| 1 |
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Adaptive Elastic Net for Generalized Methods of Moments
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Caner, M.; Zhang, H.H.
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American Statistical Association
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2014
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| 2 |
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Adaptive Elastic Net GMM Estimation With Many Invalid Moment Conditions: Simultaneous Model and Moment Selection
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Caner, Mehmet; Han, Xu; Lee, Yoonseok
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American Statistical Association
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2018
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| 3 |
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Adaptive Modeling Procedure Selection by Data Perturbation
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Zhang, Yongli; Shen, Xiaotong
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American Statistical Association
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2015
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| 4 |
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Adaptive Shrinkage in Bayesian Vector Autoregressive Models
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Huber, Florian; Feldkircher, Martin
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American Statistical Association
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2019
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| 5 |
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Additive Nonparametric Regression in the Presence of Endogenous Regressors
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Ozabaci, D.; Henderson, D.J.; Su, L.
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American Statistical Association
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2014
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| 6 |
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Ambiguity in the Cross-Section of Expected Returns: An Empirical Assessment
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Thimme, Julian; Völkert, Clemens
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American Statistical Association
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2015
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| 7 |
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The American statistician
중앙도서관 대출불가(별치) 
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American Statistical Association
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American Statistical Association
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1947-
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| 8 |
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An Adaptive Functional Autoregressive Forecast Model to Predict Electricity Price Curves
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Chen, Ying; Li, Bo
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American Statistical Association
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2017
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| 9 |
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Analysis of Deviance for Hypothesis Testing in Generalized Partially Linear Models
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Härdle, Wolfgang Karl; Huang, Li-Shan
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American Statistical Association
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2019
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| 10 |
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Are Overall Journal Rankings a Good Mapping for Article Quality in Specialty Fields?
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Lo, Melody; Bao, Yong
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American Statistical Association
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2016
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| 11 |
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Assessing Macro Uncertainty in Real-Time When Data Are Subject To Revision
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Clements, Michael P.
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American Statistical Association
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2017
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| 12 |
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Asymmetric Forecast Densities for U.S. Macroeconomic Variables from a Gaussian Copula Model of Cross-Sectional and Serial Dependence
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Smith, Michael S.; Vahey, Shaun P.
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American Statistical Association
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2016
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| 13 |
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Asymptotic Inference for Performance Fees and the Predictability of Asset Returns
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McCracken, Michael W.; Valente, Giorgio
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American Statistical Association
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2018
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| 14 |
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Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates
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Han, H.; Kristensen, D.
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American Statistical Association
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2014
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| 15 |
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Automatic Specification Testing for Vector Autoregressions and Multivariate Nonlinear Time Series Models
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Escanciano, J.C.; Lobato, I.N.; Zhu, L.
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American Statistical Association
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2013
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| 16 |
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Autoregressive Moving Average Infinite Hidden Markov-Switching Models
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Bauwens, Luc; Carpantier, Jean-François; Dufays, Arnaud
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American Statistical Association
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2017
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