10 research outputs found
The impact of federal income tax rate cuts on the municipal bond market in the U.S.: A brief exploratory empirical note
- Publication venue
- 'American Institute of Mathematical Sciences (AIMS)'
- Publication date
- 01/01/2018
- Field of study
Using a Genetic Program to Predict Exchange Rate Volatility
- Author
- Publication venue
- 'Springer Science and Business Media LLC'
- Publication date
- 01/01/2002
- Field of study
Improving GARCH volatility forecasts with regime-switching GARCH
- Author
- Publication venue
- Publication date
- 01/01/2002
- Field of study
Heteroskedasticity and Autocorrelation Corrections
- Author
- Publication venue
- 'Springer Science and Business Media LLC'
- Publication date
- Field of study
Generalized Method of Moments Estimation
- Author
- AR Hall
- AR Pagan
- C Bontemps
- E Ghysels
- F Hayashi
- F Kleibergen
- G Chamberlain
- J Cochrane
- JD Sargan
- JD Sargan
- JH Stock
- JJ Heckman
- KD West
- KJ Singleton
- LJ Christiano
- LP Hansen
- LP Hansen
- LP Hansen
- LP Hansen
- LP Hansen
- LP Hansen
- LP Hansen
- LP Hansen
- M Arellano
- M Carrasco
- MI Gordin
- MS Eichenbaum
- P Hall
- RE Cumby
- T Amemiya
- V Chernozhukov
- WK Newey
- WK Newey
- Publication venue
- 'Springer Science and Business Media LLC'
- Publication date
- Field of study
Revisions in official data and forecasting
- Author
- Publication venue
- 'Springer Science and Business Media LLC'
- Publication date
- Field of study
Horizon confidence sets
- Author
- B Bok
- B Rossi
- C Doz
- C Doz
- C Foroni
- C Foroni
- D Giannone
- D Giannone
- ES Knotek
- F Götze
- FX Diebold
- H White
- HH Kim
- HR KĂĽnsch
- J Antolin Diaz
- J Fosten
- JP Romano
- KA Aastveit
- KA Aastveit
- KA Aastveit
- KD West
- M Banbura
- M Bańbura
- M Luciani
- M Marcellino
- MW McCracken
- N Mark
- PR Hansen
- PR Hansen
- RS Mariano
- S Gonçalves
- TE Clark
- V Kuzin
- WK Newey
- Publication venue
- 'Springer Science and Business Media LLC'
- Publication date
- Field of study
Wild multiplicative bootstrap for M and GMM estimators in time series
- Author
- Allen J Gregory AW, Shimotsu K
- Andrews DWK
- Bollerslev T Tauchen G, Zhou H
- BĂĽcher A Kojadinovic I
- Campbell JY Yogo M
- Camponovo L Scaillet O, Trojani F
- Carlstein E
- De Jong RM Davidson J
- Fama E French K
- Geyer C
- Goncalves S White H
- Götze F Künsch HR
- Hall P
- Hall P Horowitz J
- Hall P Horowitz JL, Jing BY
- Hansen LP
- Huber PJ
- Inoue A Shintani M
- Jansson M Moreira MJ
- KĂĽnsch H
- Lahiri S
- Lazarus E Lewis DJ, Stock JH, et al.
- Minnier J Tian L, Cai T
- MĂĽller U
- Nelson CR Kim MJ
- Newey WK West KD
- Politis DN Romano JP
- Polk C Thompson S, Vuolteenaho T
- Rozeff M
- Shao X
- Zhu K
- Zhu K Li WK
- Zhu K Ling S
- Publication venue
- 'American Institute of Mathematical Sciences (AIMS)'
- Publication date
- 01/01/2019
- Field of study
Applications of random-matrix theory and nonparametric change-point analysis to three notable systemic crises
- Author
- Anderson TW
- Andersson E Bock D, Fris´en M
- Andrews DWK Lee I, Ploberger W
- Ang A Chen J
- Biely C Thurner S
- Billio M Getmansky M, Lo AW, et al.
- Bouchaud JP Potters M
- Chen J Gupta AK
- Chordia T Swaminathan B
- Cizeau P Potters M, Bouchaud JP
- Conlon T Ruskin HJ, Crane M
- Constantine AG
- Daniel K Moskowitz T
- Davis RA Pfa_el O, Stelzer R
- Dimson E
- Dro˙zd˙z S Grumer F, Ruf F, et al.
