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Macro-Economic Factors in Credit Risk Calculations: Including Time-Varying Covariates in Mixture Cure Models
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Dirick, Lore; Bellotti, Tony; Claeskens, Gerda; Baesens, Bart
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American Statistical Association
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2019
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| 2 |
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Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section
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Bianchi, Daniele; Guidolin, Massimo; Ravazzolo, Francesco
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American Statistical Association
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2017
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| 3 |
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Macroeconomic Uncertainty Through the Lens of Professional Forecasters
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Jo, Soojin; Sekkel, Rodrigo
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American Statistical Association
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2019
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| 4 |
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Market-Based Credit Ratings
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Creal, D.D.; Gramacy, R.B.; Tsay, R.S.
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American Statistical Association
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2014
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| 5 |
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Maximum-Entropy Prior Uncertainty and Correlation of Statistical Economic Data
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Rodrigues, João D. F.
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American Statistical Association
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2016
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| 6 |
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Max-Linear Competing Factor Models
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Cui, Qiurong; Zhang, Zhengjun
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American Statistical Association
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2018
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| 7 |
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Measuring Nonlinear Granger Causality in Mean
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Song, Xiaojun; Taamouti, Abderrahim
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American Statistical Association
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2018
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| 8 |
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Measuring Social Tension from Income Class Segregation
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Lee, Yoonseok; Shin, Donggyun
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American Statistical Association
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2016
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| 9 |
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M-Estimators of U-Processes With a Change-Point Due to a Covariate Threshold
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Tan, Lili; Zhang, Yichong
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American Statistical Association
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2019
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| 10 |
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Micro-Level Estimation of Optimal Consumption Choice With Intertemporal Nonseparability in Preferences and Measurement Errors
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Gayle, Wayne-Roy; Khorunzhina, Natalia
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American Statistical Association
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2018
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| 11 |
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Minimum Distance Estimation of Possibly Noninvertible Moving Average Models
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Gospodinov, Nikolay; Ng, Serena
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American Statistical Association
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2015
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| 12 |
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Minimum Distance Estimation of Search Costs Using Price Distribution
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Sanches, Fabio; Silva Junior, Daniel; Srisuma, Sorawoot
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American Statistical Association
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2018
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| 13 |
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Model Averaging for Prediction With Fragmentary Data
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Fang, Fang; Lan, Wei; Tong, Jingjing; Shao, Jun
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American Statistical Association
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2019
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| 14 |
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Modeling Bimodal Discrete Data Using Conway-Maxwell-Poisson Mixture Models
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Sur, Pragya; Shmueli, Galit; Bose, Smarajit; Dubey, Paromita
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American Statistical Association
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2015
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| 15 |
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Modeling Conditional Covariances With Economic Information Instruments
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Turtle, H.J.; Wang, K.
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American Statistical Association
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2014
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| 16 |
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Modeling Dependence in High Dimensions With Factor Copulas
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Oh, Dong Hwan; Patton, Andrew J.
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American Statistical Association
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2017
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| 17 |
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Modeling Endogenous Mobility in Earnings Determination
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Abowd, John M.; McKinney, Kevin L.; Schmutte, Ian M.
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American Statistical Association
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2019
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| 18 |
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Modeling Multivariate Volatilities via Latent Common Factors
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Li, Weiming; Gao, Jing; Li, Kunpeng; Yao, Qiwei
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American Statistical Association
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2016
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| 19 |
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Modeling the Conditional Distribution of Daily Stock Index Returns: An Alternative Bayesian Semiparametric Model
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Kalli, M.; Walker, S.G.; Damien, P.
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American Statistical Association
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2013
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| 20 |
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Modeling the Dependence of Conditional Correlations on Market Volatility
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Bauwens, Luc; Otranto, Edoardo
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American Statistical Association
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2016
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