| 31 |
|
An Adaptive Functional Autoregressive Forecast Model to Predict Electricity Price Curves
|
Chen, Ying; Li, Bo
|
American Statistical Association
|
2017
|
|
|
|
| 32 |
|
Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts
|
Krüger, Fabian; Clark, Todd E.; Ravazzolo, Francesco
|
American Statistical Association
|
2017
|
|
|
|
| 33 |
|
LM Test of Neglected Correlated Random Effects and Its Application
|
Hahn, Jinyong; Moon, Hyungsik Roger; Snider, Connan
|
American Statistical Association
|
2017
|
|
|
|
| 34 |
|
On Mixture Double Autoregressive Time Series Models
|
Li, Guodong; Zhu, Qianqian; Liu, Zhao; Li, Wai Keung
|
American Statistical Association
|
2017
|
|
|
|
| 35 |
|
Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models
|
Callot, Laurent; Caner, Mehmet; Kock, Anders Bredahl; Riquelme, Juan Andres
|
American Statistical Association
|
2017
|
|
|
|
| 36 |
|
Enhancing Estimation for Interest Rate Diffusion Models With Bond Prices
|
Zou, Tao; Chen, Song Xi
|
American Statistical Association
|
2017
|
|
|
|
| 37 |
|
Risk Measure Inference
|
Hurlin, Christophe; Laurent, Sébastien; Quaedvlieg, Rogier; Smeekes, Stephan
|
American Statistical Association
|
2017
|
|
|
|
| 38 |
|
Forecasting Macroeconomic Variables Under Model Instability
|
Pettenuzzo, Davide; Timmermann, Allan
|
American Statistical Association
|
2017
|
|
|
|
| 39 |
|
Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model
|
Gonzalo, Jesùs; Pitarakis, Jean-Yves
|
American Statistical Association
|
2017
|
|
|
|
| 40 |
|
Threshold Estimation via Group Orthogonal Greedy Algorithm
|
Chan, Ngai Hang; Ing, Ching-Kang; Li, Yuanbo; Yau, Chun Yip
|
American Statistical Association
|
2017
|
|
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|