- Edelman A Rao NR
- Geman S
- Gopikrishnan P Rosenov B, Plerou V, et al.
- Granger CWJ
- Jin B Wang C, Miao B, et al.
- Jobst AA
- Kritzman M Li Y, Page S, et al.
- Kwiatkowski D Phillips P, Schmidt P, et al.
- Laloux L Cizeau P, Bouchaud JP
- Laloux L Cizeau P, Potters M, et al.
- Lequeux P Menon M
- Liu H Aue A, Debashis P
- Liu S Yamada M, Collier N, et al.
- Marˇcenko VA Pastur LA
- Moustakides GV
- Newey WK West KD
- Page ES
- Petterson M
- Petzold M Sonesson C, Bergman E, et al.
- Phillips P Perron P
- Plerou V Gopikrishnan P, Rosenow B, et al.
- Pukthuanthong K Berger D
- Pukthuanthong K Roll R
- Silverstein JW
- Silverstein JW
- Solnik B Boucrelle C, Le Fu Y
- Tartakovsky AG Rozovskii BL, Blazek RB, et al.
- Tracy CA Widom H
- White H
- Wigner EP
- Publication venue
- 'American Institute of Mathematical Sciences (AIMS)'
- Publication date
- 01/01/2018
- Field of study
Econometrics
- Author
- A Banerjee
- A Deaton
- A Garratt
- A Garratt
- A Garratt
- A Garratt
- A Harvey
- A Levin
- A Lo
- A Nakamura
- A Pagan
- A Pakes
- A Zellner
- A Zellner
- A Zellner
- A Zellner
- A Zellner
- A Zellner
- AB Treadway
- AC Cameron
- AC Cameron
- AC Cameron
- AD Clare
- AE Gelfand
- AF Burns
- AJ Bowlus
- AR Hall
- B Baltagi
- B Efron
- B Honoré
- BH Baltagi
- BS Hart
- BS Lee
- C Gourieroux
- C Gourieroux
- C Gourieroux
- C Hsiao
- C Hsiao
- C Hsiao
- CA Sims
- CA Sims
- CA Sims
- CF Christ
- CF Christ
- CF Manski
- CF Manski
- CF Manski
- CF Manski
- CF Manski
- CF Manski
- CJ Stone
- CR Nelson
- CWJ Granger
- CWJ Granger
- CWJ Granger
- CWJ Granger
- CWJ Granger
- CWJ Granger
- D Bosq
- D Duffie
- D Holtz-Eakin
- D McFadden
- D Wu
- DF Hendry
- DF Percy
- DG Champernowne
- DG Champernowne
- DL Prothero
- DR Cox
- DR Cox
- DR Cox
- DT Mortensen
- DW Jorgenson
- DWK Andrews
- DWK Andrews
- E Guerre
- E Lyttkens
- EA Nadaraya
- EE Leamer
- EF Fama
- EF Fama
- EF Fama
- EJ Working
- F Canova
- F Smets
- FM Fisher
- G Burtless
- G Duncan
- G Elliott
- G Koop
- G Koop
- G Koop
- G Koop
- G Peersman
- GC Chow
- GEP Box
- GH Golub
- GH Orcutt
- GM Watson
- GS Maddala
- GS Maddala
- GS Maddala
- GU Yule
- GU Yule
- H Lűtkepohl
- H Niederreiter
- H Theil
- H Theil
- H Uhlig
- H White
- H White
- H Wold
- HL Moore
- HL Moore
- I Choi
- I Fisher
- I Fisher
- IS Gradshteyn
- J Bai
- J Bai
- J Buckley
- J Durbin
- J Durbin
- J Durbin
- J Fan
- J Fernandez-Villaverde
- J Gali
- J Geweke
- J Geweke
- J Geweke
- J Geweke
- J Geweke
- J Geweke
- J Geweke
- J Geweke
- J Geweke
- J Geweke
- J Imbs
- J Neumann von
- J Neumann von
- J Neumann von
- J Nyblom
- J Rust
- J Rust
- J Tinbergen
- J Tinbergen
- J Tobin
- J-J Laffont
- JA Hausman
- JA Hausman
- JA Hausman
- JA Schumpeter
- JB Ramsey
- JB Taylor
- JD Hamilton
- JD Sargan
