| 11 |
|
Multivariate Seasonal Adjustment, Economic Identities, and Seasonal Taxonomy
|
McElroy, Tucker
|
American Statistical Association
|
2017
|
|
|
|
| 12 |
|
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section
|
Bianchi, Daniele; Guidolin, Massimo; Ravazzolo, Francesco
|
American Statistical Association
|
2017
|
|
|
|
| 13 |
|
Semiparametric Estimation of Risk–Return Relationships
|
Escanciano, Juan Carlos; Pardo-Fernández, Juan Carlos; Van Keilegom, Ingrid
|
American Statistical Association
|
2017
|
|
|
|
| 14 |
|
Assessing Macro Uncertainty in Real-Time When Data Are Subject To Revision
|
Clements, Michael P.
|
American Statistical Association
|
2017
|
|
|
|
| 15 |
|
Testing for Uncorrelated Residuals in Dynamic Count Models With an Application to Corporate Bankruptcy
|
Sant’Anna, Pedro H. C.
|
American Statistical Association
|
2017
|
|
|
|
| 16 |
|
Vector Autoregressions and Macroeconomic Modeling: An Error Taxonomy
|
Poskitt, D. S.; Yao, Wenying
|
American Statistical Association
|
2017
|
|
|
|
| 17 |
|
Regression Kink With an Unknown Threshold
|
Hansen, Bruce E.
|
American Statistical Association
|
2017
|
|
|
|
| 18 |
|
A New Class of Bivariate Threshold Cointegration Models
|
Cai, Biqing; Gao, Jiti; Tjøstheim, Dag
|
American Statistical Association
|
2017
|
|
|
|
| 19 |
|
Predicting Early Data Revisions to U.S. GDP and the Effects of Releases on Equity Markets
|
Clements, Michael P.; Galvão, Ana Beatriz
|
American Statistical Association
|
2017
|
|
|
|
| 20 |
|
Autoregressive Moving Average Infinite Hidden Markov-Switching Models
|
Bauwens, Luc; Carpantier, Jean-François; Dufays, Arnaud
|
American Statistical Association
|
2017
|
|
|
|
