| 1 |
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A New Approach to Volatility Modeling: The Factorial Hidden Markov Volatility Model
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Augustyniak, Maciej; Bauwens, Luc; Dufays, Arnaud
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American Statistical Association
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2019
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| 2 |
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A New Class of Bivariate Threshold Cointegration Models
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Cai, Biqing; Gao, Jiti; Tjøstheim, Dag
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American Statistical Association
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2017
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| 3 |
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A New Linear Estimator for Gaussian Dynamic Term Structure Models
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de Los Rios, Antonio Diez
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American Statistical Association
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2015
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| 4 |
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A New Pearson-Type QMLE for Conditionally Heteroscedastic Models
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Zhu, Ke; Li, Wai Keung
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American Statistical Association
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2015
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| 5 |
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A Nonparametric Bayesian Analysis of Heterogenous Treatment Effects in Digital Experimentation
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Taddy, Matt; Gardner, Matt; Chen, Liyun; Draper, David
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American Statistical Association
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2016
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| 6 |
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A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion
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Candelon, Bertrand; Tokpavi, Sessi
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American Statistical Association
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2016
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| 7 |
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A Nonparametric Test of the Predictive Regression Model
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Juhl, T.
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American Statistical Association
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2014
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| 8 |
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New HEAVY Models for Fat-Tailed Realized Covariances and Returns
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Opschoor, Anne; Janus, Pawel; Lucas, André; Van Dijk, Dick
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American Statistical Association
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2018
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| 9 |
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Nonignorable Attrition in Multi-Period Panels With Refreshment Samples
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Hoonhout, Pierre; Ridder, Geert
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American Statistical Association
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2019
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| 10 |
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Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models
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Hillebrand, Eric; Medeiros, Marcelo C.
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American Statistical Association
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2016
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| 11 |
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Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective
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Fan, Qingliang; Zhong, Wei
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American Statistical Association
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2018
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| 12 |
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Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models
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Chen, Xiangjin B.; Gao, Jiti; Li, Degui; Silvapulle, Param
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American Statistical Association
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2018
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| 13 |
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Nonparametric Inference for Time-Varying Coefficient Quantile Regression
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Wu, Weichi; Zhou, Zhou
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American Statistical Association
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2017
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| 14 |
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Nonparametric Panel Estimation of Labor Supply
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Ju, Gaosheng; Gan, Li; Li, Qi
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American Statistical Association
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2019
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| 15 |
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Nowcasting GDP in Real Time: A Density Combination Approach
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Aastveit, K.A.; Gerdrup, K.R.; Jore, A.S.; Thorsrud, L.A.
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American Statistical Association
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2014
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| 16 |
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Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State-Space Models
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Koopman, S.J.; Lucas, A.; Scharth, M.
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American Statistical Association
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2015
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