, Jin-Chuan; Miao, Weimin
|
American Statistical Association
|
2016
|
|
|
|
| 23 |
|
Comment
|
Swanson, Norman R.
|
American Statistical Association
|
2016
|
|
|
|
| 24 |
|
Maximum-Entropy Prior Uncertainty and Correlation of Statistical Economic Data
|
Rodrigues, João D. F.
|
American Statistical Association
|
2016
|
|
|
|
| 25 |
|
Forecasting With Nonspurious Factors in U.S. Macroeconomic Time Series
|
Yamamoto, Yohei
|
American Statistical Association
|
2016
|
|
|
|
| 26 |
|
Censored Quantile Instrumental Variable Estimates of the Price Elasticity of Expenditure on Medical Care
|
Kowalski, Amanda
|
American Statistical Association
|
2016
|
|
|
|
| 27 |
|
FRED-MD: A Monthly Database for Macroeconomic Research
|
McCracken, Michael W.; Ng, Serena
|
American Statistical Association
|
2016
|
|
|
|
| 28 |
|
Post-Selection Inference for Generalized Linear Models With Many Controls
|
Belloni, Alexandre; Chernozhukov, Victor; Wei, Ying
|
American Statistical Association
|
2016
|
|
|
|
| 29 |
|
Modeling Multivariate Volatilities via Latent Common Factors
|
Li, Weiming; Gao, Jing; Li, Kunpeng; Yao, Qiwei
|
American Statistical Association
|
2016
|
|
|
|
| 30 |
|
Editorial Collaborators
|
unknown
|
American Statistical Association
|
2016
|
|
|
|