- JD Sargan
- JF Muth
- JH Stock
- JH Stock
- JH Stock
- JJ Heckman
- JJ Heckman
- JJ Heckman
- JJ Heckman
- JL Horowitz
- JL Horowitz
- JL Horowitz
- JL Horowitz
- JL Powell
- JL Powell
- JM Brundy
- JM Halton
- JM Hammersley
- JM Hammersley
- JM Keynes
- JM Wooldridge
- JM Wooldridge
- JRN Stone
- JRN Stone
- JW Albrecht
- JY Campbell
- K Burdett
- K Hendricks
- K Juselius
- K Kim
- K Wallis
- KD West
- KF Wallis
- KL Judd
- KS Im
- L Anselin
- L Bauwens
- L Broze
- L Kilian
- L Tierney
- LF Lee
- LG Godfrey
- LG Godfrey
- LJ Christiano
- LJBA Bachelier
- LL Wegge
- LM Koyck
- LP Hansen
- LP Hansen
- LP Hansen
- LR Klein
- LR Klein
- M Arellano
- M Arellano
- M Arellano
- M Binder
- M Binder
- M Friedman
- M Keane
- M Lenoir
- M McAleer
- M Negro Del
- M Negro Del
- M Nerlove
- M Nerlove
- M Schultz
- M Wickens
- MH Pesaran
- MH Pesaran
- MH Pesaran
- MH Pesaran
- MH Pesaran
- MH Pesaran
- MH Pesaran
- MH Pesaran
- MH Pesaran
- MH Pesaran
- MH Pesaran
- MH Pesaran
- MH Pesaran
- MH Pesaran
- MH Pesaran
- MH Pesaran
- MH Pesaran
- MH Pesaran
- MH Pesaran
- MH Pesaran
- MJ Boskin
- MP Clements
- MP Clements
- MP Clements
- MR Wickens
- MS Santos
- MW Watson
- N Metropolis
- NE Savin
- O Bjerkholt
- O Reiersol
- O Reiersol
- OJ Blanchard
- P Bratley
- P Cagan
- P Cochrane
- P Dhrymes
- P O’Connell
- P Pedroni
- P Pedroni
- P Samuelson
- P Whittle
- PAVB Swamy
- PCB Phillips
- PCB Phillips
- PCB Phillips
- PCB Phillips
- PCB Phillips
- PE Rossi
- PG Wright
- PG Wright
- PJ Davis
- PK Trivedi
- R Cross
- R Davidson
- R Frisch
- R Frisch
- R Frisch
- R Gronau
- R Liesenfeld
- R Moon
- R Moon
- RA Fisher
- RB Litterman
- RC Geary
- RE Lucas
- RE Lucas
- RE Lucas
- RE McCulloch
- RE McCulloch
- RE McCulloch
- RE McCulloch
- RE Quandt
- RF Engle
- RF Engle
- RF Engle
- RF Engle
- RF Stambaugh
- RGD Allen
- RH Hooker
- RJ Shiller
- RL Basmann
- RL Brown
- RL Cooper
- RL Matzkin
- RM Solow
- RW Blundell
- S Almon
- S An
- S Berry
- S Beveridge
- S Chib
- S Chib
- S Chib
- S Chib
- S Geman
- S Holly
- S Johansen
- S Johansen
- S Johansen
- S Kandel
- S Lerman
- S Nickell
- S Stern
- SN Durlauf
- SR Cosslett
- T Amemiya
- T Amemiya
- T Bollerslev
- T Doan
- T Domenich
- T Haavelmo
- T Haavelmo
- T Kloek
- T Lancaster
- TC Koopmans
- TC Koopmans
- TC Koopmans
- TC Liu
- TG Conley
- TG Conley
- TJ Rothenberg
- TJ Sargent
- TJ Sargent
- TM Brown
- TS Breusch
- TW Anderson
- TW Anderson
- TW Anderson
- V Hajivassiliou
- V Hajivassiliou
- V Smith
- VJ Hotz
- VK Srivastava
- W Brock
- W Brock
- W Härdle
- W Härdle
- WC Mitchell
- WH Greene
- WH Press
- WH Press
- WK Hastings
- WK Newey
- Y Mundlak
- Y Mundlak
- Z Sandor
- Publication venue
- 'Springer Science and Business Media LLC'
- Publication date
- Field of study