| 1 |
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A Factor-Adjusted Multiple Testing Procedure With Application to Mutual Fund Selection
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Lan, Wei; Du, Lilun
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American Statistical Association
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2019
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| 2 |
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Factor-Augmented VARMA Models With Macroeconomic Applications
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Dufour, J.-M.; Stevanovic, D.
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American Statistical Association
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2013
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| 3 |
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Feature Screening for Ultrahigh Dimensional Categorical Data With Applications
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Huang, D.; Li, R.; Wang, H.
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American Statistical Association
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2014
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| 4 |
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Flat-Top Realized Kernel Estimation of Quadratic Covariation With Nonsynchronous and Noisy Asset Prices
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Varneskov, Rasmus Tangsgaard
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American Statistical Association
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2016
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| 5 |
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Flexible Modeling of Dependence in Volatility Processes
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Kalli, M.; Griffin, J.
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American Statistical Association
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2015
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| 6 |
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Forecasting Equity Premium: Global Historical Average Versus Local Historical Average and Constraints
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Lee, Tae-Hwy; Tu, Yundong; Ullah, Aman
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American Statistical Association
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2015
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| 7 |
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Forecasting Macroeconomic Variables Under Model Instability
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Pettenuzzo, Davide; Timmermann, Allan
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American Statistical Association
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2017
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| 8 |
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Forecasting the Distribution of Economic Variables in a Data-Rich Environment
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Manzan, S.
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American Statistical Association
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2015
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| 9 |
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Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach
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Baumeister, Christiane; Kilian, Lutz
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American Statistical Association
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2015
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| 10 |
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Forecasting Value at Risk and Expected Shortfall Using a Semiparametric Approach Based on the Asymmetric Laplace Distribution
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Taylor, James W.
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American Statistical Association
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2019
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| 11 |
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Forecasting With Nonspurious Factors in U.S. Macroeconomic Time Series
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Yamamoto, Yohei
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American Statistical Association
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2016
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| 12 |
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Forecast Uncertainty-Ex Ante and Ex Post: U.S. Inflation and Output Growth
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Clements, M.P.
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American Statistical Association
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2014
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| 13 |
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Forecast Uncertainty—Ex Ante and Ex Post: U.S. Inflation and Output Growth
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Clements, Michael P.
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American Statistical Association
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2014
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| 14 |
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Fractional Cointegration Rank Estimation
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Łasak, Katarzyna; Velasco, Carlos
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American Statistical Association
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2015
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| 15 |
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FRED-MD: A Monthly Database for Macroeconomic Research
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McCracken, Michael W.; Ng, Serena
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American Statistical Association
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2016
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| 16 |
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Frequentist Evaluation of Small DSGE Models
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Bårdsen, Gunnar; Fanelli, Luca
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American Statistical Association
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2015
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| 17 |
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From Amazon to Apple: Modeling Online Retail Sales, Purchase Incidence, and Visit Behavior
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Panagiotelis, A.; Smith, M.S.; Danaher, P.J.
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American Statistical Association
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2014
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| 18 |
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Functional Autoregression for Sparsely Sampled Data
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Kowal, Daniel R.; Matteson, David S.; Ruppert, David
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American Statistical Association
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2019
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| 19 |
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The Finite Sample Performance of Estimators for Mediation Analysis Under Sequential Conditional Independence
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Huber, Martin; Lechner, Michael; Mellace, Giovanni
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American Statistical Association
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2016
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